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FQITX vs. VTIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FQITX and VTIAX is 0.91, 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.


-0.50.00.51.00.9

Performance

FQITX vs. VTIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI International Quality Index Fund (FQITX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
5.19%
7.11%
FQITX
VTIAX

Key characteristics

Sharpe Ratio

FQITX:

0.48

VTIAX:

0.92

Sortino Ratio

FQITX:

0.77

VTIAX:

1.34

Omega Ratio

FQITX:

1.09

VTIAX:

1.16

Calmar Ratio

FQITX:

0.49

VTIAX:

1.15

Martin Ratio

FQITX:

1.24

VTIAX:

2.97

Ulcer Index

FQITX:

5.17%

VTIAX:

3.78%

Daily Std Dev

FQITX:

13.24%

VTIAX:

12.18%

Max Drawdown

FQITX:

-37.32%

VTIAX:

-35.82%

Current Drawdown

FQITX:

-6.15%

VTIAX:

-4.24%

Returns By Period

In the year-to-date period, FQITX achieves a 5.71% return, which is significantly higher than VTIAX's 4.23% return.


FQITX

YTD

5.71%

1M

4.85%

6M

5.19%

1Y

6.29%

5Y*

N/A

10Y*

N/A

VTIAX

YTD

4.23%

1M

3.25%

6M

7.12%

1Y

10.75%

5Y*

5.38%

10Y*

5.28%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FQITX vs. VTIAX - Expense Ratio Comparison

FQITX has a 0.19% expense ratio, which is higher than VTIAX's 0.11% 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%.


FQITX
Fidelity SAI International Quality Index Fund
Expense ratio chart for FQITX: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for VTIAX: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%

Risk-Adjusted Performance

FQITX vs. VTIAX — Risk-Adjusted Performance Rank

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

FQITX
The Risk-Adjusted Performance Rank of FQITX is 2525
Overall Rank
The Sharpe Ratio Rank of FQITX is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of FQITX is 2525
Sortino Ratio Rank
The Omega Ratio Rank of FQITX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of FQITX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of FQITX is 1919
Martin Ratio Rank

VTIAX
The Risk-Adjusted Performance Rank of VTIAX is 4949
Overall Rank
The Sharpe Ratio Rank of VTIAX is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of VTIAX is 4747
Sortino Ratio Rank
The Omega Ratio Rank of VTIAX is 4242
Omega Ratio Rank
The Calmar Ratio Rank of VTIAX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VTIAX is 4242
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.

FQITX vs. VTIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI International Quality Index Fund (FQITX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). 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.


Sharpe ratio
The chart of Sharpe ratio for FQITX, currently valued at 0.48, compared to the broader market-1.000.001.002.003.004.000.480.92
The chart of Sortino ratio for FQITX, currently valued at 0.77, compared to the broader market0.002.004.006.008.0010.0012.000.771.34
The chart of Omega ratio for FQITX, currently valued at 1.09, compared to the broader market1.002.003.004.001.091.16
The chart of Calmar ratio for FQITX, currently valued at 0.49, compared to the broader market0.005.0010.0015.0020.000.491.15
The chart of Martin ratio for FQITX, currently valued at 1.24, compared to the broader market0.0020.0040.0060.0080.001.242.97
FQITX
VTIAX

The current FQITX Sharpe Ratio is 0.48, which is lower than the VTIAX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of FQITX and VTIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.48
0.92
FQITX
VTIAX

Dividends

FQITX vs. VTIAX - Dividend Comparison

FQITX's dividend yield for the trailing twelve months is around 1.51%, less than VTIAX's 3.19% yield.


TTM20242023202220212020201920182017201620152014
FQITX
Fidelity SAI International Quality Index Fund
1.51%1.60%2.54%3.13%1.77%0.74%0.00%0.00%0.00%0.00%0.00%0.00%
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
3.19%3.33%3.21%3.05%3.05%2.10%3.04%3.17%2.74%2.93%2.84%3.40%

Drawdowns

FQITX vs. VTIAX - Drawdown Comparison

The maximum FQITX drawdown since its inception was -37.32%, roughly equal to the maximum VTIAX drawdown of -35.82%. Use the drawdown chart below to compare losses from any high point for FQITX and VTIAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-6.15%
-4.24%
FQITX
VTIAX

Volatility

FQITX vs. VTIAX - Volatility Comparison

Fidelity SAI International Quality Index Fund (FQITX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) have volatilities of 3.87% and 3.77%, 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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.87%
3.77%
FQITX
VTIAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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