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

Correlation

The correlation between FSGGX and VT is 0.90, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

FSGGX vs. VT - Performance Comparison

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

100.00%150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
105.16%
234.90%
FSGGX
VT

Key characteristics

Sharpe Ratio

FSGGX:

-0.06

VT:

-0.13

Sortino Ratio

FSGGX:

0.02

VT:

-0.07

Omega Ratio

FSGGX:

1.00

VT:

0.99

Calmar Ratio

FSGGX:

-0.08

VT:

-0.13

Martin Ratio

FSGGX:

-0.20

VT:

-0.69

Ulcer Index

FSGGX:

4.02%

VT:

2.75%

Daily Std Dev

FSGGX:

14.36%

VT:

14.78%

Max Drawdown

FSGGX:

-34.76%

VT:

-50.27%

Current Drawdown

FSGGX:

-10.35%

VT:

-14.46%

Returns By Period

In the year-to-date period, FSGGX achieves a -1.46% return, which is significantly higher than VT's -9.73% return. Over the past 10 years, FSGGX has underperformed VT with an annualized return of 4.01%, while VT has yielded a comparatively higher 7.76% annualized return.


FSGGX

YTD

-1.46%

1M

-9.61%

6M

-8.63%

1Y

-0.13%

5Y*

10.36%

10Y*

4.01%

VT

YTD

-9.73%

1M

-11.91%

6M

-10.60%

1Y

-0.88%

5Y*

14.26%

10Y*

7.76%

*Annualized

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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%.


Expense ratio chart for VT: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VT: 0.07%
Expense ratio chart for FSGGX: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSGGX: 0.06%

Risk-Adjusted Performance

FSGGX vs. VT — Risk-Adjusted Performance Rank

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

FSGGX
The Risk-Adjusted Performance Rank of FSGGX is 3333
Overall Rank
The Sharpe Ratio Rank of FSGGX is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of FSGGX is 3333
Sortino Ratio Rank
The Omega Ratio Rank of FSGGX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of FSGGX is 3131
Calmar Ratio Rank
The Martin Ratio Rank of FSGGX is 3232
Martin Ratio Rank

VT
The Risk-Adjusted Performance Rank of VT is 1919
Overall Rank
The Sharpe Ratio Rank of VT is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of VT is 2020
Sortino Ratio Rank
The Omega Ratio Rank of VT is 1919
Omega Ratio Rank
The Calmar Ratio Rank of VT is 1919
Calmar Ratio Rank
The Martin Ratio Rank of VT is 1616
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.

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.


The chart of Sharpe ratio for FSGGX, currently valued at -0.06, compared to the broader market-1.000.001.002.003.00
FSGGX: -0.06
VT: -0.13
The chart of Sortino ratio for FSGGX, currently valued at 0.02, compared to the broader market-2.000.002.004.006.008.0010.00
FSGGX: 0.02
VT: -0.07
The chart of Omega ratio for FSGGX, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.003.50
FSGGX: 1.00
VT: 0.99
The chart of Calmar ratio for FSGGX, currently valued at -0.08, compared to the broader market0.005.0010.0015.00
FSGGX: -0.08
VT: -0.13
The chart of Martin ratio for FSGGX, currently valued at -0.20, compared to the broader market0.0020.0040.0060.00
FSGGX: -0.20
VT: -0.69

The current FSGGX Sharpe Ratio is -0.06, which is higher than the VT Sharpe Ratio of -0.13. 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.06
-0.13
FSGGX
VT

Dividends

FSGGX vs. VT - Dividend Comparison

FSGGX's dividend yield for the trailing twelve months is around 2.96%, more than VT's 2.14% yield.


TTM20242023202220212020201920182017201620152014
FSGGX
Fidelity Global ex U.S. Index Fund
2.96%2.91%2.95%2.64%2.60%1.71%2.85%2.66%2.09%2.06%2.44%2.61%
VT
Vanguard Total World Stock ETF
2.14%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%

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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.35%
-14.46%
FSGGX
VT

Volatility

FSGGX vs. VT - Volatility Comparison

The current volatility for Fidelity Global ex U.S. Index Fund (FSGGX) is 7.54%, while Vanguard Total World Stock ETF (VT) has a volatility of 8.58%. This indicates that FSGGX experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
7.54%
8.58%
FSGGX
VT