PortfoliosLab logo
FITFX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FITFX and VOO 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.


-0.50.00.51.00.8

Performance

FITFX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Flex International Index Fund (FITFX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%SeptemberOctoberNovemberDecember2025February
61.15%
185.40%
FITFX
VOO

Key characteristics

Sharpe Ratio

FITFX:

0.78

VOO:

1.47

Sortino Ratio

FITFX:

1.14

VOO:

1.99

Omega Ratio

FITFX:

1.14

VOO:

1.27

Calmar Ratio

FITFX:

0.98

VOO:

2.23

Martin Ratio

FITFX:

2.44

VOO:

9.05

Ulcer Index

FITFX:

3.92%

VOO:

2.08%

Daily Std Dev

FITFX:

12.32%

VOO:

12.84%

Max Drawdown

FITFX:

-34.27%

VOO:

-33.99%

Current Drawdown

FITFX:

-2.91%

VOO:

-3.08%

Returns By Period

In the year-to-date period, FITFX achieves a 6.03% return, which is significantly higher than VOO's 1.40% return.


FITFX

YTD

6.03%

1M

2.39%

6M

0.42%

1Y

10.07%

5Y*

7.53%

10Y*

N/A

VOO

YTD

1.40%

1M

-1.28%

6M

6.13%

1Y

18.54%

5Y*

16.83%

10Y*

12.96%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FITFX vs. VOO - Expense Ratio Comparison

FITFX has a 0.00% expense ratio, which is lower than VOO's 0.03% 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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
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. VOO — 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 5050
Overall Rank
The Sharpe Ratio Rank of FITFX is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of FITFX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of FITFX is 4343
Omega Ratio Rank
The Calmar Ratio Rank of FITFX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of FITFX is 4444
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7373
Overall Rank
The Sharpe Ratio Rank of VOO is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7777
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7878
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex International Index Fund (FITFX) and Vanguard S&P 500 ETF (VOO). 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 0.78, compared to the broader market-1.000.001.002.003.004.000.781.47
The chart of Sortino ratio for FITFX, currently valued at 1.14, compared to the broader market0.002.004.006.008.0010.001.141.99
The chart of Omega ratio for FITFX, currently valued at 1.14, compared to the broader market1.002.003.001.141.27
The chart of Calmar ratio for FITFX, currently valued at 0.98, compared to the broader market0.005.0010.0015.000.982.23
The chart of Martin ratio for FITFX, currently valued at 2.44, compared to the broader market0.0020.0040.0060.0080.002.449.05
FITFX
VOO

The current FITFX Sharpe Ratio is 0.78, which is lower than the VOO Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of FITFX and VOO, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.78
1.47
FITFX
VOO

Dividends

FITFX vs. VOO - Dividend Comparison

FITFX's dividend yield for the trailing twelve months is around 2.62%, more than VOO's 1.23% yield.


TTM20242023202220212020201920182017201620152014
FITFX
Fidelity Flex International Index Fund
2.62%2.77%2.67%2.60%2.25%1.50%3.35%1.92%1.26%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.23%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FITFX vs. VOO - Drawdown Comparison

The maximum FITFX drawdown since its inception was -34.27%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FITFX and VOO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.91%
-3.08%
FITFX
VOO

Volatility

FITFX vs. VOO - Volatility Comparison

The current volatility for Fidelity Flex International Index Fund (FITFX) is 3.45%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.70%. This indicates that FITFX experiences smaller price fluctuations and is considered to be less risky than VOO 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%SeptemberOctoberNovemberDecember2025February
3.45%
3.70%
FITFX
VOO