FITGX vs. VYM
Compare and contrast key facts about Fidelity Advisor International Growth Fund Class M (FITGX) and Vanguard High Dividend Yield ETF (VYM).
FITGX is managed by Fidelity. It was launched on Nov 1, 2007. VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Nov 10, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FITGX or VYM.
Key characteristics
| FITGX | VYM | |
|---|---|---|
| YTD Return | 6.32% | 16.87% |
| 1Y Return | 23.37% | 30.57% |
| 3Y Return (Ann) | -0.72% | 8.81% |
| 5Y Return (Ann) | 6.46% | 10.62% |
| 10Y Return (Ann) | 6.81% | 9.90% |
| Sharpe Ratio | 1.81 | 2.95 |
| Sortino Ratio | 2.56 | 4.14 |
| Omega Ratio | 1.31 | 1.53 |
| Calmar Ratio | 1.12 | 3.93 |
| Martin Ratio | 9.00 | 19.35 |
| Ulcer Index | 2.75% | 1.61% |
| Daily Std Dev | 13.65% | 10.56% |
| Max Drawdown | -55.82% | -56.98% |
| Current Drawdown | -5.70% | -2.81% |
Correlation
The correlation between FITGX and VYM is 0.75, 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
FITGX vs. VYM - Performance Comparison
In the year-to-date period, FITGX achieves a 6.32% return, which is significantly lower than VYM's 16.87% return. Over the past 10 years, FITGX has underperformed VYM with an annualized return of 6.81%, while VYM has yielded a comparatively higher 9.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FITGX vs. VYM - Expense Ratio Comparison
FITGX has a 1.55% expense ratio, which is higher than VYM's 0.06% expense ratio.
Risk-Adjusted Performance
FITGX vs. VYM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Growth Fund Class M (FITGX) and Vanguard High Dividend Yield ETF (VYM). 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.
Dividends
FITGX vs. VYM - Dividend Comparison
FITGX has not paid dividends to shareholders, while VYM's dividend yield for the trailing twelve months is around 2.84%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FITGX Fidelity Advisor International Growth Fund Class M | 0.00% | 0.00% | 1.47% | 1.52% | 0.00% | 0.42% | 0.27% | 0.15% | 0.66% | 0.25% | 0.11% | 0.40% |
VYM Vanguard High Dividend Yield ETF | 2.84% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
Drawdowns
FITGX vs. VYM - Drawdown Comparison
The maximum FITGX drawdown since its inception was -55.82%, roughly equal to the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for FITGX and VYM. For additional features, visit the drawdowns tool.
Volatility
FITGX vs. VYM - Volatility Comparison
Fidelity Advisor International Growth Fund Class M (FITGX) has a higher volatility of 3.41% compared to Vanguard High Dividend Yield ETF (VYM) at 2.77%. This indicates that FITGX's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.