FIDKX vs. VWNAX
Compare and contrast key facts about Fidelity International Discovery Fund Class K (FIDKX) and Vanguard Windsor II Fund Admiral Shares (VWNAX).
FIDKX is managed by Fidelity. It was launched on May 9, 2008. VWNAX is managed by Vanguard. It was launched on May 14, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIDKX or VWNAX.
Key characteristics
| FIDKX | VWNAX | |
|---|---|---|
| YTD Return | 15.38% | 18.77% |
| 1Y Return | 26.90% | 30.47% |
| 3Y Return (Ann) | -1.30% | 7.89% |
| 5Y Return (Ann) | 7.22% | 13.89% |
| 10Y Return (Ann) | 6.18% | 11.00% |
| Sharpe Ratio | 2.06 | 2.96 |
| Sortino Ratio | 2.83 | 3.97 |
| Omega Ratio | 1.36 | 1.56 |
| Calmar Ratio | 1.12 | 4.75 |
| Martin Ratio | 11.09 | 20.20 |
| Ulcer Index | 2.50% | 1.60% |
| Daily Std Dev | 13.44% | 10.88% |
| Max Drawdown | -56.79% | -57.51% |
| Current Drawdown | -4.41% | 0.00% |
Correlation
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.
Performance
FIDKX vs. VWNAX - Performance Comparison
In the year-to-date period, FIDKX achieves a 15.38% return, which is significantly lower than VWNAX's 18.77% return. Over the past 10 years, FIDKX has underperformed VWNAX with an annualized return of 6.18%, while VWNAX has yielded a comparatively higher 11.00% annualized 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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FIDKX vs. VWNAX - Expense Ratio Comparison
FIDKX has a 0.90% expense ratio, which is higher than VWNAX's 0.26% expense ratio.
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.
Dividends
FIDKX vs. VWNAX - Dividend Comparison
FIDKX's dividend yield for the trailing twelve months is around 1.75%, more than VWNAX's 1.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIDKX Fidelity International Discovery Fund Class K | 1.75% | 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 | 1.60% | 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.
Volatility
FIDKX vs. VWNAX - Volatility Comparison
Fidelity International Discovery Fund Class K (FIDKX) and Vanguard Windsor II Fund Admiral Shares (VWNAX) have volatilities of 3.51% and 3.43%, 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.