Correlation
The correlation between FITMX and VXUS is 0.72, 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.
FITMX vs. VXUS
Compare and contrast key facts about Fidelity SAI International Momentum Index Fund (FITMX) and Vanguard Total International Stock ETF (VXUS).
FITMX is managed by Fidelity. It was launched on May 11, 2020. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FITMX or VXUS.
Performance
FITMX vs. VXUS - Performance Comparison
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Key characteristics
FITMX:
0.96
VXUS:
0.80
FITMX:
1.30
VXUS:
1.12
FITMX:
1.18
VXUS:
1.15
FITMX:
1.15
VXUS:
0.90
FITMX:
3.69
VXUS:
2.86
FITMX:
4.39%
VXUS:
4.27%
FITMX:
18.25%
VXUS:
16.86%
FITMX:
-34.68%
VXUS:
-35.97%
FITMX:
-0.55%
VXUS:
-0.68%
Returns By Period
In the year-to-date period, FITMX achieves a 20.31% return, which is significantly higher than VXUS's 13.93% return.
FITMX
20.31%
6.49%
16.68%
16.04%
14.50%
12.15%
N/A
VXUS
13.93%
5.09%
10.66%
12.83%
9.22%
10.46%
5.58%
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FITMX vs. VXUS - Expense Ratio Comparison
FITMX has a 0.18% expense ratio, which is higher than VXUS's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
FITMX vs. VXUS — Risk-Adjusted Performance Rank
FITMX
VXUS
FITMX vs. VXUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI International Momentum Index Fund (FITMX) and Vanguard Total International Stock ETF (VXUS). 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.
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Dividends
FITMX vs. VXUS - Dividend Comparison
FITMX's dividend yield for the trailing twelve months is around 2.91%, which matches VXUS's 2.92% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FITMX Fidelity SAI International Momentum Index Fund | 2.91% | 3.50% | 3.39% | 2.42% | 2.70% | 1.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 2.92% | 3.37% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% |
Drawdowns
FITMX vs. VXUS - Drawdown Comparison
The maximum FITMX drawdown since its inception was -34.68%, roughly equal to the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for FITMX and VXUS.
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Volatility
FITMX vs. VXUS - Volatility Comparison
Fidelity SAI International Momentum Index Fund (FITMX) has a higher volatility of 3.30% compared to Vanguard Total International Stock ETF (VXUS) at 3.01%. This indicates that FITMX's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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