FICS vs. VXUS

Last updated Aug 2, 2026

FICS (First Trust International Developed Capital Strength ETF) and VXUS (Vanguard Total International Stock ETF) are both Global Equities funds - FICS tracks the The International Developed Capital Strength Index while VXUS tracks the FTSE Global All Cap ex US Index. Both are passively managed. Over the past 5 years, FICS returned 5.50%/yr vs 8.78%/yr for VXUS. Their 0.80 correlation means they have sometimes moved together and sometimes differently. FICS charges 0.70%/yr vs 0.05%/yr for VXUS.

Performance

FICS vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust International Developed Capital Strength ETF (FICS) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FICS achieves a 7.44% return, which is significantly lower than VXUS's 12.75% return.

FICS

• 1D: -0.65%
• 1M: 0.21%
• 6M: 6.50%
• YTD: 7.44%
• 1Y: 13.61%
• 3Y*: 11.84%
• 5Y*: 5.50%
• 10Y*: —
• ALL TIME*: 8.10%

VXUS

• 1D: -0.21%
• 1M: -0.29%
• 6M: 6.78%
• YTD: 12.75%
• 1Y: 27.56%
• 3Y*: 17.23%
• 5Y*: 8.78%
• 10Y*: 9.44%
• ALL TIME*: 6.55%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FICS First Trust International Developed Capital Strength ETF	$473.06K	$451.89K	$904.09K
VXUS Vanguard Total International Stock ETF	$362.62M	$406.11M	$507.75M

FICS vs. VXUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
FICS First Trust International Developed Capital Strength ETF	7.44%	20.44%	2.59%	18.07%	-19.47%	19.78%	2.47%
VXUS Vanguard Total International Stock ETF	12.75%	32.35%	5.08%	15.86%	-16.08%	8.98%	1.34%

Correlation

The correlation between FICS and VXUS is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.74
Correlation (3Y) Balances recent behavior with more history.	0.80
Correlation (5Y) Shows whether the relationship held over a longer period.	0.81
Correlation (All Time) Calculated using the full available price history since Dec 16, 2020	0.80

The correlation between FICS and VXUS has been stable across timeframes, ranging from 0.74 to 0.81 - a consistent structural relationship.

FICS vs. VXUS - Sectors Allocation Comparison

Sectors	FICS	VXUS
Financial Services	29.0%	23.2%
Industrials	27.7%	14.5%
Consumer Defensive	13.8%	4.8%
Consumer Cyclical	10.5%	6.8%
Healthcare	9.6%	6.8%
Basic Materials	4.1%	6.6%
Communication Services	3.6%	3.8%
Energy	3.1%	4.2%
Technology	1.7%	23.7%
Real Estate	-	1.7%
Utilities	-	2.9%

Return for Risk

FICS vs. VXUS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FICS

FICS Risk / Return Rank: 41
FICS Sharpe Ratio Rank: 42
FICS Sortino Ratio Rank: 42
FICS Omega Ratio Rank: 41
FICS Calmar Ratio Rank: 37
FICS Martin Ratio Rank: 41

VXUS

VXUS Risk / Return Rank: 71
VXUS Sharpe Ratio Rank: 72
VXUS Sortino Ratio Rank: 69
VXUS Omega Ratio Rank: 72
VXUS Calmar Ratio Rank: 71
VXUS Martin Ratio Rank: 72

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FICS vs. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust International Developed Capital Strength ETF (FICS) and Vanguard Total International Stock ETF (VXUS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FICS	VXUS	Difference
Sharpe ratio: Return per unit of total volatility	1.04	1.62	-0.58
Sortino ratio: Return per unit of downside risk	1.58	2.24	-0.67
Omega ratio: Gain probability vs. loss probability	1.19	1.30	-0.11
Calmar ratio: Return relative to maximum drawdown	1.33	2.42	-1.09
Martin ratio: Return relative to average drawdown	4.41	8.87	-4.47

FICS vs. VXUS - Sharpe Ratio Comparison

The current FICS Sharpe Ratio is 1.04, which is lower than the VXUS Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of FICS and VXUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FICS vs. VXUS - Drawdown Comparison

The maximum FICS drawdown since its inception was -29.16%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for FICS and VXUS.

Drawdown Indicators

	FICS	VXUS	Difference
Max Drawdown Largest peak-to-trough decline	-29.16%	-35.97%	+6.81%
Max Drawdown (1Y) Largest decline over 1 year	-10.32%	-11.27%	+0.95%
Max Drawdown (3Y) Largest decline over 3 years	-11.14%	-13.58%	+2.44%
Max Drawdown (5Y) Largest decline over 5 years	-29.16%	-29.44%	+0.28%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.97%	—
Current Drawdown Current decline from peak	-0.65%	-2.84%	+2.19%
Average Drawdown Average peak-to-trough decline	-7.04%	-8.16%	+1.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.10%	3.07%	+0.03%

Volatility

FICS vs. VXUS - Volatility Comparison

The current volatility for First Trust International Developed Capital Strength ETF (FICS) is 3.87%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 5.29%. This indicates that FICS experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FICS	VXUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.87%	5.29%	-1.42%
Volatility (6M) Calculated over the trailing 6-month period	11.30%	15.06%	-3.76%
Volatility (1Y) Calculated over the trailing 1-year period	13.21%	16.86%	-3.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.25%	16.35%	+0.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.81%	17.03%	-0.22%

FICS vs. VXUS - Expense Ratio Comparison

FICS has a 0.70% expense ratio, which is higher than VXUS's 0.05% expense ratio.

Dividends

FICS vs. VXUS - Dividend Comparison

FICS's dividend yield for the trailing twelve months is around 1.81%, less than VXUS's 2.59% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FICS First Trust International Developed Capital Strength ETF	1.81%	1.85%	2.01%	1.02%	1.89%	1.26%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VXUS Vanguard Total International Stock ETF	2.59%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%

Frequently Asked Questions

Can I hold both FICS and VXUS in my portfolio?

FICS and VXUS have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FICS or VXUS?

VXUS has higher volatility (5.29%) compared to FICS (3.87%). In terms of maximum drawdown, FICS dropped -29.16% vs VXUS's -35.97%.

Which ETF is better, FICS or VXUS?

On 5-year performance, VXUS leads with 8.78% vs 5.50% for FICS. On fees, VXUS is cheaper at 0.05% per year. On volatility, FICS has been the lower-risk option at 3.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FICS or VXUS?

Over the 5-year period, VXUS has performed better with a 8.78% return vs 5.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FICS or VXUS?

VXUS is cheaper with a 0.05% expense ratio, compared with 0.70% for FICS.

Which ETF pays a higher dividend yield, FICS or VXUS?

VXUS has the higher dividend yield at 2.59%, compared with 1.81% for FICS.

What is the main difference between FICS and VXUS?

FICS tracks The International Developed Capital Strength Index, while VXUS tracks FTSE Global All Cap ex US Index. They also come from different issuers: First Trust and Vanguard. Their fees differ too: 0.70% for FICS and 0.05% for VXUS.

Which has better risk-adjusted returns?

VXUS currently has the higher Sharpe Ratio (1.62 vs 1.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.