FPXI vs. VWIGX
Compare and contrast key facts about First Trust International Equity Opportunities ETF (FPXI) and Vanguard International Growth Fund Investor Shares (VWIGX).
FPXI is a passively managed fund by First Trust that tracks the performance of the IPOX International Index. It was launched on Nov 5, 2014. VWIGX is managed by Vanguard. It was launched on Sep 30, 1981.
Performance
FPXI vs. VWIGX - Performance Comparison
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FPXI vs. VWIGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FPXI First Trust International Equity Opportunities ETF | 7.38% | 26.37% | 12.62% | 9.56% | -31.83% | -15.73% | 71.50% | 33.69% | -13.07% | 39.32% |
VWIGX Vanguard International Growth Fund Investor Shares | -5.16% | 19.96% | 9.07% | 14.65% | -30.86% | -11.18% | 59.57% | 31.36% | -12.68% | 42.98% |
Returns By Period
In the year-to-date period, FPXI achieves a 7.38% return, which is significantly higher than VWIGX's -5.16% return. Over the past 10 years, FPXI has outperformed VWIGX with an annualized return of 10.40%, while VWIGX has yielded a comparatively lower 9.10% annualized return.
FPXI
- 1D
- 2.77%
- 1M
- -5.01%
- YTD
- 7.38%
- 6M
- 5.29%
- 1Y
- 35.12%
- 3Y*
- 16.85%
- 5Y*
- -0.24%
- 10Y*
- 10.40%
VWIGX
- 1D
- 3.81%
- 1M
- -6.64%
- YTD
- -5.16%
- 6M
- -6.63%
- 1Y
- 12.09%
- 3Y*
- 8.16%
- 5Y*
- -2.88%
- 10Y*
- 9.10%
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FPXI vs. VWIGX - Expense Ratio Comparison
FPXI has a 0.70% expense ratio, which is higher than VWIGX's 0.43% expense ratio.
Return for Risk
FPXI vs. VWIGX — Risk / Return Rank
FPXI
VWIGX
FPXI vs. VWIGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust International Equity Opportunities ETF (FPXI) and Vanguard International Growth Fund Investor Shares (VWIGX). 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.
| FPXI | VWIGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 0.58 | +0.94 |
Sortino ratioReturn per unit of downside risk | 2.11 | 0.96 | +1.16 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.13 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.43 | 0.75 | +1.68 |
Martin ratioReturn relative to average drawdown | 8.46 | 2.52 | +5.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FPXI | VWIGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 0.58 | +0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | -0.12 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.42 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.47 | -0.08 |
Correlation
The correlation between FPXI and VWIGX is 0.81, 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
FPXI vs. VWIGX - Dividend Comparison
FPXI's dividend yield for the trailing twelve months is around 0.74%, less than VWIGX's 7.11% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FPXI First Trust International Equity Opportunities ETF | 0.74% | 0.70% | 0.93% | 0.71% | 1.13% | 0.71% | 0.18% | 0.67% | 1.75% | 0.75% | 2.09% | 1.34% |
VWIGX Vanguard International Growth Fund Investor Shares | 7.11% | 6.74% | 9.68% | 1.82% | 6.90% | 2.36% | 2.28% | 1.20% | 5.34% | 0.84% | 1.26% | 1.39% |
Drawdowns
FPXI vs. VWIGX - Drawdown Comparison
The maximum FPXI drawdown since its inception was -55.78%, smaller than the maximum VWIGX drawdown of -59.58%. Use the drawdown chart below to compare losses from any high point for FPXI and VWIGX.
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Drawdown Indicators
| FPXI | VWIGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.78% | -59.58% | +3.80% |
Max Drawdown (1Y)Largest decline over 1 year | -14.77% | -14.06% | -0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -50.75% | -52.69% | +1.94% |
Max Drawdown (10Y)Largest decline over 10 years | -55.78% | -53.25% | -2.53% |
Current DrawdownCurrent decline from peak | -15.65% | -22.72% | +7.07% |
Average DrawdownAverage peak-to-trough decline | -20.48% | -13.78% | -6.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.24% | 4.19% | +0.05% |
Volatility
FPXI vs. VWIGX - Volatility Comparison
First Trust International Equity Opportunities ETF (FPXI) has a higher volatility of 10.53% compared to Vanguard International Growth Fund Investor Shares (VWIGX) at 8.98%. This indicates that FPXI's price experiences larger fluctuations and is considered to be riskier than VWIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FPXI | VWIGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.53% | 8.98% | +1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 18.08% | 14.21% | +3.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.17% | 21.04% | +2.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.08% | 23.24% | -2.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.82% | 21.53% | -0.71% |