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FSGEX vs. VXUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSGEX vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Global ex U.S. Index Fund (FSGEX) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

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FSGEX vs. VXUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSGEX
Fidelity Series Global ex U.S. Index Fund
-1.20%32.99%5.34%15.56%-15.75%7.77%10.75%21.41%-13.99%27.47%
VXUS
Vanguard Total International Stock ETF
2.32%32.35%5.08%15.86%-16.08%8.98%10.66%21.75%-14.43%27.46%

Returns By Period

In the year-to-date period, FSGEX achieves a -1.20% return, which is significantly lower than VXUS's 2.32% return. Both investments have delivered pretty close results over the past 10 years, with FSGEX having a 8.55% annualized return and VXUS not far ahead at 8.91%.


FSGEX

1D
-0.06%
1M
-11.07%
YTD
-1.20%
6M
3.57%
1Y
23.80%
3Y*
14.32%
5Y*
6.98%
10Y*
8.55%

VXUS

1D
3.32%
1M
-7.90%
YTD
2.32%
6M
7.01%
1Y
28.12%
3Y*
15.50%
5Y*
7.32%
10Y*
8.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSGEX vs. VXUS - Expense Ratio Comparison

FSGEX has a 0.01% expense ratio, which is lower than VXUS's 0.05% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FSGEX vs. VXUS — Risk / Return Rank

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

FSGEX
FSGEX Risk / Return Rank: 7878
Overall Rank
FSGEX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FSGEX Sortino Ratio Rank: 7878
Sortino Ratio Rank
FSGEX Omega Ratio Rank: 7676
Omega Ratio Rank
FSGEX Calmar Ratio Rank: 8080
Calmar Ratio Rank
FSGEX Martin Ratio Rank: 7777
Martin Ratio Rank

VXUS
VXUS Risk / Return Rank: 8686
Overall Rank
VXUS Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 8787
Sortino Ratio Rank
VXUS Omega Ratio Rank: 8787
Omega Ratio Rank
VXUS Calmar Ratio Rank: 8686
Calmar Ratio Rank
VXUS Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FSGEX vs. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Global ex U.S. Index Fund (FSGEX) and Vanguard Total International Stock ETF (VXUS). 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.


FSGEXVXUSDifference

Sharpe ratio

Return per unit of total volatility

1.43

1.64

-0.22

Sortino ratio

Return per unit of downside risk

1.93

2.26

-0.33

Omega ratio

Gain probability vs. loss probability

1.29

1.34

-0.05

Calmar ratio

Return relative to maximum drawdown

1.89

2.42

-0.52

Martin ratio

Return relative to average drawdown

7.46

9.37

-1.91

FSGEX vs. VXUS - Sharpe Ratio Comparison

The current FSGEX Sharpe Ratio is 1.43, which is comparable to the VXUS Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of FSGEX and VXUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FSGEXVXUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

1.64

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.47

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.52

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.35

+0.01

Correlation

The correlation between FSGEX and VXUS is 0.97, 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

FSGEX vs. VXUS - Dividend Comparison

FSGEX's dividend yield for the trailing twelve months is around 3.06%, more than VXUS's 2.97% yield.


TTM20252024202320222021202020192018201720162015
FSGEX
Fidelity Series Global ex U.S. Index Fund
3.06%3.02%2.98%2.90%2.78%2.59%1.68%2.10%2.86%2.48%2.56%2.61%
VXUS
Vanguard Total International Stock ETF
2.97%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Drawdowns

FSGEX vs. VXUS - Drawdown Comparison

The maximum FSGEX drawdown since its inception was -34.74%, roughly equal to the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for FSGEX and VXUS.


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Drawdown Indicators


FSGEXVXUSDifference

Max Drawdown

Largest peak-to-trough decline

-34.74%

-35.97%

+1.23%

Max Drawdown (1Y)

Largest decline over 1 year

-11.24%

-11.27%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-29.66%

-29.44%

-0.22%

Max Drawdown (10Y)

Largest decline over 10 years

-34.74%

-35.97%

+1.23%

Current Drawdown

Current decline from peak

-11.24%

-8.33%

-2.91%

Average Drawdown

Average peak-to-trough decline

-8.51%

-8.29%

-0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

2.91%

-0.05%

Volatility

FSGEX vs. VXUS - Volatility Comparison

The current volatility for Fidelity Series Global ex U.S. Index Fund (FSGEX) is 7.21%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 8.31%. This indicates that FSGEX experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSGEXVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.21%

8.31%

-1.10%

Volatility (6M)

Calculated over the trailing 6-month period

10.85%

11.50%

-0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

16.09%

17.19%

-1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.14%

15.82%

-0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.12%

17.09%

-0.97%