PortfoliosLab logo
FIGFX vs. VWILX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIGFX and VWILX is 0.82, 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

FIGFX vs. VWILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Growth Fund (FIGFX) and Vanguard International Growth Fund Admiral Shares (VWILX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

FIGFX:

0.32

VWILX:

0.11

Sortino Ratio

FIGFX:

0.72

VWILX:

0.44

Omega Ratio

FIGFX:

1.09

VWILX:

1.07

Calmar Ratio

FIGFX:

0.47

VWILX:

0.11

Martin Ratio

FIGFX:

1.72

VWILX:

0.71

Ulcer Index

FIGFX:

4.49%

VWILX:

7.38%

Daily Std Dev

FIGFX:

18.69%

VWILX:

23.73%

Max Drawdown

FIGFX:

-55.48%

VWILX:

-65.55%

Current Drawdown

FIGFX:

0.00%

VWILX:

-34.45%

Returns By Period

In the year-to-date period, FIGFX achieves a 9.98% return, which is significantly lower than VWILX's 12.09% return. Over the past 10 years, FIGFX has outperformed VWILX with an annualized return of 6.88%, while VWILX has yielded a comparatively lower 5.25% annualized return.


FIGFX

YTD

9.98%

1M

9.54%

6M

7.56%

1Y

5.85%

5Y*

9.75%

10Y*

6.88%

VWILX

YTD

12.09%

1M

12.89%

6M

0.55%

1Y

2.61%

5Y*

4.04%

10Y*

5.25%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FIGFX vs. VWILX - Expense Ratio Comparison

FIGFX has a 0.99% expense ratio, which is higher than VWILX's 0.32% expense ratio.


Risk-Adjusted Performance

FIGFX vs. VWILX — Risk-Adjusted Performance Rank

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

FIGFX
The Risk-Adjusted Performance Rank of FIGFX is 4747
Overall Rank
The Sharpe Ratio Rank of FIGFX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of FIGFX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of FIGFX is 4343
Omega Ratio Rank
The Calmar Ratio Rank of FIGFX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of FIGFX is 5151
Martin Ratio Rank

VWILX
The Risk-Adjusted Performance Rank of VWILX is 3131
Overall Rank
The Sharpe Ratio Rank of VWILX is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of VWILX is 3232
Sortino Ratio Rank
The Omega Ratio Rank of VWILX is 3434
Omega Ratio Rank
The Calmar Ratio Rank of VWILX is 2727
Calmar Ratio Rank
The Martin Ratio Rank of VWILX is 3333
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.

FIGFX vs. VWILX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Growth Fund (FIGFX) and Vanguard International Growth Fund Admiral Shares (VWILX). 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 FIGFX Sharpe Ratio is 0.32, which is higher than the VWILX Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of FIGFX and VWILX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

FIGFX vs. VWILX - Dividend Comparison

FIGFX's dividend yield for the trailing twelve months is around 0.38%, less than VWILX's 0.85% yield.


TTM20242023202220212020201920182017201620152014
FIGFX
Fidelity International Growth Fund
0.38%0.42%0.48%0.22%0.43%0.11%0.97%0.88%0.58%1.24%1.47%0.84%
VWILX
Vanguard International Growth Fund Admiral Shares
0.85%0.95%1.10%1.50%1.08%0.31%1.30%1.79%0.84%1.42%1.53%2.46%

Drawdowns

FIGFX vs. VWILX - Drawdown Comparison

The maximum FIGFX drawdown since its inception was -55.48%, smaller than the maximum VWILX drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for FIGFX and VWILX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

FIGFX vs. VWILX - Volatility Comparison

The current volatility for Fidelity International Growth Fund (FIGFX) is 4.11%, while Vanguard International Growth Fund Admiral Shares (VWILX) has a volatility of 5.08%. This indicates that FIGFX experiences smaller price fluctuations and is considered to be less risky than VWILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...