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FIDKX vs. VWNAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FIDKX vs. VWNAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Discovery Fund Class K (FIDKX) and Vanguard Windsor II Fund Admiral Shares (VWNAX). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
0.14%
5.97%
FIDKX
VWNAX

Returns By Period

In the year-to-date period, FIDKX achieves a 11.74% return, which is significantly lower than VWNAX's 16.55% return. Over the past 10 years, FIDKX has underperformed VWNAX with an annualized return of 5.77%, while VWNAX has yielded a comparatively higher 10.62% annualized return.


FIDKX

YTD

11.74%

1M

-3.78%

6M

0.14%

1Y

18.26%

5Y (annualized)

6.51%

10Y (annualized)

5.77%

VWNAX

YTD

16.55%

1M

0.05%

6M

5.97%

1Y

24.41%

5Y (annualized)

13.31%

10Y (annualized)

10.62%

Key characteristics


FIDKXVWNAX
Sharpe Ratio1.342.24
Sortino Ratio1.893.03
Omega Ratio1.231.41
Calmar Ratio0.833.55
Martin Ratio6.5514.89
Ulcer Index2.74%1.62%
Daily Std Dev13.41%10.78%
Max Drawdown-56.79%-57.51%
Current Drawdown-7.43%-1.88%

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FIDKX vs. VWNAX - Expense Ratio Comparison

FIDKX has a 0.90% expense ratio, which is higher than VWNAX's 0.26% expense ratio.


FIDKX
Fidelity International Discovery Fund Class K
Expense ratio chart for FIDKX: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%
Expense ratio chart for VWNAX: current value at 0.26% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.26%

Correlation

-0.50.00.51.00.8

The correlation between FIDKX and VWNAX is 0.79, 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.

Risk-Adjusted Performance

FIDKX vs. VWNAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Discovery Fund Class K (FIDKX) and Vanguard Windsor II Fund Admiral Shares (VWNAX). 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.


Sharpe ratio
The chart of Sharpe ratio for FIDKX, currently valued at 1.34, compared to the broader market-1.000.001.002.003.004.005.001.342.24
The chart of Sortino ratio for FIDKX, currently valued at 1.89, compared to the broader market0.005.0010.001.893.03
The chart of Omega ratio for FIDKX, currently valued at 1.23, compared to the broader market1.002.003.004.001.231.41
The chart of Calmar ratio for FIDKX, currently valued at 0.83, compared to the broader market0.005.0010.0015.0020.0025.000.833.55
The chart of Martin ratio for FIDKX, currently valued at 6.55, compared to the broader market0.0020.0040.0060.0080.00100.006.5514.89
FIDKX
VWNAX

The current FIDKX Sharpe Ratio is 1.34, which is lower than the VWNAX Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of FIDKX and VWNAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.34
2.24
FIDKX
VWNAX

Dividends

FIDKX vs. VWNAX - Dividend Comparison

FIDKX's dividend yield for the trailing twelve months is around 1.81%, more than VWNAX's 1.63% yield.


TTM20232022202120202019201820172016201520142013
FIDKX
Fidelity International Discovery Fund Class K
1.81%2.02%0.47%3.08%0.55%1.82%1.49%1.22%1.83%1.19%0.82%3.38%
VWNAX
Vanguard Windsor II Fund Admiral Shares
1.63%1.72%1.70%1.26%1.38%2.20%2.70%2.09%2.57%2.49%2.42%2.08%

Drawdowns

FIDKX vs. VWNAX - Drawdown Comparison

The maximum FIDKX drawdown since its inception was -56.79%, roughly equal to the maximum VWNAX drawdown of -57.51%. Use the drawdown chart below to compare losses from any high point for FIDKX and VWNAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.43%
-1.88%
FIDKX
VWNAX

Volatility

FIDKX vs. VWNAX - Volatility Comparison

Fidelity International Discovery Fund Class K (FIDKX) and Vanguard Windsor II Fund Admiral Shares (VWNAX) have volatilities of 3.56% and 3.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.56%
3.50%
FIDKX
VWNAX