FIVLX vs. VIGI
Compare and contrast key facts about Fidelity International Value Fund (FIVLX) and Vanguard International Dividend Appreciation ETF (VIGI).
FIVLX is managed by Fidelity. It was launched on May 18, 2006. VIGI is a passively managed fund by Vanguard that tracks the performance of the NASDAQ International DividendAchieversSelect Index. It was launched on Feb 25, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIVLX or VIGI.
Performance
FIVLX vs. VIGI - Performance Comparison
Returns By Period
In the year-to-date period, FIVLX achieves a 7.84% return, which is significantly higher than VIGI's 5.71% return.
FIVLX
7.84%
-1.85%
-1.58%
13.98%
7.80%
4.73%
VIGI
5.71%
-2.51%
2.88%
12.64%
6.64%
N/A
Key characteristics
| FIVLX | VIGI | |
|---|---|---|
| Sharpe Ratio | 1.08 | 1.11 |
| Sortino Ratio | 1.49 | 1.63 |
| Omega Ratio | 1.19 | 1.19 |
| Calmar Ratio | 1.66 | 1.16 |
| Martin Ratio | 5.24 | 4.77 |
| Ulcer Index | 2.67% | 2.65% |
| Daily Std Dev | 12.95% | 11.42% |
| Max Drawdown | -64.54% | -31.01% |
| Current Drawdown | -7.02% | -7.10% |
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FIVLX vs. VIGI - Expense Ratio Comparison
FIVLX has a 1.01% expense ratio, which is higher than VIGI's 0.15% expense ratio.
Correlation
The correlation between FIVLX and VIGI is 0.85, 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.
Risk-Adjusted Performance
FIVLX vs. VIGI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International Value Fund (FIVLX) and Vanguard International Dividend Appreciation ETF (VIGI). 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. VIGI - Dividend Comparison
FIVLX's dividend yield for the trailing twelve months is around 1.91%, less than VIGI's 2.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIVLX Fidelity International Value Fund | 1.91% | 2.06% | 1.85% | 4.35% | 1.74% | 3.19% | 3.33% | 1.50% | 2.57% | 1.44% | 3.94% | 4.51% |
VIGI Vanguard International Dividend Appreciation ETF | 2.01% | 1.92% | 2.06% | 7.02% | 1.29% | 1.83% | 1.99% | 1.75% | 0.98% | 0.00% | 0.00% | 0.00% |
Drawdowns
FIVLX vs. VIGI - Drawdown Comparison
The maximum FIVLX drawdown since its inception was -64.54%, which is greater than VIGI's maximum drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for FIVLX and VIGI. For additional features, visit the drawdowns tool.
Volatility
FIVLX vs. VIGI - Volatility Comparison
Fidelity International Value Fund (FIVLX) has a higher volatility of 3.51% compared to Vanguard International Dividend Appreciation ETF (VIGI) at 3.29%. This indicates that FIVLX's price experiences larger fluctuations and is considered to be riskier than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.