FTGRX vs. VTIAX

Last updated Jun 4, 2026

FTGRX (Fidelity Advisor Mega Cap Stock Fund Class M) and VTIAX (Vanguard Total International Stock Index Fund Admiral Shares) are both mutual funds - FTGRX is a Large Cap Blend Equities fund managed by Fidelity, while VTIAX is a Foreign Large Cap Equities fund tracking the FTSE Global All Cap ex US Index. Over the past 10 years, FTGRX returned 15.95%/yr vs 9.85%/yr for VTIAX. Their correlation of 0.82 suggests significant overlap in exposure. FTGRX charges 1.15%/yr vs 0.09%/yr for VTIAX.

Performance

FTGRX vs. VTIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Mega Cap Stock Fund Class M (FTGRX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FTGRX achieves a 10.26% return, which is significantly lower than VTIAX's 15.40% return. Over the past 10 years, FTGRX has outperformed VTIAX with an annualized return of 15.95%, while VTIAX has yielded a comparatively lower 9.85% annualized return.

FTGRX

• 1D: -0.32%
• 1M: 3.36%
• YTD: 10.26%
• 6M: 12.12%
• 1Y: 30.68%
• 3Y*: 24.92%
• 5Y*: 15.69%
• 10Y*: 15.95%

VTIAX

• 1D: 0.60%
• 1M: 5.53%
• YTD: 15.40%
• 6M: 18.19%
• 1Y: 33.34%
• 3Y*: 19.78%
• 5Y*: 8.81%
• 10Y*: 9.85%

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

FTGRX vs. VTIAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FTGRX Fidelity Advisor Mega Cap Stock Fund Class M	10.26%	26.22%	25.36%	25.83%	-9.51%	25.63%	12.30%	30.47%	-7.95%	17.25%
VTIAX Vanguard Total International Stock Index Fund Admiral Shares	15.40%	32.18%	5.34%	15.28%	-16.02%	8.59%	11.27%	21.52%	-14.46%	27.54%

Correlation

The correlation between FTGRX and VTIAX is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.76
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (5Y) Calculated over the trailing 5-year period	0.79
Correlation (10Y) Calculated over the trailing 10-year period	0.80
Correlation (All Time) Calculated using the full available price history since Nov 30, 2010	0.82

The correlation between FTGRX and VTIAX has been stable across timeframes, ranging from 0.75 to 0.82 - a consistent structural relationship.

Return for Risk

FTGRX vs. VTIAX — Risk / Return Rank

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

FTGRX

FTGRX Risk / Return Rank: 78
FTGRX Sharpe Ratio Rank: 82
FTGRX Sortino Ratio Rank: 75
FTGRX Omega Ratio Rank: 73
FTGRX Calmar Ratio Rank: 77
FTGRX Martin Ratio Rank: 84

VTIAX

VTIAX Risk / Return Rank: 58
VTIAX Sharpe Ratio Rank: 62
VTIAX Sortino Ratio Rank: 56
VTIAX Omega Ratio Rank: 59
VTIAX Calmar Ratio Rank: 57
VTIAX Martin Ratio Rank: 57

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.

FTGRX vs. VTIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Mega Cap Stock Fund Class M (FTGRX) 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.

	FTGRX	VTIAX	Difference
Sharpe ratio: Return per unit of total volatility	2.64	2.31	+0.33
Sortino ratio: Return per unit of downside risk	3.62	3.14	+0.48
Omega ratio: Gain probability vs. loss probability	1.48	1.43	+0.05
Calmar ratio: Return relative to maximum drawdown	3.49	2.91	+0.58
Martin ratio: Return relative to average drawdown	15.82	11.49	+4.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FTGRX vs. VTIAX - Sharpe Ratio Comparison

The current FTGRX Sharpe Ratio is 2.64, which is comparable to the VTIAX Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of FTGRX and VTIAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FTGRX	VTIAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.64	2.31	+0.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.94	0.59	+0.36
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.88	0.62	+0.26
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	0.44	+0.13

Drawdowns

FTGRX vs. VTIAX - Drawdown Comparison

The maximum FTGRX drawdown since its inception was -52.75%, which is greater than VTIAX's maximum drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for FTGRX and VTIAX.

Drawdown Indicators

	FTGRX	VTIAX	Difference
Max Drawdown Largest peak-to-trough decline	-52.75%	-35.83%	-16.92%
Max Drawdown (1Y) Largest decline over 1 year	-9.06%	-11.28%	+2.22%
Max Drawdown (3Y) Largest decline over 3 years	-18.54%	-13.13%	-5.41%
Max Drawdown (5Y) Largest decline over 5 years	-23.63%	-29.56%	+5.93%
Max Drawdown (10Y) Largest decline over 10 years	-35.31%	-35.83%	+0.52%
Current Drawdown Current decline from peak	-0.32%	0.00%	-0.32%
Average Drawdown Average peak-to-trough decline	-6.79%	-8.08%	+1.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.99%	2.85%	-0.86%

Volatility

FTGRX vs. VTIAX - Volatility Comparison

The current volatility for Fidelity Advisor Mega Cap Stock Fund Class M (FTGRX) is 2.70%, while Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) has a volatility of 4.80%. This indicates that FTGRX experiences smaller price fluctuations and is considered to be less risky than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTGRX	VTIAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.70%	4.80%	-2.10%
Volatility (6M) Calculated over the trailing 6-month period	9.05%	11.90%	-2.85%
Volatility (1Y) Calculated over the trailing 1-year period	11.98%	14.22%	-2.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.71%	15.04%	+1.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.13%	15.93%	+2.20%

FTGRX vs. VTIAX - Expense Ratio Comparison

FTGRX has a 1.15% expense ratio, which is higher than VTIAX's 0.09% expense ratio.

Dividends

FTGRX vs. VTIAX - Dividend Comparison

FTGRX's dividend yield for the trailing twelve months is around 3.12%, more than VTIAX's 2.60% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FTGRX Fidelity Advisor Mega Cap Stock Fund Class M	3.12%	3.44%	2.20%	1.60%	3.88%	4.34%	7.59%	12.62%	21.28%	15.95%	1.52%	3.66%
VTIAX Vanguard Total International Stock Index Fund Admiral Shares	2.60%	3.15%	3.33%	3.22%	3.04%	3.05%	2.10%	3.04%	3.16%	2.73%	2.93%	2.84%

Frequently Asked Questions

Can I hold both FTGRX and VTIAX in my portfolio?

FTGRX and VTIAX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FTGRX or VTIAX?

VTIAX has higher volatility (4.80%) compared to FTGRX (2.70%). In terms of maximum drawdown, FTGRX dropped -52.75% vs VTIAX's -35.83%.

Which has better risk-adjusted returns?

FTGRX currently has the higher Sharpe Ratio (2.64 vs 2.31), 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.