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FITFX vs. VEA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FITFX and VEA 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.


-0.50.00.51.0
Correlation: 0.8

Performance

FITFX vs. VEA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Flex International Index Fund (FITFX) and Vanguard FTSE Developed Markets ETF (VEA). The values are adjusted to include any dividend payments, if applicable.

45.00%50.00%55.00%60.00%65.00%70.00%NovemberDecember2025FebruaryMarchApril
64.79%
71.58%
FITFX
VEA

Key characteristics

Sharpe Ratio

FITFX:

0.70

VEA:

0.62

Sortino Ratio

FITFX:

1.07

VEA:

0.99

Omega Ratio

FITFX:

1.15

VEA:

1.13

Calmar Ratio

FITFX:

0.85

VEA:

0.80

Martin Ratio

FITFX:

2.64

VEA:

2.41

Ulcer Index

FITFX:

4.29%

VEA:

4.45%

Daily Std Dev

FITFX:

16.12%

VEA:

17.30%

Max Drawdown

FITFX:

-34.27%

VEA:

-60.69%

Current Drawdown

FITFX:

-1.41%

VEA:

-0.60%

Returns By Period

In the year-to-date period, FITFX achieves a 8.42% return, which is significantly lower than VEA's 10.15% return.


FITFX

YTD

8.42%

1M

0.43%

6M

3.87%

1Y

11.68%

5Y*

10.80%

10Y*

N/A

VEA

YTD

10.15%

1M

1.27%

6M

5.84%

1Y

11.52%

5Y*

11.96%

10Y*

5.34%

*Annualized

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FITFX vs. VEA - Expense Ratio Comparison

FITFX has a 0.00% expense ratio, which is lower than VEA's 0.05% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for VEA: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VEA: 0.05%
Expense ratio chart for FITFX: current value is 0.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FITFX: 0.00%

Risk-Adjusted Performance

FITFX vs. VEA — Risk-Adjusted Performance Rank

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

FITFX
The Risk-Adjusted Performance Rank of FITFX is 7070
Overall Rank
The Sharpe Ratio Rank of FITFX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FITFX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of FITFX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of FITFX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of FITFX is 6767
Martin Ratio Rank

VEA
The Risk-Adjusted Performance Rank of VEA is 6666
Overall Rank
The Sharpe Ratio Rank of VEA is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VEA is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VEA is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VEA is 7777
Calmar Ratio Rank
The Martin Ratio Rank of VEA is 6565
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.

FITFX vs. VEA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex International Index Fund (FITFX) 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.


The chart of Sharpe ratio for FITFX, currently valued at 0.70, compared to the broader market-1.000.001.002.003.00
FITFX: 0.70
VEA: 0.62
The chart of Sortino ratio for FITFX, currently valued at 1.07, compared to the broader market-2.000.002.004.006.008.00
FITFX: 1.07
VEA: 0.99
The chart of Omega ratio for FITFX, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.00
FITFX: 1.15
VEA: 1.13
The chart of Calmar ratio for FITFX, currently valued at 0.85, compared to the broader market0.002.004.006.008.0010.00
FITFX: 0.85
VEA: 0.80
The chart of Martin ratio for FITFX, currently valued at 2.64, compared to the broader market0.0010.0020.0030.0040.0050.00
FITFX: 2.64
VEA: 2.41

The current FITFX Sharpe Ratio is 0.70, which is comparable to the VEA Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of FITFX and VEA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.70
0.62
FITFX
VEA

Dividends

FITFX vs. VEA - Dividend Comparison

FITFX's dividend yield for the trailing twelve months is around 2.56%, less than VEA's 2.98% yield.


TTM20242023202220212020201920182017201620152014
FITFX
Fidelity Flex International Index Fund
2.56%2.77%2.67%2.60%2.25%1.50%3.35%1.92%1.26%0.00%0.00%0.00%
VEA
Vanguard FTSE Developed Markets ETF
2.98%3.36%3.16%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%

Drawdowns

FITFX vs. VEA - Drawdown Comparison

The maximum FITFX drawdown since its inception was -34.27%, smaller than the maximum VEA drawdown of -60.69%. Use the drawdown chart below to compare losses from any high point for FITFX and VEA. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.41%
-0.60%
FITFX
VEA

Volatility

FITFX vs. VEA - Volatility Comparison

The current volatility for Fidelity Flex International Index Fund (FITFX) is 10.38%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 11.52%. This indicates that FITFX experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.38%
11.52%
FITFX
VEA