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FIEUX vs. VIGI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIEUX and VIGI is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

FIEUX vs. VIGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Europe Fund (FIEUX) and Vanguard International Dividend Appreciation ETF (VIGI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FIEUX:

0.81

VIGI:

0.63

Sortino Ratio

FIEUX:

1.28

VIGI:

1.03

Omega Ratio

FIEUX:

1.18

VIGI:

1.14

Calmar Ratio

FIEUX:

0.64

VIGI:

0.69

Martin Ratio

FIEUX:

3.19

VIGI:

1.99

Ulcer Index

FIEUX:

4.67%

VIGI:

5.04%

Daily Std Dev

FIEUX:

17.18%

VIGI:

15.23%

Max Drawdown

FIEUX:

-59.38%

VIGI:

-31.01%

Current Drawdown

FIEUX:

-8.39%

VIGI:

-1.80%

Returns By Period

In the year-to-date period, FIEUX achieves a 18.14% return, which is significantly higher than VIGI's 8.77% return.


FIEUX

YTD

18.14%

1M

11.09%

6M

15.69%

1Y

13.40%

5Y*

7.95%

10Y*

2.19%

VIGI

YTD

8.77%

1M

10.00%

6M

3.63%

1Y

9.45%

5Y*

9.94%

10Y*

N/A

*Annualized

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FIEUX vs. VIGI - Expense Ratio Comparison

FIEUX has a 1.06% expense ratio, which is higher than VIGI's 0.15% expense ratio.


Risk-Adjusted Performance

FIEUX vs. VIGI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FIEUX
The Risk-Adjusted Performance Rank of FIEUX is 7676
Overall Rank
The Sharpe Ratio Rank of FIEUX is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of FIEUX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of FIEUX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of FIEUX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of FIEUX is 7777
Martin Ratio Rank

VIGI
The Risk-Adjusted Performance Rank of VIGI is 6868
Overall Rank
The Sharpe Ratio Rank of VIGI is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGI is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VIGI is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VIGI is 7575
Calmar Ratio Rank
The Martin Ratio Rank of VIGI is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FIEUX vs. VIGI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Europe Fund (FIEUX) and Vanguard International Dividend Appreciation ETF (VIGI). 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.


The current FIEUX Sharpe Ratio is 0.81, which is comparable to the VIGI Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of FIEUX and VIGI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

FIEUX vs. VIGI - Dividend Comparison

FIEUX's dividend yield for the trailing twelve months is around 2.78%, more than VIGI's 1.89% yield.


TTM20242023202220212020201920182017201620152014
FIEUX
Fidelity Europe Fund
2.78%3.28%1.62%0.00%2.87%1.15%4.44%1.01%0.97%1.14%2.78%2.59%
VIGI
Vanguard International Dividend Appreciation ETF
1.89%1.93%1.92%2.06%7.02%1.29%1.83%1.99%1.75%0.98%0.00%0.00%

Drawdowns

FIEUX vs. VIGI - Drawdown Comparison

The maximum FIEUX drawdown since its inception was -59.38%, which is greater than VIGI's maximum drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for FIEUX and VIGI. For additional features, visit the drawdowns tool.


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Volatility

FIEUX vs. VIGI - Volatility Comparison

The current volatility for Fidelity Europe Fund (FIEUX) is 4.08%, while Vanguard International Dividend Appreciation ETF (VIGI) has a volatility of 4.30%. This indicates that FIEUX experiences smaller price fluctuations and is considered to be less risky than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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