FNIDX vs. VSGX

Last updated Apr 2, 2026

Compare and contrast key facts about Fidelity International Sustainability Index Fd (FNIDX) and Vanguard ESG International Stock ETF (VSGX).

FNIDX is managed by Fidelity. It was launched on May 9, 2017. VSGX is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap ex US Choice Index.. It was launched on Sep 18, 2018.

Performance

FNIDX vs. VSGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Sustainability Index Fd (FNIDX) and Vanguard ESG International Stock ETF (VSGX). The values are adjusted to include any dividend payments, if applicable.

FNIDX vs. VSGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
FNIDX Fidelity International Sustainability Index Fd	0.33%	29.80%	5.67%	14.65%	-18.89%	7.65%	12.98%	22.20%	-11.46%
VSGX Vanguard ESG International Stock ETF	2.12%	30.77%	5.72%	15.62%	-18.61%	7.24%	13.01%	23.04%	-12.87%

Returns By Period

In the year-to-date period, FNIDX achieves a 0.33% return, which is significantly lower than VSGX's 2.12% return.

FNIDX

• 1D: 3.17%
• 1M: -6.48%
• YTD: 0.33%
• 6M: 3.10%
• 1Y: 23.87%
• 3Y*: 13.59%
• 5Y*: 5.57%
• 10Y*: —

VSGX

• 1D: 1.37%
• 1M: -5.98%
• YTD: 2.12%
• 6M: 5.93%
• 1Y: 27.25%
• 3Y*: 15.24%
• 5Y*: 6.27%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FNIDX vs. VSGX - Expense Ratio Comparison

FNIDX has a 0.20% expense ratio, which is higher than VSGX's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

FNIDX

Fidelity International Sustainability Index Fd

VSGX

Vanguard ESG International Stock ETF

Return for Risk

FNIDX vs. VSGX — Risk / Return Rank

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

FNIDX

FNIDX Risk / Return Rank: 78
FNIDX Sharpe Ratio Rank: 78
FNIDX Sortino Ratio Rank: 77
FNIDX Omega Ratio Rank: 74
FNIDX Calmar Ratio Rank: 82
FNIDX Martin Ratio Rank: 78

VSGX

VSGX Risk / Return Rank: 78
VSGX Sharpe Ratio Rank: 80
VSGX Sortino Ratio Rank: 79
VSGX Omega Ratio Rank: 78
VSGX Calmar Ratio Rank: 77
VSGX Martin Ratio Rank: 76

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.

FNIDX vs. VSGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Sustainability Index Fd (FNIDX) and Vanguard ESG International Stock ETF (VSGX). 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.

	FNIDX	VSGX	Difference
Sharpe ratio Return per unit of total volatility	1.46	1.56	-0.10
Sortino ratio Return per unit of downside risk	2.01	2.11	-0.11
Omega ratio Gain probability vs. loss probability	1.29	1.31	-0.02
Calmar ratio Return relative to maximum drawdown	2.07	2.15	-0.08
Martin ratio Return relative to average drawdown	7.87	8.41	-0.54
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FNIDX vs. VSGX - Sharpe Ratio Comparison

The current FNIDX Sharpe Ratio is 1.46, which is comparable to the VSGX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of FNIDX and VSGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FNIDX	VSGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.46	1.56	-0.10
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	0.39	-0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.42	+0.01

Correlation

The correlation between FNIDX and VSGX is 0.97, 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.

Dividends

FNIDX vs. VSGX - Dividend Comparison

FNIDX's dividend yield for the trailing twelve months is around 2.80%, less than VSGX's 3.23% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
FNIDX Fidelity International Sustainability Index Fd	2.80%	2.81%	2.34%	2.64%	2.32%	1.93%	1.13%	2.17%	2.28%	1.27%
VSGX Vanguard ESG International Stock ETF	3.23%	3.23%	3.10%	2.77%	2.61%	2.49%	1.67%	2.28%	0.38%	0.00%

Drawdowns

FNIDX vs. VSGX - Drawdown Comparison

The maximum FNIDX drawdown since its inception was -33.17%, roughly equal to the maximum VSGX drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for FNIDX and VSGX.

Drawdown Indicators

	FNIDX	VSGX	Difference
Max Drawdown Largest peak-to-trough decline	-33.17%	-33.09%	-0.08%
Max Drawdown (1Y) Largest decline over 1 year	-11.36%	-12.84%	+1.48%
Max Drawdown (5Y) Largest decline over 5 years	-32.79%	-32.14%	-0.65%
Current Drawdown Current decline from peak	-8.49%	-8.51%	+0.02%
Average Drawdown Average peak-to-trough decline	-8.37%	-7.90%	-0.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.98%	3.28%	-0.30%

Volatility

FNIDX vs. VSGX - Volatility Comparison

Fidelity International Sustainability Index Fd (FNIDX) and Vanguard ESG International Stock ETF (VSGX) have volatilities of 8.09% and 8.22%, 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.

Volatility by Period

	FNIDX	VSGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.09%	8.22%	-0.13%
Volatility (6M) Calculated over the trailing 6-month period	11.69%	12.24%	-0.55%
Volatility (1Y) Calculated over the trailing 1-year period	16.84%	17.53%	-0.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.65%	15.98%	-0.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.54%	17.95%	-1.41%