FIVLX vs. VEA
Compare and contrast key facts about Fidelity International Value Fund (FIVLX) and Vanguard FTSE Developed Markets ETF (VEA).
FIVLX is managed by Fidelity. It was launched on May 18, 2006. VEA is a passively managed fund by Vanguard that tracks the performance of the MSCI EAFE Index. It was launched on Jul 20, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIVLX or VEA.
Key characteristics
| FIVLX | VEA | |
|---|---|---|
| YTD Return | 12.02% | 9.15% |
| 1Y Return | 22.26% | 21.38% |
| 3Y Return (Ann) | 7.42% | 2.91% |
| 5Y Return (Ann) | 9.22% | 7.32% |
| 10Y Return (Ann) | 5.73% | 6.25% |
| Sharpe Ratio | 1.77 | 1.69 |
| Sortino Ratio | 2.41 | 2.39 |
| Omega Ratio | 1.31 | 1.30 |
| Calmar Ratio | 2.72 | 1.34 |
| Martin Ratio | 11.22 | 10.74 |
| Ulcer Index | 2.08% | 2.08% |
| Daily Std Dev | 13.20% | 13.19% |
| Max Drawdown | -64.54% | -60.70% |
| Current Drawdown | -3.42% | -3.66% |
Correlation
The correlation between FIVLX and VEA is 0.95, 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
FIVLX vs. VEA - Performance Comparison
In the year-to-date period, FIVLX achieves a 12.02% return, which is significantly higher than VEA's 9.15% return. Over the past 10 years, FIVLX has underperformed VEA with an annualized return of 5.73%, while VEA has yielded a comparatively higher 6.25% 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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FIVLX vs. VEA - Expense Ratio Comparison
FIVLX has a 1.01% expense ratio, which is higher than VEA's 0.05% expense ratio.
Risk-Adjusted Performance
FIVLX vs. VEA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International Value Fund (FIVLX) and Vanguard FTSE Developed Markets ETF (VEA). 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
FIVLX vs. VEA - Dividend Comparison
FIVLX's dividend yield for the trailing twelve months is around 1.84%, less than VEA's 2.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIVLX Fidelity International Value Fund | 1.84% | 2.06% | 1.85% | 4.35% | 1.74% | 3.54% | 3.33% | 1.66% | 2.71% | 1.44% | 3.94% | 4.51% |
VEA Vanguard FTSE Developed Markets ETF | 2.92% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
Drawdowns
FIVLX vs. VEA - Drawdown Comparison
The maximum FIVLX drawdown since its inception was -64.54%, which is greater than VEA's maximum drawdown of -60.70%. Use the drawdown chart below to compare losses from any high point for FIVLX and VEA. For additional features, visit the drawdowns tool.
Volatility
FIVLX vs. VEA - Volatility Comparison
Fidelity International Value Fund (FIVLX) and Vanguard FTSE Developed Markets ETF (VEA) have volatilities of 4.17% and 4.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.