FSTA vs. VIGAX

Last updated Jul 21, 2026

FSTA (Fidelity MSCI Consumer Staples Index ETF) and VIGAX (Vanguard Growth Index Fund Admiral Shares) are both funds - FSTA is a Consumer Staples Equities fund tracking the MSCI USA IMI Consumer Staples Index, while VIGAX is a Large Cap Growth Equities fund tracking the CRSP US Large Cap Growth Index. Both are passively managed. Over the past 10 years, FSTA returned 7.53%/yr vs 17.45%/yr for VIGAX. At a 0.45 correlation, their price movements are largely independent. FSTA charges 0.08%/yr vs 0.05%/yr for VIGAX.

Performance

FSTA vs. VIGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Consumer Staples Index ETF (FSTA) and Vanguard Growth Index Fund Admiral Shares (VIGAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FSTA achieves a 9.88% return, which is significantly higher than VIGAX's 5.13% return. Over the past 10 years, FSTA has underperformed VIGAX with an annualized return of 7.53%, while VIGAX has yielded a comparatively higher 17.45% annualized return.

FSTA

• 1D: -0.35%
• 1M: 1.98%
• 6M: 3.89%
• YTD: 9.88%
• 1Y: 7.08%
• 3Y*: 7.48%
• 5Y*: 7.01%
• 10Y*: 7.53%
• ALL TIME*: 8.55%

VIGAX

• 1D: -1.43%
• 1M: -1.92%
• 6M: 5.72%
• YTD: 5.13%
• 1Y: 14.64%
• 3Y*: 20.96%
• 5Y*: 12.63%
• 10Y*: 17.45%
• ALL TIME*: 9.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FSTA vs. VIGAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FSTA Fidelity MSCI Consumer Staples Index ETF	9.88%	1.82%	13.31%	2.29%	-1.72%	17.44%	10.96%	26.84%	-8.49%	12.71%
VIGAX Vanguard Growth Index Fund Admiral Shares	5.13%	19.43%	32.67%	46.76%	-33.14%	27.26%	40.18%	37.23%	-3.35%	27.80%

Correlation

The correlation between FSTA and VIGAX is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.22
Correlation (3Y) Calculated over the trailing 3-year period	0.08
Correlation (5Y) Calculated over the trailing 5-year period	0.28
Correlation (10Y) Calculated over the trailing 10-year period	0.39
Correlation (All Time) Calculated using the full available price history since Oct 24, 2013	0.45

The correlation between FSTA and VIGAX shifts across timeframes, from -0.22 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.

FSTA vs. VIGAX - Sectors Allocation Comparison

Sectors	FSTA	VIGAX
Consumer Defensive	97.0%	1.4%
Consumer Cyclical	1.2%	11.3%
Industrials	0.6%	5.1%
Technology	0.5%	56.7%
Basic Materials	0.5%	0.5%
Healthcare	0.0%	4.7%
Communication Services	-	15.0%
Energy	-	0.3%
Financial Services	-	3.9%
Real Estate	-	1.0%
Utilities	-	0.7%

Return for Risk

FSTA vs. VIGAX — Risk / Return Rank

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

FSTA

FSTA Risk / Return Rank: 20
FSTA Sharpe Ratio Rank: 21
FSTA Sortino Ratio Rank: 21
FSTA Omega Ratio Rank: 19
FSTA Calmar Ratio Rank: 22
FSTA Martin Ratio Rank: 19

VIGAX

VIGAX Risk / Return Rank: 15
VIGAX Sharpe Ratio Rank: 16
VIGAX Sortino Ratio Rank: 15
VIGAX Omega Ratio Rank: 15
VIGAX Calmar Ratio Rank: 13
VIGAX Martin Ratio Rank: 14

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FSTA vs. VIGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Consumer Staples Index ETF (FSTA) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FSTA	VIGAX	Difference
Sharpe ratio: Return per unit of total volatility	0.53	0.85	-0.32
Sortino ratio: Return per unit of downside risk	0.87	1.26	-0.39
Omega ratio: Gain probability vs. loss probability	1.10	1.16	-0.06
Calmar ratio: Return relative to maximum drawdown	0.77	0.90	-0.13
Martin ratio: Return relative to average drawdown	1.45	2.96	-1.52

FSTA vs. VIGAX - Sharpe Ratio Comparison

The current FSTA Sharpe Ratio is 0.53, which is lower than the VIGAX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of FSTA and VIGAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FSTA vs. VIGAX - Drawdown Comparison

The maximum FSTA drawdown since its inception was -25.13%, smaller than the maximum VIGAX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for FSTA and VIGAX.

Drawdown Indicators

	FSTA	VIGAX	Difference
Max Drawdown Largest peak-to-trough decline	-25.13%	-50.66%	+25.53%
Max Drawdown (1Y) Largest decline over 1 year	-9.29%	-16.51%	+7.22%
Max Drawdown (3Y) Largest decline over 3 years	-11.76%	-23.04%	+11.28%
Max Drawdown (5Y) Largest decline over 5 years	-16.58%	-35.63%	+19.05%
Max Drawdown (10Y) Largest decline over 10 years	-25.13%	-35.63%	+10.50%
Current Drawdown Current decline from peak	-5.01%	-5.41%	+0.40%
Average Drawdown Average peak-to-trough decline	-3.57%	-11.92%	+8.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.91%	5.00%	-0.09%

Volatility

FSTA vs. VIGAX - Volatility Comparison

The current volatility for Fidelity MSCI Consumer Staples Index ETF (FSTA) is 5.35%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 5.78%. This indicates that FSTA experiences smaller price fluctuations and is considered to be less risky than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FSTA	VIGAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.35%	5.78%	-0.43%
Volatility (6M) Calculated over the trailing 6-month period	10.88%	14.00%	-3.12%
Volatility (1Y) Calculated over the trailing 1-year period	13.41%	17.35%	-3.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.33%	22.58%	-9.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.64%	21.66%	-7.02%

FSTA vs. VIGAX - Expense Ratio Comparison

FSTA has a 0.08% expense ratio, which is higher than VIGAX's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

FSTA vs. VIGAX - Dividend Comparison

FSTA's dividend yield for the trailing twelve months is around 2.18%, more than VIGAX's 0.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FSTA Fidelity MSCI Consumer Staples Index ETF	2.18%	2.34%	2.25%	2.66%	2.26%	2.15%	2.47%	2.46%	3.01%	2.42%	2.53%	2.86%
VIGAX Vanguard Growth Index Fund Admiral Shares	0.38%	0.40%	0.46%	0.57%	0.69%	0.47%	0.66%	0.94%	1.31%	1.14%	1.39%	1.31%

Frequently Asked Questions

Can I hold both FSTA and VIGAX in my portfolio?

FSTA and VIGAX have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FSTA or VIGAX?

VIGAX has higher volatility (5.78%) compared to FSTA (5.35%). In terms of maximum drawdown, FSTA dropped -25.13% vs VIGAX's -50.66%.

Which has better risk-adjusted returns?

VIGAX currently has the higher Sharpe Ratio (0.85 vs 0.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.