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 -4.09%/yr vs 10.00%/yr for VEA. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
FIS vs. VEA - Performance Comparison
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Returns By Period
In the year-to-date period, FIS achieves a -35.64% return, which is significantly lower than VEA's 12.45% return. Over the past 10 years, FIS has underperformed VEA with an annualized return of -4.09%, while VEA has yielded a comparatively higher 10.00% annualized return.
FIS
- 1D
- -0.12%
- 1M
- 6.96%
- 6M
- -35.43%
- YTD
- -35.64%
- 1Y
- -44.96%
- 3Y*
- -8.46%
- 5Y*
- -20.32%
- 10Y*
- -4.09%
VEA
- 1D
- -1.73%
- 1M
- -1.99%
- 6M
- 8.21%
- YTD
- 12.45%
- 1Y
- 26.21%
- 3Y*
- 17.52%
- 5Y*
- 9.44%
- 10Y*
- 10.00%
FIS vs. VEA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIS Fidelity National Information Services, Inc. | -35.64% | -15.85% | 36.96% | -8.21% | -36.46% | -21.90% | 2.71% | 37.19% | 10.32% | 26.04% |
VEA Vanguard FTSE Developed Markets ETF | 12.45% | 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 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
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 0.12 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.
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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 | -2.99 | ||
| Sortino ratioReturn per unit of downside risk | -4.28 | ||
| Omega ratioGain probability vs. loss probability | 0.73 | 1.28 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | 2.26 | -3.12 |
| Martin ratioReturn relative to average drawdown | -1.41 | 8.59 | -10.00 |
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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.
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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 | -52.48% | -11.63% | -40.85% |
Max Drawdown (3Y)Largest decline over 3 years | -56.55% | -13.45% | -43.10% |
Max Drawdown (5Y)Largest decline over 5 years | -71.65% | -29.71% | -41.94% |
Max Drawdown (10Y)Largest decline over 10 years | -72.46% | -35.73% | -36.73% |
Current DrawdownCurrent decline from peak | -69.38% | -3.63% | -65.75% |
Average DrawdownAverage peak-to-trough decline | -19.88% | -13.23% | -6.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.91% | 3.06% | +28.85% |
Volatility
FIS vs. VEA - Volatility Comparison
Fidelity National Information Services, Inc. (FIS) has a higher volatility of 9.52% compared to Vanguard FTSE Developed Markets ETF (VEA) at 6.33%. 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.
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Volatility by Period
| FIS | VEA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.52% | 6.33% | +3.19% |
Volatility (6M)Calculated over the trailing 6-month period | 26.12% | 15.07% | +11.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.41% | 17.02% | +14.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.69% | 16.79% | +16.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.99% | 17.17% | +12.82% |
Dividends
FIS vs. VEA - Dividend Comparison
FIS's dividend yield for the trailing twelve months is around 4.01%, more than VEA's 2.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIS Fidelity National Information Services, Inc. | 4.01% | 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 | 2.60% | 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 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FIS has higher volatility (9.52%) compared to VEA (6.33%). In terms of maximum drawdown, FIS dropped -72.46% vs VEA's -60.68%.
VEA currently has the higher Sharpe Ratio (1.55 vs -1.44), 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.
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