FIS vs. VIG
FIS (Fidelity National Information Services, Inc.) is a stock, while VIG (Vanguard Dividend Appreciation ETF) is Dividend fund tracking the S&P U.S. Dividend Growers Index. Over the past 10 years, FIS returned -4.34%/yr vs 13.40%/yr for VIG. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
FIS vs. VIG - Performance Comparison
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Returns By Period
In the year-to-date period, FIS achieves a -42.10% return, which is significantly lower than VIG's 7.53% return. Over the past 10 years, FIS has underperformed VIG with an annualized return of -4.34%, while VIG has yielded a comparatively higher 13.40% annualized return.
FIS
- 1D
- -1.28%
- 1M
- -12.42%
- YTD
- -42.10%
- 6M
- -42.47%
- 1Y
- -51.43%
- 3Y*
- -8.19%
- 5Y*
- -21.70%
- 10Y*
- -4.34%
VIG
- 1D
- 0.09%
- 1M
- 0.99%
- YTD
- 7.53%
- 6M
- 6.96%
- 1Y
- 20.27%
- 3Y*
- 16.05%
- 5Y*
- 11.07%
- 10Y*
- 13.40%
FIS vs. VIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIS Fidelity National Information Services, Inc. | -42.10% | -15.85% | 36.96% | -8.21% | -36.46% | -21.90% | 2.71% | 37.19% | 10.32% | 26.04% |
VIG Vanguard Dividend Appreciation ETF | 7.53% | 14.17% | 16.99% | 14.51% | -9.80% | 23.76% | 15.43% | 29.62% | -2.08% | 22.22% |
Correlation
The correlation between FIS and VIG is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Apr 27, 2006 | 0.61 |
Over the past year, the correlation between FIS and VIG has dropped to 0.36 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.
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Return for Risk
FIS vs. VIG — Risk / Return Rank
FIS
VIG
FIS vs. VIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity National Information Services, Inc. (FIS) and Vanguard Dividend Appreciation ETF (VIG). 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 | VIG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.71 | ||
| Sortino ratioReturn per unit of downside risk | -5.55 | ||
| Omega ratioGain probability vs. loss probability | 0.67 | 1.36 | -0.69 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | 2.57 | -3.55 |
| Martin ratioReturn relative to average drawdown | -1.72 | 10.39 | -12.11 |
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Drawdowns
FIS vs. VIG - Drawdown Comparison
The maximum FIS drawdown since its inception was -72.46%, which is greater than VIG's maximum drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for FIS and VIG.
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Drawdown Indicators
| FIS | VIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.46% | -46.81% | -25.65% |
Max Drawdown (1Y)Largest decline over 1 year | -52.71% | -7.91% | -44.80% |
Max Drawdown (3Y)Largest decline over 3 years | -56.55% | -14.95% | -41.60% |
Max Drawdown (5Y)Largest decline over 5 years | -71.65% | -20.39% | -51.26% |
Max Drawdown (10Y)Largest decline over 10 years | -72.46% | -31.72% | -40.74% |
Current DrawdownCurrent decline from peak | -72.46% | -0.62% | -71.84% |
Average DrawdownAverage peak-to-trough decline | -19.77% | -5.50% | -14.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.01% | 1.96% | +28.05% |
Volatility
FIS vs. VIG - Volatility Comparison
Fidelity National Information Services, Inc. (FIS) has a higher volatility of 8.91% compared to Vanguard Dividend Appreciation ETF (VIG) at 2.82%. This indicates that FIS's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIS | VIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.91% | 2.82% | +6.09% |
Volatility (6M)Calculated over the trailing 6-month period | 24.69% | 7.68% | +17.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.40% | 10.14% | +20.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.51% | 14.23% | +19.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.97% | 16.07% | +13.90% |
Dividends
FIS vs. VIG - Dividend Comparison
FIS's dividend yield for the trailing twelve months is around 4.45%, more than VIG's 1.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIS Fidelity National Information Services, Inc. | 4.45% | 2.41% | 1.78% | 3.46% | 2.77% | 1.43% | 0.99% | 1.01% | 1.25% | 1.23% | 1.37% | 1.72% |
VIG Vanguard Dividend Appreciation ETF | 1.47% | 1.62% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% |
Frequently Asked Questions
FIS and VIG have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FIS has higher volatility (8.91%) compared to VIG (2.82%). In terms of maximum drawdown, FIS dropped -72.46% vs VIG's -46.81%.
VIG currently has the higher Sharpe Ratio (2.01 vs -1.70), 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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