FRCOY vs. VFEG.L
FRCOY (Fast Retailing Co Ltd ADR) is a stock, while VFEG.L (Vanguard FTSE Emerging Markets UCITS ETF Acc) is Emerging Markets Equities fund tracking the MSCI EM NR USD. Over the past 5 years, FRCOY returned 15.35%/yr vs 4.84%/yr for VFEG.L. At a 0.37 correlation, their price movements are largely independent.
Performance
FRCOY vs. VFEG.L - Performance Comparison
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Different Trading Currencies
FRCOY is traded in USD, while VFEG.L is traded in GBP. To make them comparable, the VFEG.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, FRCOY achieves a 40.23% return, which is significantly higher than VFEG.L's 10.02% return.
FRCOY
- 1D
- 1.28%
- 1M
- 9.71%
- YTD
- 40.23%
- 6M
- 41.13%
- 1Y
- 54.91%
- 3Y*
- 25.64%
- 5Y*
- 15.35%
- 10Y*
- 19.37%
VFEG.L
- 1D
- 2.13%
- 1M
- -0.95%
- YTD
- 10.02%
- 6M
- 11.72%
- 1Y
- 24.30%
- 3Y*
- 16.57%
- 5Y*
- 4.84%
- 10Y*
- —
FRCOY vs. VFEG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FRCOY Fast Retailing Co Ltd ADR | 40.23% | 7.87% | 37.62% | 21.99% | 6.90% | -36.95% | 50.62% | -1.57% |
VFEG.L Vanguard FTSE Emerging Markets UCITS ETF Acc | 10.02% | 26.00% | 12.22% | 6.63% | -17.18% | -0.91% | 14.68% | -10.69% |
Correlation
The correlation between FRCOY and VFEG.L is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2019 | 0.37 |
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Return for Risk
FRCOY vs. VFEG.L — Risk / Return Rank
FRCOY
VFEG.L
FRCOY vs. VFEG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fast Retailing Co Ltd ADR (FRCOY) and Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.L). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FRCOY | VFEG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.27 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 2.20 | +0.94 |
| Martin ratioReturn relative to average drawdown | 8.25 | 7.57 | +0.69 |
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Drawdowns
FRCOY vs. VFEG.L - Drawdown Comparison
The maximum FRCOY drawdown since its inception was -57.39%, which is greater than VFEG.L's maximum drawdown of -39.28%. Use the drawdown chart below to compare losses from any high point for FRCOY and VFEG.L.
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Drawdown Indicators
| FRCOY | VFEG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.39% | -39.28% | -18.11% |
Max Drawdown (1Y)Largest decline over 1 year | -17.59% | -11.01% | -6.58% |
Max Drawdown (3Y)Largest decline over 3 years | -22.72% | -20.69% | -2.03% |
Max Drawdown (5Y)Largest decline over 5 years | -42.91% | -33.31% | -9.60% |
Max Drawdown (10Y)Largest decline over 10 years | -57.39% | — | — |
Current DrawdownCurrent decline from peak | -2.21% | -2.97% | +0.76% |
Average DrawdownAverage peak-to-trough decline | -19.23% | -14.90% | -4.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.68% | 3.20% | +3.48% |
Volatility
FRCOY vs. VFEG.L - Volatility Comparison
Fast Retailing Co Ltd ADR (FRCOY) has a higher volatility of 11.60% compared to Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.L) at 5.86%. This indicates that FRCOY's price experiences larger fluctuations and is considered to be riskier than VFEG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRCOY | VFEG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.60% | 5.86% | +5.74% |
Volatility (6M)Calculated over the trailing 6-month period | 25.42% | 13.10% | +12.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.15% | 15.89% | +19.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.20% | 22.05% | +8.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.00% | 23.78% | +6.22% |
Dividends
FRCOY vs. VFEG.L - Dividend Comparison
Neither FRCOY nor VFEG.L has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRCOY Fast Retailing Co Ltd ADR | 0.00% | 0.45% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.81% | 0.90% | 0.83% |
VFEG.L Vanguard FTSE Emerging Markets UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FRCOY and VFEG.L have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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