FSCO vs. VIGI
FSCO (FS Credit Opportunities Corp.) is a stock, while VIGI (Vanguard International Dividend Appreciation ETF) is Dividend fund tracking the S&P Global Ex-U.S. Dividend Growers Index. Over the past 3 years, FSCO returned 14.91%/yr vs 9.31%/yr for VIGI. At a 0.26 correlation, their price movements are largely independent.
Performance
FSCO vs. VIGI - Performance Comparison
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Returns By Period
In the year-to-date period, FSCO achieves a -17.20% return, which is significantly lower than VIGI's 3.17% return.
FSCO
- 1D
- -0.60%
- 1M
- -2.57%
- YTD
- -17.20%
- 6M
- -13.96%
- 1Y
- -22.70%
- 3Y*
- 14.91%
- 5Y*
- —
- 10Y*
- —
VIGI
- 1D
- -0.18%
- 1M
- -0.15%
- YTD
- 3.17%
- 6M
- 3.29%
- 1Y
- 8.98%
- 3Y*
- 9.31%
- 5Y*
- 4.66%
- 10Y*
- 8.04%
FSCO vs. VIGI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | -17.20% | 3.68% | 34.88% | 36.98% | -3.98% |
VIGI Vanguard International Dividend Appreciation ETF | 3.17% | 16.88% | 2.73% | 16.30% | 0.05% |
Correlation
The correlation between FSCO and VIGI is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2022 | 0.26 |
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Return for Risk
FSCO vs. VIGI — Risk / Return Rank
FSCO
VIGI
FSCO vs. VIGI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FS Credit Opportunities Corp. (FSCO) and Vanguard International Dividend Appreciation ETF (VIGI). 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.
| FSCO | VIGI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.43 | ||
| Sortino ratioReturn per unit of downside risk | -1.96 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.11 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 0.74 | -1.38 |
| Martin ratioReturn relative to average drawdown | -1.26 | 2.61 | -3.87 |
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Drawdowns
FSCO vs. VIGI - Drawdown Comparison
The maximum FSCO drawdown since its inception was -35.53%, which is greater than VIGI's maximum drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for FSCO and VIGI.
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Drawdown Indicators
| FSCO | VIGI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.53% | -31.01% | -4.52% |
Max Drawdown (1Y)Largest decline over 1 year | -35.53% | -10.64% | -24.89% |
Max Drawdown (3Y)Largest decline over 3 years | -35.53% | -14.50% | -21.03% |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.80% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.01% | — |
Current DrawdownCurrent decline from peak | -27.71% | -1.97% | -25.74% |
Average DrawdownAverage peak-to-trough decline | -8.11% | -6.16% | -1.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.93% | 3.01% | +14.92% |
Volatility
FSCO vs. VIGI - Volatility Comparison
FS Credit Opportunities Corp. (FSCO) has a higher volatility of 6.04% compared to Vanguard International Dividend Appreciation ETF (VIGI) at 3.22%. This indicates that FSCO's price experiences larger fluctuations and is considered to be riskier than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSCO | VIGI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 3.22% | +2.82% |
Volatility (6M)Calculated over the trailing 6-month period | 22.58% | 10.35% | +12.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.39% | 13.07% | +14.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.18% | 14.46% | +13.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.18% | 15.87% | +12.31% |
Dividends
FSCO vs. VIGI - Dividend Comparison
FSCO's dividend yield for the trailing twelve months is around 15.92%, more than VIGI's 2.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | 15.92% | 12.65% | 10.47% | 11.26% | 1.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VIGI Vanguard International Dividend Appreciation ETF | 2.14% | 2.14% | 1.93% | 1.92% | 2.06% | 7.02% | 1.29% | 1.83% | 1.99% | 1.75% | 1.05% |
Frequently Asked Questions
FSCO and VIGI have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSCO has higher volatility (6.04%) compared to VIGI (3.22%). In terms of maximum drawdown, FSCO dropped -35.53% vs VIGI's -31.01%.
VIGI currently has the higher Sharpe Ratio (0.60 vs -0.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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