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FIENX vs. VXUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FIENXVXUS

Correlation

-0.50.00.51.00.9

The correlation between FIENX and VXUS is 0.91, 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

FIENX vs. VXUS - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober0
10.93%
FIENX
VXUS

Compare stocks, funds, or ETFs

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FIENX vs. VXUS - Expense Ratio Comparison

FIENX has a 0.55% expense ratio, which is higher than VXUS's 0.07% expense ratio.


FIENX
Fidelity International Enhanced Index Fund
Expense ratio chart for FIENX: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

FIENX vs. VXUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Enhanced Index Fund (FIENX) 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.


FIENX
Sharpe ratio
The chart of Sharpe ratio for FIENX, currently valued at 0.85, compared to the broader market0.002.004.000.85
Sortino ratio
The chart of Sortino ratio for FIENX, currently valued at 1.65, compared to the broader market0.005.0010.001.65
Omega ratio
The chart of Omega ratio for FIENX, currently valued at 1.61, compared to the broader market1.002.003.004.001.61
Calmar ratio
The chart of Calmar ratio for FIENX, currently valued at 0.28, compared to the broader market0.005.0010.0015.0020.0025.000.28
Martin ratio
The chart of Martin ratio for FIENX, currently valued at 5.43, compared to the broader market0.0020.0040.0060.0080.00100.005.43
VXUS
Sharpe ratio
The chart of Sharpe ratio for VXUS, currently valued at 1.73, compared to the broader market0.002.004.001.73
Sortino ratio
The chart of Sortino ratio for VXUS, currently valued at 2.45, compared to the broader market0.005.0010.002.45
Omega ratio
The chart of Omega ratio for VXUS, currently valued at 1.31, compared to the broader market1.002.003.004.001.31
Calmar ratio
The chart of Calmar ratio for VXUS, currently valued at 1.22, compared to the broader market0.005.0010.0015.0020.0025.001.22
Martin ratio
The chart of Martin ratio for VXUS, currently valued at 11.27, compared to the broader market0.0020.0040.0060.0080.00100.0011.27

FIENX vs. VXUS - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00MayJuneJulyAugustSeptemberOctober
0.85
1.73
FIENX
VXUS

Dividends

FIENX vs. VXUS - Dividend Comparison

FIENX has not paid dividends to shareholders, while VXUS's dividend yield for the trailing twelve months is around 2.88%.


TTM20232022202120202019201820172016201520142013
FIENX
Fidelity International Enhanced Index Fund
1.39%7.66%2.41%2.72%1.64%3.00%2.37%1.64%2.44%1.03%3.00%2.63%
VXUS
Vanguard Total International Stock ETF
2.88%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%

Drawdowns

FIENX vs. VXUS - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-6.43%
-2.94%
FIENX
VXUS

Volatility

FIENX vs. VXUS - Volatility Comparison

The current volatility for Fidelity International Enhanced Index Fund (FIENX) is 0.00%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 4.51%. This indicates that FIENX 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.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober0
4.51%
FIENX
VXUS