FILFX vs. VEU
Compare and contrast key facts about Strategic Advisers International Fund (FILFX) and Vanguard FTSE All-World ex-US ETF (VEU).
FILFX is managed by Fidelity. It was launched on Mar 23, 2006. VEU is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US Index. It was launched on Mar 2, 2007.
Performance
FILFX vs. VEU - Performance Comparison
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FILFX vs. VEU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FILFX Strategic Advisers International Fund | -2.28% | 30.56% | 4.79% | 18.21% | -17.44% | 10.82% | 14.90% | 24.04% | -15.25% | 26.24% |
VEU Vanguard FTSE All-World ex-US ETF | 2.25% | 32.35% | 5.56% | 15.84% | -15.58% | 8.27% | 11.10% | 21.83% | -14.18% | 27.40% |
Returns By Period
In the year-to-date period, FILFX achieves a -2.28% return, which is significantly lower than VEU's 2.25% return. Both investments have delivered pretty close results over the past 10 years, with FILFX having a 8.68% annualized return and VEU not far ahead at 9.02%.
FILFX
- 1D
- -0.72%
- 1M
- -11.08%
- YTD
- -2.28%
- 6M
- 2.12%
- 1Y
- 19.33%
- 3Y*
- 13.34%
- 5Y*
- 6.89%
- 10Y*
- 8.68%
VEU
- 1D
- 3.23%
- 1M
- -8.07%
- YTD
- 2.25%
- 6M
- 7.22%
- 1Y
- 27.68%
- 3Y*
- 15.69%
- 5Y*
- 7.46%
- 10Y*
- 9.02%
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FILFX vs. VEU - Expense Ratio Comparison
FILFX has a 0.56% expense ratio, which is higher than VEU's 0.07% expense ratio.
Return for Risk
FILFX vs. VEU — Risk / Return Rank
FILFX
VEU
FILFX vs. VEU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers International Fund (FILFX) and Vanguard FTSE All-World ex-US ETF (VEU). 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.
| FILFX | VEU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 1.62 | -0.49 |
Sortino ratioReturn per unit of downside risk | 1.60 | 2.23 | -0.62 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.33 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 2.36 | -0.63 |
Martin ratioReturn relative to average drawdown | 7.63 | 9.13 | -1.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FILFX | VEU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 1.62 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.47 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.53 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.23 | +0.06 |
Correlation
The correlation between FILFX and VEU is 0.93, 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.
Dividends
FILFX vs. VEU - Dividend Comparison
FILFX's dividend yield for the trailing twelve months is around 7.50%, more than VEU's 2.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FILFX Strategic Advisers International Fund | 7.50% | 7.33% | 3.91% | 2.45% | 4.58% | 8.87% | 1.75% | 3.26% | 6.71% | 3.13% | 2.16% | 3.21% |
VEU Vanguard FTSE All-World ex-US ETF | 2.92% | 3.09% | 3.24% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% |
Drawdowns
FILFX vs. VEU - Drawdown Comparison
The maximum FILFX drawdown since its inception was -60.75%, roughly equal to the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for FILFX and VEU.
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Drawdown Indicators
| FILFX | VEU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.75% | -61.52% | +0.77% |
Max Drawdown (1Y)Largest decline over 1 year | -11.19% | -11.43% | +0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -33.88% | -29.31% | -4.57% |
Max Drawdown (10Y)Largest decline over 10 years | -33.88% | -34.98% | +1.10% |
Current DrawdownCurrent decline from peak | -11.19% | -8.57% | -2.62% |
Average DrawdownAverage peak-to-trough decline | -13.45% | -13.23% | -0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.95% | +0.12% |
Volatility
FILFX vs. VEU - Volatility Comparison
The current volatility for Strategic Advisers International Fund (FILFX) is 5.88%, while Vanguard FTSE All-World ex-US ETF (VEU) has a volatility of 8.23%. This indicates that FILFX experiences smaller price fluctuations and is considered to be less risky than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FILFX | VEU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.88% | 8.23% | -2.35% |
Volatility (6M)Calculated over the trailing 6-month period | 10.25% | 11.54% | -1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.51% | 17.22% | +0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 15.83% | +0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.41% | 17.13% | -0.72% |