FIVLX vs. VXUS
Compare and contrast key facts about Fidelity International Value Fund (FIVLX) and Vanguard Total International Stock ETF (VXUS).
FIVLX is managed by Fidelity. It was launched on May 18, 2006. 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: FIVLX or VXUS.
Key characteristics
| FIVLX | VXUS | |
|---|---|---|
| YTD Return | 12.63% | 11.24% |
| 1Y Return | 22.93% | 22.44% |
| 3Y Return (Ann) | 7.60% | 2.32% |
| 5Y Return (Ann) | 9.32% | 6.94% |
| 10Y Return (Ann) | 5.78% | 5.74% |
| Sharpe Ratio | 1.74 | 1.73 |
| Sortino Ratio | 2.37 | 2.45 |
| Omega Ratio | 1.30 | 1.31 |
| Calmar Ratio | 2.67 | 1.22 |
| Martin Ratio | 10.98 | 11.27 |
| Ulcer Index | 2.09% | 1.98% |
| Daily Std Dev | 13.18% | 12.93% |
| Max Drawdown | -64.54% | -35.97% |
| Current Drawdown | -2.90% | -2.94% |
Correlation
The correlation between FIVLX and VXUS is 0.93, 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. VXUS - Performance Comparison
In the year-to-date period, FIVLX achieves a 12.63% return, which is significantly higher than VXUS's 11.24% return. Both investments have delivered pretty close results over the past 10 years, with FIVLX having a 5.78% annualized return and VXUS not far behind at 5.74%. 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. VXUS - Expense Ratio Comparison
FIVLX has a 1.01% expense ratio, which is higher than VXUS's 0.07% expense ratio.
Risk-Adjusted Performance
FIVLX vs. VXUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International Value Fund (FIVLX) 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.
Dividends
FIVLX vs. VXUS - Dividend Comparison
FIVLX's dividend yield for the trailing twelve months is around 1.83%, less than VXUS's 2.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIVLX Fidelity International Value Fund | 1.83% | 2.06% | 1.85% | 4.35% | 1.74% | 3.54% | 3.33% | 1.66% | 2.71% | 1.44% | 3.94% | 4.51% |
VXUS Vanguard Total International Stock ETF | 2.88% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
FIVLX vs. VXUS - Drawdown Comparison
The maximum FIVLX drawdown since its inception was -64.54%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for FIVLX and VXUS. For additional features, visit the drawdowns tool.
Volatility
FIVLX vs. VXUS - Volatility Comparison
The current volatility for Fidelity International Value Fund (FIVLX) is 4.17%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 4.51%. This indicates that FIVLX experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.