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

Key characteristics


FITFXVFIFX
YTD Return10.86%17.43%
1Y Return21.81%29.02%
3Y Return (Ann)1.83%4.98%
5Y Return (Ann)5.95%10.47%
Sharpe Ratio1.632.56
Sortino Ratio2.353.62
Omega Ratio1.301.48
Calmar Ratio1.492.66
Martin Ratio9.5516.95
Ulcer Index2.25%1.71%
Daily Std Dev13.16%11.30%
Max Drawdown-34.27%-51.68%
Current Drawdown-3.65%0.00%

Correlation

-0.50.00.51.00.9

The correlation between FITFX and VFIFX is 0.90, 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.

Performance

FITFX vs. VFIFX - Performance Comparison

In the year-to-date period, FITFX achieves a 10.86% return, which is significantly lower than VFIFX's 17.43% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.72%
10.27%
FITFX
VFIFX

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FITFX vs. VFIFX - Expense Ratio Comparison

FITFX has a 0.00% expense ratio, which is lower than VFIFX's 0.08% 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%.


VFIFX
Vanguard Target Retirement 2050 Fund
Expense ratio chart for VFIFX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for FITFX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

FITFX vs. VFIFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex International Index Fund (FITFX) and Vanguard Target Retirement 2050 Fund (VFIFX). 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.


FITFX
Sharpe ratio
The chart of Sharpe ratio for FITFX, currently valued at 1.63, compared to the broader market0.002.004.001.63
Sortino ratio
The chart of Sortino ratio for FITFX, currently valued at 2.35, compared to the broader market0.005.0010.002.35
Omega ratio
The chart of Omega ratio for FITFX, currently valued at 1.30, compared to the broader market1.002.003.004.001.30
Calmar ratio
The chart of Calmar ratio for FITFX, currently valued at 1.49, compared to the broader market0.005.0010.0015.0020.0025.001.49
Martin ratio
The chart of Martin ratio for FITFX, currently valued at 9.55, compared to the broader market0.0020.0040.0060.0080.00100.009.55
VFIFX
Sharpe ratio
The chart of Sharpe ratio for VFIFX, currently valued at 2.56, compared to the broader market0.002.004.002.56
Sortino ratio
The chart of Sortino ratio for VFIFX, currently valued at 3.62, compared to the broader market0.005.0010.003.62
Omega ratio
The chart of Omega ratio for VFIFX, currently valued at 1.48, compared to the broader market1.002.003.004.001.48
Calmar ratio
The chart of Calmar ratio for VFIFX, currently valued at 2.66, compared to the broader market0.005.0010.0015.0020.0025.002.66
Martin ratio
The chart of Martin ratio for VFIFX, currently valued at 16.95, compared to the broader market0.0020.0040.0060.0080.00100.0016.95

FITFX vs. VFIFX - Sharpe Ratio Comparison

The current FITFX Sharpe Ratio is 1.63, which is lower than the VFIFX Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of FITFX and VFIFX, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.63
2.56
FITFX
VFIFX

Dividends

FITFX vs. VFIFX - Dividend Comparison

FITFX's dividend yield for the trailing twelve months is around 2.41%, more than VFIFX's 1.88% yield.


TTM20232022202120202019201820172016201520142013
FITFX
Fidelity Flex International Index Fund
2.41%2.67%2.60%2.25%1.50%3.35%1.92%1.26%0.00%0.00%0.00%0.00%
VFIFX
Vanguard Target Retirement 2050 Fund
1.88%2.21%2.13%2.19%1.63%2.20%2.43%1.89%1.93%2.05%2.01%1.84%

Drawdowns

FITFX vs. VFIFX - Drawdown Comparison

The maximum FITFX drawdown since its inception was -34.27%, smaller than the maximum VFIFX drawdown of -51.68%. Use the drawdown chart below to compare losses from any high point for FITFX and VFIFX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.65%
0
FITFX
VFIFX

Volatility

FITFX vs. VFIFX - Volatility Comparison

Fidelity Flex International Index Fund (FITFX) has a higher volatility of 3.69% compared to Vanguard Target Retirement 2050 Fund (VFIFX) at 2.95%. This indicates that FITFX's price experiences larger fluctuations and is considered to be riskier than VFIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.69%
2.95%
FITFX
VFIFX