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

Correlation

The correlation between FSGGX and VTIAX is 0.78, 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 chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Global ex U.S. Index Fund (FSGGX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FSGGX:

0.82

VTIAX:

0.81

Sortino Ratio

FSGGX:

1.11

VTIAX:

1.08

Omega Ratio

FSGGX:

1.15

VTIAX:

1.15

Calmar Ratio

FSGGX:

0.88

VTIAX:

0.85

Martin Ratio

FSGGX:

2.75

VTIAX:

2.65

Ulcer Index

FSGGX:

4.26%

VTIAX:

4.20%

Daily Std Dev

FSGGX:

16.04%

VTIAX:

15.59%

Max Drawdown

FSGGX:

-34.76%

VTIAX:

-35.82%

Current Drawdown

FSGGX:

-0.12%

VTIAX:

-0.14%

Returns By Period

In the year-to-date period, FSGGX achieves a 14.36% return, which is significantly higher than VTIAX's 13.45% return. Both investments have delivered pretty close results over the past 10 years, with FSGGX having a 5.43% annualized return and VTIAX not far ahead at 5.49%.


FSGGX

YTD

14.36%

1M

5.50%

6M

12.13%

1Y

12.43%

3Y*

10.60%

5Y*

11.29%

10Y*

5.43%

VTIAX

YTD

13.45%

1M

5.44%

6M

11.38%

1Y

11.88%

3Y*

10.09%

5Y*

11.28%

10Y*

5.49%

*Annualized

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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%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FSGGX vs. VTIAX — 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 7272
Overall Rank
The Sharpe Ratio Rank of FSGGX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of FSGGX is 7171
Sortino Ratio Rank
The Omega Ratio Rank of FSGGX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of FSGGX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of FSGGX is 6969
Martin Ratio Rank

VTIAX
The Risk-Adjusted Performance Rank of VTIAX is 7171
Overall Rank
The Sharpe Ratio Rank of VTIAX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of VTIAX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of VTIAX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VTIAX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VTIAX is 6868
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. 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.


The current FSGGX Sharpe Ratio is 0.82, which is comparable to the VTIAX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of FSGGX and VTIAX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FSGGX vs. VTIAX - Dividend Comparison

FSGGX's dividend yield for the trailing twelve months is around 2.55%, less than VTIAX's 2.89% yield.


TTM20242023202220212020201920182017201620152014
FSGGX
Fidelity Global ex U.S. Index Fund
2.55%2.91%2.95%2.64%2.60%1.71%2.85%2.66%2.31%2.10%2.44%2.61%
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
2.89%3.33%3.21%3.05%3.05%2.10%3.04%3.17%2.74%2.93%2.84%3.40%

Drawdowns

FSGGX vs. VTIAX - Drawdown Comparison

The maximum FSGGX drawdown since its inception was -34.76%, roughly equal to the maximum VTIAX drawdown of -35.82%. Use the drawdown chart below to compare losses from any high point for FSGGX and VTIAX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 2.50% and 2.40%, 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.


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