FNGZX vs. VIHAX
FNGZX (Franklin International Growth Fund) and VIHAX (Vanguard International High Dividend Yield Index Fund Admiral Shares) are both mutual funds - FNGZX is a Foreign Large Cap Equities fund managed by Franklin Templeton, while VIHAX is a Large Cap Value Equities fund tracking the FTSE All-World ex US High Dividend Yield Index. Over the past 10 years, FNGZX returned 6.09%/yr vs 11.24%/yr for VIHAX. Their 0.74 correlation means they have sometimes moved together and sometimes differently. FNGZX charges 0.86%/yr vs 0.16%/yr for VIHAX.
Performance
FNGZX vs. VIHAX - Performance Comparison
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Returns By Period
In the year-to-date period, FNGZX achieves a -2.00% return, which is significantly lower than VIHAX's 17.32% return. Over the past 10 years, FNGZX has underperformed VIHAX with an annualized return of 6.09%, while VIHAX has yielded a comparatively higher 11.24% annualized return.
FNGZX
- 1D
- -1.04%
- 1M
- -2.62%
- 6M
- -3.93%
- YTD
- -2.00%
- 1Y
- -2.49%
- 3Y*
- 3.32%
- 5Y*
- -4.10%
- 10Y*
- 6.09%
- ALL TIME*
- 4.16%
VIHAX
- 1D
- -0.62%
- 1M
- 4.34%
- 6M
- 10.32%
- YTD
- 17.32%
- 1Y
- 34.48%
- 3Y*
- 21.86%
- 5Y*
- 14.01%
- 10Y*
- 11.24%
- ALL TIME*
- 11.22%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FNGZX vs. VIHAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FNGZX Franklin International Growth Fund | -2.00% | 10.54% | 0.66% | 15.24% | -31.87% | 0.45% | 32.90% | 37.18% | -14.30% | 36.28% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 17.32% | 38.01% | 6.96% | 16.81% | -6.88% | 15.01% | -0.73% | 20.03% | -12.38% | 22.40% |
Correlation
The correlation between FNGZX and VIHAX is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.73 |
Correlation (3Y) Balances recent behavior with more history. | 0.74 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.74 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 2016 | 0.74 |
The correlation between FNGZX and VIHAX has been stable across timeframes, ranging from 0.73 to 0.75 - a consistent structural relationship.
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Return for Risk
FNGZX vs. VIHAX — Risk / Return Rank
FNGZX
VIHAX
FNGZX vs. VIHAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin International Growth Fund (FNGZX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FNGZX | VIHAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.04 | ||
| Sortino ratioReturn per unit of downside risk | -4.07 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.53 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 3.63 | -3.82 |
| Martin ratioReturn relative to average drawdown | -0.49 | 13.90 | -14.40 |
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Drawdowns
FNGZX vs. VIHAX - Drawdown Comparison
The maximum FNGZX drawdown since its inception was -53.35%, which is greater than VIHAX's maximum drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for FNGZX and VIHAX.
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Drawdown Indicators
| FNGZX | VIHAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.35% | -38.80% | -14.55% |
Max Drawdown (1Y)Largest decline over 1 year | -17.29% | -9.53% | -7.76% |
Max Drawdown (3Y)Largest decline over 3 years | -20.18% | -12.29% | -7.89% |
Max Drawdown (5Y)Largest decline over 5 years | -47.63% | -23.92% | -23.71% |
Max Drawdown (10Y)Largest decline over 10 years | -47.63% | -38.80% | -8.83% |
Current DrawdownCurrent decline from peak | -22.67% | -0.62% | -22.05% |
Average DrawdownAverage peak-to-trough decline | -14.23% | -5.94% | -8.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.46% | 2.49% | +3.97% |
Volatility
FNGZX vs. VIHAX - Volatility Comparison
Franklin International Growth Fund (FNGZX) has a higher volatility of 4.89% compared to Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) at 3.46%. This indicates that FNGZX's price experiences larger fluctuations and is considered to be riskier than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FNGZX | VIHAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.89% | 3.46% | +1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 14.80% | 10.28% | +4.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.19% | 12.13% | +6.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.49% | 13.76% | +7.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.10% | 15.55% | +4.55% |
FNGZX vs. VIHAX - Expense Ratio Comparison
FNGZX has a 0.86% expense ratio, which is higher than VIHAX's 0.16% expense ratio.
Dividends
FNGZX vs. VIHAX - Dividend Comparison
FNGZX's dividend yield for the trailing twelve months is around 3.44%, which matches VIHAX's 3.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNGZX Franklin International Growth Fund | 3.44% | 3.37% | 2.07% | 0.00% | 1.74% | 1.11% | 2.23% | 0.30% | 2.04% | 1.31% | 0.90% | 0.36% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 3.45% | 3.69% | 4.85% | 4.58% | 4.70% | 4.30% | 3.22% | 5.63% | 4.28% | 3.16% | 2.37% | 0.00% |
Frequently Asked Questions
FNGZX and VIHAX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FNGZX has higher volatility (4.89%) compared to VIHAX (3.46%). In terms of maximum drawdown, FNGZX dropped -53.35% vs VIHAX's -38.80%.
VIHAX currently has the higher Sharpe Ratio (2.86 vs -0.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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