FIEUX vs. VOO
Compare and contrast key facts about Fidelity Europe Fund (FIEUX) and Vanguard S&P 500 ETF (VOO).
FIEUX is managed by Fidelity. It was launched on Oct 1, 1986. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIEUX or VOO.
Performance
FIEUX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, FIEUX achieves a 3.32% return, which is significantly lower than VOO's 24.51% return. Over the past 10 years, FIEUX has underperformed VOO with an annualized return of 4.37%, while VOO has yielded a comparatively higher 13.12% annualized return.
FIEUX
3.32%
-5.79%
-5.94%
11.33%
4.33%
4.37%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| FIEUX | VOO | |
|---|---|---|
| Sharpe Ratio | 0.85 | 2.64 |
| Sortino Ratio | 1.26 | 3.53 |
| Omega Ratio | 1.14 | 1.49 |
| Calmar Ratio | 0.50 | 3.81 |
| Martin Ratio | 3.83 | 17.34 |
| Ulcer Index | 2.82% | 1.86% |
| Daily Std Dev | 12.73% | 12.20% |
| Max Drawdown | -59.38% | -33.99% |
| Current Drawdown | -12.54% | -2.16% |
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FIEUX vs. VOO - Expense Ratio Comparison
FIEUX has a 1.06% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between FIEUX and VOO is 0.70, 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.
Risk-Adjusted Performance
FIEUX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Europe Fund (FIEUX) and Vanguard S&P 500 ETF (VOO). 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
FIEUX vs. VOO - Dividend Comparison
FIEUX's dividend yield for the trailing twelve months is around 1.57%, more than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIEUX Fidelity Europe Fund | 1.57% | 1.62% | 0.00% | 2.87% | 1.15% | 4.44% | 1.01% | 0.97% | 1.14% | 2.78% | 2.59% | 1.40% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
FIEUX vs. VOO - Drawdown Comparison
The maximum FIEUX drawdown since its inception was -59.38%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FIEUX and VOO. For additional features, visit the drawdowns tool.
Volatility
FIEUX vs. VOO - Volatility Comparison
The current volatility for Fidelity Europe Fund (FIEUX) is 3.85%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.09%. This indicates that FIEUX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.