FICS vs. VXUS
Compare and contrast key facts about First Trust International Developed Capital Strength ETF (FICS) and Vanguard Total International Stock ETF (VXUS).
FICS and VXUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FICS is a passively managed fund by First Trust that tracks the performance of the The International Developed Capital Strength Index. It was launched on Dec 15, 2020. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011. Both FICS and VXUS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FICS or VXUS.
Key characteristics
| FICS | VXUS | |
|---|---|---|
| YTD Return | 6.97% | 8.64% |
| 1Y Return | 19.24% | 19.18% |
| 3Y Return (Ann) | 1.18% | 1.08% |
| Sharpe Ratio | 1.66 | 1.54 |
| Sortino Ratio | 2.38 | 2.19 |
| Omega Ratio | 1.27 | 1.27 |
| Calmar Ratio | 1.27 | 1.40 |
| Martin Ratio | 8.15 | 9.02 |
| Ulcer Index | 2.35% | 2.19% |
| Daily Std Dev | 11.59% | 12.86% |
| Max Drawdown | -29.16% | -35.97% |
| Current Drawdown | -5.79% | -5.20% |
Correlation
The correlation between FICS and VXUS is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
FICS vs. VXUS - Performance Comparison
In the year-to-date period, FICS achieves a 6.97% return, which is significantly lower than VXUS's 8.64% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FICS vs. VXUS - Expense Ratio Comparison
FICS has a 0.70% expense ratio, which is higher than VXUS's 0.07% expense ratio.
Risk-Adjusted Performance
FICS vs. VXUS - Risk-Adjusted Performance 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.
Dividends
FICS vs. VXUS - Dividend Comparison
FICS's dividend yield for the trailing twelve months is around 1.56%, less than VXUS's 2.95% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FICS First Trust International Developed Capital Strength ETF | 1.56% | 1.02% | 1.89% | 1.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 2.95% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
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. For additional features, visit the drawdowns tool.
Volatility
FICS vs. VXUS - Volatility Comparison
First Trust International Developed Capital Strength ETF (FICS) has a higher volatility of 4.20% compared to Vanguard Total International Stock ETF (VXUS) at 3.94%. This indicates that FICS's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.