PortfoliosLab logoPortfoliosLab logo
FKIDX vs. VDIGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FKIDX vs. VDIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Diversified International K6 Fund (FKIDX) and Vanguard Dividend Growth Fund (VDIGX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FKIDX vs. VDIGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FKIDX
Fidelity Diversified International K6 Fund
-0.68%27.92%6.58%17.57%-23.30%13.35%19.41%29.76%-15.21%8.61%
VDIGX
Vanguard Dividend Growth Fund
-5.09%11.11%20.84%8.11%-4.89%24.86%12.04%30.94%0.08%9.69%

Returns By Period

In the year-to-date period, FKIDX achieves a -0.68% return, which is significantly higher than VDIGX's -5.09% return.


FKIDX

1D
3.23%
1M
-7.27%
YTD
-0.68%
6M
3.45%
1Y
20.26%
3Y*
13.51%
5Y*
6.38%
10Y*

VDIGX

1D
2.04%
1M
-6.43%
YTD
-5.09%
6M
-2.58%
1Y
2.63%
3Y*
11.22%
5Y*
9.34%
10Y*
11.54%
*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.


FKIDX vs. VDIGX - Expense Ratio Comparison

FKIDX has a 0.60% expense ratio, which is higher than VDIGX's 0.27% expense ratio.


Return for Risk

FKIDX vs. VDIGX — Risk / Return Rank

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

FKIDX
FKIDX Risk / Return Rank: 5757
Overall Rank
FKIDX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FKIDX Sortino Ratio Rank: 5858
Sortino Ratio Rank
FKIDX Omega Ratio Rank: 5454
Omega Ratio Rank
FKIDX Calmar Ratio Rank: 5858
Calmar Ratio Rank
FKIDX Martin Ratio Rank: 5555
Martin Ratio Rank

VDIGX
VDIGX Risk / Return Rank: 1010
Overall Rank
VDIGX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
VDIGX Sortino Ratio Rank: 88
Sortino Ratio Rank
VDIGX Omega Ratio Rank: 88
Omega Ratio Rank
VDIGX Calmar Ratio Rank: 1414
Calmar Ratio Rank
VDIGX Martin Ratio Rank: 1515
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.

FKIDX vs. VDIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Diversified International K6 Fund (FKIDX) and Vanguard Dividend Growth Fund (VDIGX). 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.


FKIDXVDIGXDifference

Sharpe ratio

Return per unit of total volatility

1.11

0.19

+0.93

Sortino ratio

Return per unit of downside risk

1.59

0.39

+1.20

Omega ratio

Gain probability vs. loss probability

1.23

1.05

+0.18

Calmar ratio

Return relative to maximum drawdown

1.44

0.40

+1.03

Martin ratio

Return relative to average drawdown

5.62

1.57

+4.04

FKIDX vs. VDIGX - Sharpe Ratio Comparison

The current FKIDX Sharpe Ratio is 1.11, which is higher than the VDIGX Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of FKIDX and VDIGX, 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


FKIDXVDIGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

0.19

+0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.68

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.60

-0.13

Correlation

The correlation between FKIDX and VDIGX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FKIDX vs. VDIGX - Dividend Comparison

FKIDX's dividend yield for the trailing twelve months is around 2.22%, less than VDIGX's 25.87% yield.


TTM20252024202320222021202020192018201720162015
FKIDX
Fidelity Diversified International K6 Fund
2.22%2.21%2.22%1.55%0.84%0.97%0.61%1.57%1.38%0.19%0.00%0.00%
VDIGX
Vanguard Dividend Growth Fund
25.87%21.90%21.94%2.29%6.06%5.45%2.83%4.70%8.72%5.16%2.86%5.70%

Drawdowns

FKIDX vs. VDIGX - Drawdown Comparison

The maximum FKIDX drawdown since its inception was -35.00%, smaller than the maximum VDIGX drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for FKIDX and VDIGX.


Loading graphics...

Drawdown Indicators


FKIDXVDIGXDifference

Max Drawdown

Largest peak-to-trough decline

-35.00%

-45.23%

+10.23%

Max Drawdown (1Y)

Largest decline over 1 year

-12.45%

-9.57%

-2.88%

Max Drawdown (5Y)

Largest decline over 5 years

-35.00%

-16.18%

-18.82%

Max Drawdown (10Y)

Largest decline over 10 years

-32.98%

Current Drawdown

Current decline from peak

-9.47%

-7.10%

-2.37%

Average Drawdown

Average peak-to-trough decline

-8.31%

-6.67%

-1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

2.45%

+0.74%

Volatility

FKIDX vs. VDIGX - Volatility Comparison

Fidelity Diversified International K6 Fund (FKIDX) has a higher volatility of 8.83% compared to Vanguard Dividend Growth Fund (VDIGX) at 4.19%. This indicates that FKIDX's price experiences larger fluctuations and is considered to be riskier than VDIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FKIDXVDIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.83%

4.19%

+4.64%

Volatility (6M)

Calculated over the trailing 6-month period

12.63%

7.66%

+4.97%

Volatility (1Y)

Calculated over the trailing 1-year period

18.91%

14.50%

+4.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.81%

13.85%

+2.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.12%

15.69%

+1.43%