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FIGCX vs. VIGI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIGCX vs. VIGI - Performance Comparison

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

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Returns By Period

In the year-to-date period, FIGCX achieves a 6.86% return, which is significantly lower than VIGI's 7.63% return. Both investments have delivered pretty close results over the past 10 years, with FIGCX having a 8.13% annualized return and VIGI not far behind at 8.05%.


FIGCX

1D
3.79%
1M
-2.74%
6M
1.52%
YTD
6.86%
1Y
13.51%
3Y*
10.56%
5Y*
3.85%
10Y*
8.13%
ALL TIME*
4.94%

VIGI

1D
-0.83%
1M
2.41%
6M
6.45%
YTD
7.63%
1Y
15.49%
3Y*
10.89%
5Y*
5.26%
10Y*
8.05%
ALL TIME*
8.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$22.25M$25.32M$27.49M

FIGCX vs. VIGI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIGCX
Fidelity Advisor International Growth Fund Class C
6.86%16.70%4.24%19.59%-24.00%14.19%15.75%32.65%-12.46%28.23%
VIGI
Vanguard International Dividend Appreciation ETF
7.63%16.88%2.73%16.30%-16.79%12.51%14.66%27.53%-11.50%27.97%

Correlation

The correlation between FIGCX and VIGI is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.77

Correlation (3Y)
Balances recent behavior with more history.

0.84

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.89

Correlation (10Y)
Provides a long-term view across more market conditions.

0.90

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2016

0.90

The correlation between FIGCX and VIGI shifts across timeframes, from 0.77 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FIGCX vs. VIGI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FIGCX
FIGCX Risk / Return Rank: 1616
Overall Rank
FIGCX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
FIGCX Sortino Ratio Rank: 1515
Sortino Ratio Rank
FIGCX Omega Ratio Rank: 1515
Omega Ratio Rank
FIGCX Calmar Ratio Rank: 1717
Calmar Ratio Rank
FIGCX Martin Ratio Rank: 2020
Martin Ratio Rank

VIGI
VIGI Risk / Return Rank: 4747
Overall Rank
VIGI Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VIGI Sortino Ratio Rank: 4949
Sortino Ratio Rank
VIGI Omega Ratio Rank: 4747
Omega Ratio Rank
VIGI Calmar Ratio Rank: 4141
Calmar Ratio Rank
VIGI Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FIGCX vs. VIGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Growth Fund Class C (FIGCX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FIGCXVIGIDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.75

Omega ratioGain probability vs. loss probability

1.12

1.21

-0.09

Calmar ratioReturn relative to maximum drawdown

0.88

1.45

-0.57

Martin ratioReturn relative to average drawdown

2.98

5.31

-2.33

FIGCX vs. VIGI - Sharpe Ratio Comparison

The current FIGCX Sharpe Ratio is 0.60, which is lower than the VIGI Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of FIGCX and VIGI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FIGCX vs. VIGI - Drawdown Comparison

The maximum FIGCX drawdown since its inception was -56.53%, which is greater than VIGI's maximum drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for FIGCX and VIGI.


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Drawdown Indicators


FIGCXVIGIDifference

Max Drawdown

Largest peak-to-trough decline

-56.53%

-31.01%

-25.52%

Max Drawdown (1Y)

Largest decline over 1 year

-14.03%

-10.64%

-3.39%

Max Drawdown (3Y)

Largest decline over 3 years

-16.65%

-14.50%

-2.15%

Max Drawdown (5Y)

Largest decline over 5 years

-35.58%

-28.80%

-6.78%

Max Drawdown (10Y)

Largest decline over 10 years

-35.58%

-31.01%

-4.57%

Current Drawdown

Current decline from peak

-4.90%

-0.83%

-4.07%

Average Drawdown

Average peak-to-trough decline

-11.23%

-6.10%

-5.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.12%

2.89%

+1.23%

Volatility

FIGCX vs. VIGI - Volatility Comparison

Fidelity Advisor International Growth Fund Class C (FIGCX) has a higher volatility of 6.80% compared to Vanguard International Dividend Appreciation ETF (VIGI) at 3.71%. This indicates that FIGCX's price experiences larger fluctuations and is considered to be riskier than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIGCXVIGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.80%

3.71%

+3.09%

Volatility (6M)

Calculated over the trailing 6-month period

18.31%

10.59%

+7.72%

Volatility (1Y)

Calculated over the trailing 1-year period

20.63%

12.94%

+7.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.58%

14.49%

+4.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.91%

15.75%

+2.16%

FIGCX vs. VIGI - Expense Ratio Comparison

FIGCX has a 2.05% expense ratio, which is higher than VIGI's 0.15% expense ratio.


Dividends

FIGCX vs. VIGI - Dividend Comparison

FIGCX's dividend yield for the trailing twelve months is around 2.75%, more than VIGI's 2.05% yield.


PositionTTM20252024202320222021202020192018201720162015
FIGCX
Fidelity Advisor International Growth Fund Class C
2.75%2.93%0.77%0.00%1.52%1.56%0.00%0.00%0.00%0.00%0.15%0.07%
VIGI
Vanguard International Dividend Appreciation ETF
2.05%2.14%1.93%1.92%2.06%7.02%1.29%1.83%1.99%1.75%1.05%0.00%

Frequently Asked Questions


FIGCX and VIGI have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FIGCX has higher volatility (6.80%) compared to VIGI (3.71%). In terms of maximum drawdown, FIGCX dropped -56.53% vs VIGI's -31.01%.

VIGI currently has the higher Sharpe Ratio (1.20 vs 0.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FIGCX and VIGI

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