FIS vs. VEA
FIS (Fidelity National Information Services, Inc.) is a stock, while VEA (Vanguard FTSE Developed Markets ETF) is Foreign Large Cap Equities fund tracking the FTSE Developed All Cap ex US Index. Over the past 10 years, FIS returned -3.70%/yr vs 10.05%/yr for VEA. Their 0.52 correlation means they have sometimes moved together and sometimes differently.
Performance
FIS vs. VEA - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FIS achieves a -31.28% return, which is significantly lower than VEA's 13.84% return. Over the past 10 years, FIS has underperformed VEA with an annualized return of -3.70%, while VEA has yielded a comparatively higher 10.05% annualized return.
FIS
- 1D
- -2.67%
- 1M
- 7.11%
- 6M
- -17.34%
- YTD
- -31.28%
- 1Y
- -41.02%
- 3Y*
- -7.42%
- 5Y*
- -19.38%
- 10Y*
- -3.70%
- ALL TIME*
- 6.68%
VEA
- 1D
- -0.66%
- 1M
- -0.27%
- 6M
- 7.42%
- YTD
- 13.84%
- 1Y
- 29.71%
- 3Y*
- 18.08%
- 5Y*
- 9.76%
- 10Y*
- 10.05%
- ALL TIME*
- 5.13%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $259.13M | $245.47M | $282.24M | |
| $674.44M | $796.70M | $806.62M |
FIS vs. VEA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIS Fidelity National Information Services, Inc. | -31.28% | -15.85% | 36.96% | -8.21% | -36.46% | -21.90% | 2.71% | 37.19% | 10.32% | 26.04% |
VEA Vanguard FTSE Developed Markets ETF | 13.84% | 35.16% | 3.15% | 17.93% | -15.34% | 11.66% | 9.71% | 22.62% | -14.75% | 26.42% |
Correlation
The correlation between FIS and VEA is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.06 |
Correlation (3Y) Balances recent behavior with more history. | 0.29 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.41 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2007 | 0.52 |
Over the past year, the correlation between FIS and VEA has dropped to 0.06 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FIS vs. VEA — Risk / Return Rank
FIS
VEA
FIS vs. VEA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity National Information Services, Inc. (FIS) and Vanguard FTSE Developed Markets ETF (VEA). 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.
| FIS | VEA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.98 | ||
| Sortino ratioReturn per unit of downside risk | -4.22 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 1.31 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | 2.53 | -3.35 |
| Martin ratioReturn relative to average drawdown | -1.33 | 9.44 | -10.77 |
Loading charts...
Drawdowns
FIS vs. VEA - Drawdown Comparison
The maximum FIS drawdown since its inception was -72.46%, which is greater than VEA's maximum drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for FIS and VEA.
Loading charts...
Drawdown Indicators
| FIS | VEA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.46% | -60.68% | -11.78% |
Max Drawdown (1Y)Largest decline over 1 year | -50.68% | -11.63% | -39.05% |
Max Drawdown (3Y)Largest decline over 3 years | -56.55% | -13.45% | -43.10% |
Max Drawdown (5Y)Largest decline over 5 years | -68.19% | -29.71% | -38.48% |
Max Drawdown (10Y)Largest decline over 10 years | -72.46% | -35.73% | -36.73% |
Current DrawdownCurrent decline from peak | -67.31% | -2.45% | -64.86% |
Average DrawdownAverage peak-to-trough decline | -19.99% | -13.20% | -6.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.90% | 3.10% | +28.80% |
Volatility
FIS vs. VEA - Volatility Comparison
Fidelity National Information Services, Inc. (FIS) has a higher volatility of 12.42% compared to Vanguard FTSE Developed Markets ETF (VEA) at 5.40%. This indicates that FIS's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FIS | VEA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.42% | 5.40% | +7.02% |
Volatility (6M)Calculated over the trailing 6-month period | 27.22% | 15.40% | +11.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.88% | 17.25% | +15.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.92% | 16.84% | +17.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.14% | 17.21% | +12.93% |
Dividends
FIS vs. VEA - Dividend Comparison
FIS's dividend yield for the trailing twelve months is around 3.75%, more than VEA's 2.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIS Fidelity National Information Services, Inc. | 3.75% | 2.41% | 1.78% | 3.46% | 2.77% | 1.43% | 0.99% | 1.01% | 1.25% | 1.23% | 1.37% | 1.72% |
VEA Vanguard FTSE Developed Markets ETF | 2.57% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
Frequently Asked Questions
FIS and VEA have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FIS has higher volatility (12.42%) compared to VEA (5.40%). In terms of maximum drawdown, FIS dropped -72.46% vs VEA's -60.68%.
VEA currently has the higher Sharpe Ratio (1.71 vs -1.28), 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.
Find the right allocation for FIS and VEA
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer