Correlation
The correlation between FPXI and VWIGX is 0.63, 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.
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FPXI or VWIGX.
Performance
FPXI vs. VWIGX - Performance Comparison
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Key characteristics
FPXI:
0.56
VWIGX:
0.48
FPXI:
0.85
VWIGX:
0.86
FPXI:
1.11
VWIGX:
1.11
FPXI:
0.26
VWIGX:
0.35
FPXI:
2.12
VWIGX:
2.13
FPXI:
5.42%
VWIGX:
5.17%
FPXI:
22.20%
VWIGX:
21.35%
FPXI:
-55.78%
VWIGX:
-59.58%
FPXI:
-30.27%
VWIGX:
-15.50%
Returns By Period
In the year-to-date period, FPXI achieves a 12.17% return, which is significantly higher than VWIGX's 11.27% return. Over the past 10 years, FPXI has underperformed VWIGX with an annualized return of 6.43%, while VWIGX has yielded a comparatively higher 8.69% annualized return.
FPXI
12.17%
6.57%
6.39%
12.30%
6.33%
3.58%
6.43%
VWIGX
11.27%
7.30%
7.55%
11.89%
9.30%
8.23%
8.69%
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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.
Risk-Adjusted Performance
FPXI vs. VWIGX — Risk-Adjusted Performance Rank
FPXI
VWIGX
FPXI vs. VWIGX - Risk-Adjusted Performance 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.
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Dividends
FPXI vs. VWIGX - Dividend Comparison
FPXI's dividend yield for the trailing twelve months is around 0.83%, less than VWIGX's 8.70% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FPXI First Trust International Equity Opportunities ETF | 0.83% | 0.93% | 0.71% | 1.13% | 0.71% | 0.18% | 0.67% | 1.75% | 0.75% | 1.79% | 1.34% | 0.04% |
VWIGX Vanguard International Growth Fund Investor Shares | 8.70% | 9.68% | 1.82% | 6.90% | 13.85% | 2.28% | 1.20% | 5.34% | 0.84% | 1.26% | 1.39% | 2.29% |
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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Volatility
FPXI vs. VWIGX - Volatility Comparison
The current volatility for First Trust International Equity Opportunities ETF (FPXI) is 2.66%, while Vanguard International Growth Fund Investor Shares (VWIGX) has a volatility of 4.00%. This indicates that FPXI experiences smaller price fluctuations and is considered to be less risky than VWIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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