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FPBFX vs. VAIGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FPBFX and VAIGX is 0.72, 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

FPBFX vs. VAIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Pacific Basin Fund (FPBFX) and Vanguard Advice Select International Growth Fund (VAIGX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FPBFX:

0.72

VAIGX:

0.90

Sortino Ratio

FPBFX:

1.17

VAIGX:

1.39

Omega Ratio

FPBFX:

1.15

VAIGX:

1.18

Calmar Ratio

FPBFX:

0.73

VAIGX:

0.75

Martin Ratio

FPBFX:

2.45

VAIGX:

3.91

Ulcer Index

FPBFX:

6.31%

VAIGX:

5.98%

Daily Std Dev

FPBFX:

20.98%

VAIGX:

26.47%

Max Drawdown

FPBFX:

-68.30%

VAIGX:

-53.24%

Current Drawdown

FPBFX:

-3.15%

VAIGX:

-7.60%

Returns By Period

In the year-to-date period, FPBFX achieves a 10.73% return, which is significantly lower than VAIGX's 19.54% return.


FPBFX

YTD

10.73%

1M

12.68%

6M

8.91%

1Y

14.93%

3Y*

10.29%

5Y*

8.80%

10Y*

7.83%

VAIGX

YTD

19.54%

1M

18.13%

6M

17.05%

1Y

23.50%

3Y*

18.48%

5Y*

N/A

10Y*

N/A

*Annualized

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Fidelity Pacific Basin Fund

FPBFX vs. VAIGX - Expense Ratio Comparison

FPBFX has a 1.04% expense ratio, which is higher than VAIGX's 0.42% expense ratio.


Risk-Adjusted Performance

FPBFX vs. VAIGX — Risk-Adjusted Performance Rank

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

FPBFX
The Risk-Adjusted Performance Rank of FPBFX is 6767
Overall Rank
The Sharpe Ratio Rank of FPBFX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FPBFX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of FPBFX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of FPBFX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FPBFX is 6363
Martin Ratio Rank

VAIGX
The Risk-Adjusted Performance Rank of VAIGX is 7777
Overall Rank
The Sharpe Ratio Rank of VAIGX is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of VAIGX is 7777
Sortino Ratio Rank
The Omega Ratio Rank of VAIGX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VAIGX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VAIGX is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FPBFX vs. VAIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Pacific Basin Fund (FPBFX) and Vanguard Advice Select International Growth Fund (VAIGX). 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.


The current FPBFX Sharpe Ratio is 0.72, which is comparable to the VAIGX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of FPBFX and VAIGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

FPBFX vs. VAIGX - Dividend Comparison

FPBFX's dividend yield for the trailing twelve months is around 5.41%, more than VAIGX's 0.34% yield.


TTM20242023202220212020201920182017201620152014
FPBFX
Fidelity Pacific Basin Fund
5.41%5.99%0.84%0.00%3.04%0.22%0.75%0.74%0.65%0.65%6.36%7.55%
VAIGX
Vanguard Advice Select International Growth Fund
0.34%0.41%0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FPBFX vs. VAIGX - Drawdown Comparison

The maximum FPBFX drawdown since its inception was -68.30%, which is greater than VAIGX's maximum drawdown of -53.24%. Use the drawdown chart below to compare losses from any high point for FPBFX and VAIGX. For additional features, visit the drawdowns tool.


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Volatility

FPBFX vs. VAIGX - Volatility Comparison

The current volatility for Fidelity Pacific Basin Fund (FPBFX) is 3.79%, while Vanguard Advice Select International Growth Fund (VAIGX) has a volatility of 5.70%. This indicates that FPBFX experiences smaller price fluctuations and is considered to be less risky than VAIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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