FSGGX vs. VXUS
Compare and contrast key facts about Fidelity Global ex U.S. Index Fund (FSGGX) and Vanguard Total International Stock ETF (VXUS).
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. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011. Both FSGGX and VXUS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSGGX or VXUS.
Key characteristics
| FSGGX | VXUS | |
|---|---|---|
| YTD Return | 6.04% | 5.91% |
| 1Y Return | 13.34% | 13.39% |
| 3Y Return (Ann) | 0.43% | 0.36% |
| 5Y Return (Ann) | 5.05% | 5.25% |
| 10Y Return (Ann) | 4.58% | 4.79% |
| Sharpe Ratio | 1.07 | 1.01 |
| Sortino Ratio | 1.54 | 1.47 |
| Omega Ratio | 1.19 | 1.18 |
| Calmar Ratio | 1.09 | 1.07 |
| Martin Ratio | 5.50 | 5.43 |
| Ulcer Index | 2.36% | 2.38% |
| Daily Std Dev | 12.13% | 12.73% |
| Max Drawdown | -34.76% | -35.97% |
| Current Drawdown | -7.78% | -7.59% |
Correlation
The correlation between FSGGX 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.
Performance
FSGGX vs. VXUS - Performance Comparison
The year-to-date returns for both stocks are quite close, with FSGGX having a 6.04% return and VXUS slightly lower at 5.91%. Both investments have delivered pretty close results over the past 10 years, with FSGGX having a 4.58% annualized return and VXUS not far ahead at 4.79%. 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. VXUS - Expense Ratio Comparison
FSGGX has a 0.06% expense ratio, which is lower than VXUS'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%.
Risk-Adjusted Performance
FSGGX vs. VXUS - 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 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.
Dividends
FSGGX vs. VXUS - Dividend Comparison
FSGGX's dividend yield for the trailing twelve months is around 2.79%, less than VXUS's 3.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSGGX Fidelity Global ex U.S. Index Fund | 2.79% | 2.95% | 2.64% | 2.60% | 1.71% | 2.85% | 2.66% | 2.09% | 2.06% | 2.44% | 2.61% | 3.42% |
VXUS Vanguard Total International Stock ETF | 3.02% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
FSGGX vs. VXUS - Drawdown Comparison
The maximum FSGGX drawdown since its inception was -34.76%, roughly equal to the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for FSGGX and VXUS. For additional features, visit the drawdowns tool.
Volatility
FSGGX vs. VXUS - Volatility Comparison
Fidelity Global ex U.S. Index Fund (FSGGX) and Vanguard Total International Stock ETF (VXUS) have volatilities of 3.72% and 3.90%, 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.