FSGGX vs. VTIAX
Compare and contrast key facts about Fidelity Global ex U.S. Index Fund (FSGGX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX).
FSGGX is a passively managed fund by Fidelity that tracks the performance of the MSCI ACWI (All Country World Index) ex USA Index. It was launched on Aug 9, 2011. VTIAX is managed by Vanguard. It was launched on Nov 29, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSGGX or VTIAX.
Key characteristics
| FSGGX | VTIAX | |
|---|---|---|
| YTD Return | 6.53% | 6.28% |
| 1Y Return | 13.54% | 13.43% |
| 3Y Return (Ann) | 0.55% | 0.38% |
| 5Y Return (Ann) | 5.15% | 5.29% |
| 10Y Return (Ann) | 4.72% | 4.90% |
| Sharpe Ratio | 1.14 | 1.14 |
| Sortino Ratio | 1.62 | 1.63 |
| Omega Ratio | 1.20 | 1.20 |
| Calmar Ratio | 1.15 | 1.12 |
| Martin Ratio | 5.96 | 6.07 |
| Ulcer Index | 2.31% | 2.28% |
| Daily Std Dev | 12.12% | 12.07% |
| Max Drawdown | -34.76% | -35.83% |
| Current Drawdown | -7.35% | -7.16% |
Correlation
The correlation between FSGGX and VTIAX is 0.99, 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. VTIAX - Performance Comparison
The year-to-date returns for both stocks are quite close, with FSGGX having a 6.53% return and VTIAX slightly lower at 6.28%. Both investments have delivered pretty close results over the past 10 years, with FSGGX having a 4.72% annualized return and VTIAX not far ahead at 4.90%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FSGGX vs. VTIAX - Expense Ratio Comparison
FSGGX has a 0.06% expense ratio, which is lower than VTIAX's 0.11% 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%.
Risk-Adjusted Performance
FSGGX vs. VTIAX - 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 International Stock Index Fund Admiral Shares (VTIAX). 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.
Dividends
FSGGX vs. VTIAX - Dividend Comparison
FSGGX's dividend yield for the trailing twelve months is around 2.77%, less than VTIAX's 2.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSGGX Fidelity Global ex U.S. Index Fund | 2.77% | 2.95% | 2.64% | 2.60% | 1.71% | 2.85% | 2.66% | 2.09% | 2.06% | 2.44% | 2.61% | 3.42% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.98% | 3.21% | 3.05% | 3.05% | 2.10% | 3.04% | 3.17% | 2.74% | 2.93% | 2.84% | 3.40% | 2.71% |
Drawdowns
FSGGX vs. VTIAX - Drawdown Comparison
The maximum FSGGX drawdown since its inception was -34.76%, roughly equal to the maximum VTIAX drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for FSGGX and VTIAX. For additional features, visit the drawdowns tool.
Volatility
FSGGX vs. VTIAX - Volatility Comparison
Fidelity Global ex U.S. Index Fund (FSGGX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) have volatilities of 3.72% and 3.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.