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FSOSX vs. VWIGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSOSX and VWIGX 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

FSOSX vs. VWIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Overseas Fund (FSOSX) and Vanguard International Growth Fund Investor Shares (VWIGX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FSOSX:

0.68

VWIGX:

0.15

Sortino Ratio

FSOSX:

1.11

VWIGX:

0.39

Omega Ratio

FSOSX:

1.15

VWIGX:

1.06

Calmar Ratio

FSOSX:

0.93

VWIGX:

0.09

Martin Ratio

FSOSX:

2.80

VWIGX:

0.56

Ulcer Index

FSOSX:

4.68%

VWIGX:

7.39%

Daily Std Dev

FSOSX:

18.15%

VWIGX:

23.81%

Max Drawdown

FSOSX:

-36.47%

VWIGX:

-65.63%

Current Drawdown

FSOSX:

0.00%

VWIGX:

-35.86%

Returns By Period

In the year-to-date period, FSOSX achieves a 14.06% return, which is significantly higher than VWIGX's 10.11% return.


FSOSX

YTD

14.06%

1M

9.11%

6M

8.92%

1Y

12.27%

5Y*

12.33%

10Y*

N/A

VWIGX

YTD

10.11%

1M

13.08%

6M

-2.35%

1Y

3.59%

5Y*

3.58%

10Y*

4.90%

*Annualized

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FSOSX vs. VWIGX - Expense Ratio Comparison

FSOSX has a 0.01% expense ratio, which is lower than VWIGX's 0.43% expense ratio.


Risk-Adjusted Performance

FSOSX vs. VWIGX — Risk-Adjusted Performance Rank

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

FSOSX
The Risk-Adjusted Performance Rank of FSOSX is 7070
Overall Rank
The Sharpe Ratio Rank of FSOSX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of FSOSX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of FSOSX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of FSOSX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of FSOSX is 7070
Martin Ratio Rank

VWIGX
The Risk-Adjusted Performance Rank of VWIGX is 2828
Overall Rank
The Sharpe Ratio Rank of VWIGX is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of VWIGX is 2929
Sortino Ratio Rank
The Omega Ratio Rank of VWIGX is 3030
Omega Ratio Rank
The Calmar Ratio Rank of VWIGX is 2525
Calmar Ratio Rank
The Martin Ratio Rank of VWIGX is 3030
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.

FSOSX vs. VWIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Overseas Fund (FSOSX) and Vanguard International Growth Fund Investor Shares (VWIGX). 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 FSOSX Sharpe Ratio is 0.68, which is higher than the VWIGX Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of FSOSX and VWIGX, 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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Dividends

FSOSX vs. VWIGX - Dividend Comparison

FSOSX's dividend yield for the trailing twelve months is around 1.98%, more than VWIGX's 0.75% yield.


TTM20242023202220212020201920182017201620152014
FSOSX
Fidelity Series Overseas Fund
1.98%2.25%1.63%1.80%2.92%1.12%0.37%0.00%0.00%0.00%0.00%0.00%
VWIGX
Vanguard International Growth Fund Investor Shares
0.75%0.83%1.01%1.37%0.93%0.21%1.20%1.62%0.84%1.26%1.39%2.29%

Drawdowns

FSOSX vs. VWIGX - Drawdown Comparison

The maximum FSOSX drawdown since its inception was -36.47%, smaller than the maximum VWIGX drawdown of -65.63%. Use the drawdown chart below to compare losses from any high point for FSOSX and VWIGX. For additional features, visit the drawdowns tool.


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Volatility

FSOSX vs. VWIGX - Volatility Comparison

The current volatility for Fidelity Series Overseas Fund (FSOSX) is 3.71%, while Vanguard International Growth Fund Investor Shares (VWIGX) has a volatility of 5.63%. This indicates that FSOSX experiences smaller price fluctuations and is considered to be less risky than VWIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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