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FIGRX vs. VTSNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIGRX and VTSNX is 0.77, 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

FIGRX vs. VTSNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Discovery Fund (FIGRX) and Vanguard Total International Stock Index Fund Institutional Shares (VTSNX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FIGRX:

0.69

VTSNX:

0.69

Sortino Ratio

FIGRX:

1.09

VTSNX:

1.10

Omega Ratio

FIGRX:

1.15

VTSNX:

1.15

Calmar Ratio

FIGRX:

0.62

VTSNX:

0.87

Martin Ratio

FIGRX:

3.08

VTSNX:

2.69

Ulcer Index

FIGRX:

4.29%

VTSNX:

4.22%

Daily Std Dev

FIGRX:

18.62%

VTSNX:

15.59%

Max Drawdown

FIGRX:

-60.02%

VTSNX:

-35.78%

Current Drawdown

FIGRX:

-4.31%

VTSNX:

0.00%

Returns By Period

The year-to-date returns for both stocks are quite close, with FIGRX having a 13.17% return and VTSNX slightly lower at 12.76%. Over the past 10 years, FIGRX has underperformed VTSNX with an annualized return of 3.95%, while VTSNX has yielded a comparatively higher 5.25% annualized return.


FIGRX

YTD

13.17%

1M

9.23%

6M

12.79%

1Y

12.33%

5Y*

8.04%

10Y*

3.95%

VTSNX

YTD

12.76%

1M

8.27%

6M

12.13%

1Y

10.13%

5Y*

11.21%

10Y*

5.25%

*Annualized

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FIGRX vs. VTSNX - Expense Ratio Comparison

FIGRX has a 0.99% expense ratio, which is higher than VTSNX's 0.08% expense ratio.


Risk-Adjusted Performance

FIGRX vs. VTSNX — Risk-Adjusted Performance Rank

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

FIGRX
The Risk-Adjusted Performance Rank of FIGRX is 6666
Overall Rank
The Sharpe Ratio Rank of FIGRX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of FIGRX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of FIGRX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of FIGRX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FIGRX is 7272
Martin Ratio Rank

VTSNX
The Risk-Adjusted Performance Rank of VTSNX is 6868
Overall Rank
The Sharpe Ratio Rank of VTSNX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSNX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VTSNX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VTSNX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VTSNX is 6767
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.

FIGRX vs. VTSNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Discovery Fund (FIGRX) and Vanguard Total International Stock Index Fund Institutional Shares (VTSNX). 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 FIGRX Sharpe Ratio is 0.69, which is comparable to the VTSNX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of FIGRX and VTSNX, 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

FIGRX vs. VTSNX - Dividend Comparison

FIGRX's dividend yield for the trailing twelve months is around 2.54%, less than VTSNX's 2.94% yield.


TTM20242023202220212020201920182017201620152014
FIGRX
Fidelity International Discovery Fund
2.54%2.88%1.91%0.35%11.18%3.70%2.33%3.85%5.11%1.81%1.05%0.68%
VTSNX
Vanguard Total International Stock Index Fund Institutional Shares
2.94%3.36%3.24%3.08%3.08%2.13%3.07%3.19%2.75%2.95%2.86%3.42%

Drawdowns

FIGRX vs. VTSNX - Drawdown Comparison

The maximum FIGRX drawdown since its inception was -60.02%, which is greater than VTSNX's maximum drawdown of -35.78%. Use the drawdown chart below to compare losses from any high point for FIGRX and VTSNX. For additional features, visit the drawdowns tool.


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Volatility

FIGRX vs. VTSNX - Volatility Comparison

Fidelity International Discovery Fund (FIGRX) and Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) have volatilities of 2.75% and 2.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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