PortfoliosLab logoPortfoliosLab logo
FITGX vs. VYM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FITGX vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor International Growth Fund Class M (FITGX) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FITGX vs. VYM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FITGX
Fidelity Advisor International Growth Fund Class M
-2.29%17.28%4.72%20.18%-23.61%14.76%16.31%33.19%-12.05%28.83%
VYM
Vanguard High Dividend Yield ETF
3.69%15.42%17.60%6.57%-0.43%26.20%1.15%24.06%-5.92%16.42%

Returns By Period

In the year-to-date period, FITGX achieves a -2.29% return, which is significantly lower than VYM's 3.69% return. Over the past 10 years, FITGX has underperformed VYM with an annualized return of 8.19%, while VYM has yielded a comparatively higher 11.22% annualized return.


FITGX

1D
3.86%
1M
-8.76%
YTD
-2.29%
6M
-2.28%
1Y
11.97%
3Y*
9.38%
5Y*
4.37%
10Y*
8.19%

VYM

1D
-0.10%
1M
-4.02%
YTD
3.69%
6M
6.19%
1Y
17.89%
3Y*
15.17%
5Y*
11.02%
10Y*
11.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FITGX vs. VYM - Expense Ratio Comparison

FITGX has a 1.55% expense ratio, which is higher than VYM's 0.04% expense ratio.


Return for Risk

FITGX vs. VYM — Risk / Return Rank

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

FITGX
FITGX Risk / Return Rank: 2323
Overall Rank
FITGX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
FITGX Sortino Ratio Rank: 2323
Sortino Ratio Rank
FITGX Omega Ratio Rank: 2020
Omega Ratio Rank
FITGX Calmar Ratio Rank: 2424
Calmar Ratio Rank
FITGX Martin Ratio Rank: 2626
Martin Ratio Rank

VYM
VYM Risk / Return Rank: 6565
Overall Rank
VYM Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VYM Sortino Ratio Rank: 6565
Sortino Ratio Rank
VYM Omega Ratio Rank: 6868
Omega Ratio Rank
VYM Calmar Ratio Rank: 5959
Calmar Ratio Rank
VYM Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FITGX vs. VYM - Risk-Adjusted Trends 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.


FITGXVYMDifference

Sharpe ratio

Return per unit of total volatility

0.65

1.19

-0.53

Sortino ratio

Return per unit of downside risk

1.04

1.70

-0.66

Omega ratio

Gain probability vs. loss probability

1.14

1.26

-0.12

Calmar ratio

Return relative to maximum drawdown

0.85

1.56

-0.71

Martin ratio

Return relative to average drawdown

3.31

6.86

-3.55

FITGX vs. VYM - Sharpe Ratio Comparison

The current FITGX Sharpe Ratio is 0.65, which is lower than the VYM Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of FITGX and VYM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FITGXVYMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

1.19

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.79

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.69

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.49

-0.24

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.


Dividends

FITGX vs. VYM - Dividend Comparison

FITGX's dividend yield for the trailing twelve months is around 3.05%, more than VYM's 2.37% yield.


TTM20252024202320222021202020192018201720162015
FITGX
Fidelity Advisor International Growth Fund Class M
3.05%2.98%0.74%0.00%1.47%1.52%0.00%0.42%0.27%0.12%0.66%0.16%
VYM
Vanguard High Dividend Yield ETF
2.37%2.44%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%

Drawdowns

FITGX vs. VYM - Drawdown Comparison

The maximum FITGX drawdown since its inception was -56.26%, 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.


Loading graphics...

Drawdown Indicators


FITGXVYMDifference

Max Drawdown

Largest peak-to-trough decline

-56.26%

-56.98%

+0.72%

Max Drawdown (1Y)

Largest decline over 1 year

-13.99%

-11.32%

-2.67%

Max Drawdown (5Y)

Largest decline over 5 years

-35.26%

-15.84%

-19.42%

Max Drawdown (10Y)

Largest decline over 10 years

-35.26%

-35.21%

-0.05%

Current Drawdown

Current decline from peak

-10.66%

-4.91%

-5.75%

Average Drawdown

Average peak-to-trough decline

-10.89%

-7.25%

-3.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

2.57%

+1.03%

Volatility

FITGX vs. VYM - Volatility Comparison

Fidelity Advisor International Growth Fund Class M (FITGX) has a higher volatility of 9.09% compared to Vanguard High Dividend Yield ETF (VYM) at 3.60%. 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.


Loading graphics...

Volatility by Period


FITGXVYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.09%

3.60%

+5.49%

Volatility (6M)

Calculated over the trailing 6-month period

13.19%

7.96%

+5.23%

Volatility (1Y)

Calculated over the trailing 1-year period

19.32%

15.14%

+4.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.63%

13.97%

+3.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.55%

16.33%

+1.22%