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FSGGX vs. VT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FSGGXVT
YTD Return9.59%16.94%
1Y Return24.77%34.05%
3Y Return (Ann)1.99%5.77%
5Y Return (Ann)5.85%11.17%
10Y Return (Ann)4.89%9.30%
Sharpe Ratio2.032.94
Sortino Ratio2.864.02
Omega Ratio1.361.54
Calmar Ratio1.432.57
Martin Ratio12.3919.67
Ulcer Index2.00%1.76%
Daily Std Dev12.18%11.80%
Max Drawdown-34.76%-50.27%
Current Drawdown-4.69%-1.56%

Correlation

-0.50.00.51.00.9

The correlation between FSGGX and VT 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.

Performance

FSGGX vs. VT - Performance Comparison

In the year-to-date period, FSGGX achieves a 9.59% return, which is significantly lower than VT's 16.94% return. Over the past 10 years, FSGGX has underperformed VT with an annualized return of 4.89%, while VT has yielded a comparatively higher 9.30% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctober
7.23%
12.70%
FSGGX
VT

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FSGGX vs. VT - Expense Ratio Comparison

FSGGX has a 0.06% expense ratio, which is lower than VT's 0.07% 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%.


VT
Vanguard Total World Stock ETF
Expense ratio chart for VT: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for FSGGX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

FSGGX vs. VT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Global ex U.S. Index Fund (FSGGX) and Vanguard Total World Stock ETF (VT). 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.


FSGGX
Sharpe ratio
The chart of Sharpe ratio for FSGGX, currently valued at 2.03, compared to the broader market-2.000.002.004.002.03
Sortino ratio
The chart of Sortino ratio for FSGGX, currently valued at 2.86, compared to the broader market0.005.0010.002.86
Omega ratio
The chart of Omega ratio for FSGGX, currently valued at 1.36, compared to the broader market1.002.003.004.001.36
Calmar ratio
The chart of Calmar ratio for FSGGX, currently valued at 1.43, compared to the broader market0.005.0010.0015.0020.001.43
Martin ratio
The chart of Martin ratio for FSGGX, currently valued at 12.39, compared to the broader market0.0020.0040.0060.0080.0012.39
VT
Sharpe ratio
The chart of Sharpe ratio for VT, currently valued at 2.94, compared to the broader market-2.000.002.004.002.94
Sortino ratio
The chart of Sortino ratio for VT, currently valued at 4.02, compared to the broader market0.005.0010.004.02
Omega ratio
The chart of Omega ratio for VT, currently valued at 1.54, compared to the broader market1.002.003.004.001.54
Calmar ratio
The chart of Calmar ratio for VT, currently valued at 2.57, compared to the broader market0.005.0010.0015.0020.002.57
Martin ratio
The chart of Martin ratio for VT, currently valued at 19.67, compared to the broader market0.0020.0040.0060.0080.0019.67

FSGGX vs. VT - Sharpe Ratio Comparison

The current FSGGX Sharpe Ratio is 2.03, which is lower than the VT Sharpe Ratio of 2.94. The chart below compares the historical Sharpe Ratios of FSGGX and VT, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctober
2.03
2.94
FSGGX
VT

Dividends

FSGGX vs. VT - Dividend Comparison

FSGGX's dividend yield for the trailing twelve months is around 2.70%, more than VT's 1.87% yield.


TTM20232022202120202019201820172016201520142013
FSGGX
Fidelity Global ex U.S. Index Fund
2.70%2.95%2.64%2.60%1.71%2.85%2.66%2.31%2.11%2.44%2.61%3.42%
VT
Vanguard Total World Stock ETF
1.87%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%

Drawdowns

FSGGX vs. VT - Drawdown Comparison

The maximum FSGGX drawdown since its inception was -34.76%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for FSGGX and VT. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctober
-4.69%
-1.56%
FSGGX
VT

Volatility

FSGGX vs. VT - Volatility Comparison

Fidelity Global ex U.S. Index Fund (FSGGX) has a higher volatility of 2.96% compared to Vanguard Total World Stock ETF (VT) at 2.41%. This indicates that FSGGX's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctober
2.96%
2.41%
FSGGX
VT