FZABX vs. VIGI
Compare and contrast key facts about Fidelity Advisor Diversified International Fund Class Z (FZABX) and Vanguard International Dividend Appreciation ETF (VIGI).
FZABX is managed by Fidelity. It was launched on Aug 13, 2013. VIGI is a passively managed fund by Vanguard that tracks the performance of the NASDAQ International DividendAchieversSelect Index. It was launched on Feb 25, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FZABX or VIGI.
Key characteristics
| FZABX | VIGI | |
|---|---|---|
| YTD Return | 8.72% | 5.45% |
| 1Y Return | 16.46% | 13.94% |
| 3Y Return (Ann) | -1.44% | 0.51% |
| 5Y Return (Ann) | 6.77% | 6.48% |
| Sharpe Ratio | 1.29 | 1.40 |
| Sortino Ratio | 1.85 | 2.04 |
| Omega Ratio | 1.24 | 1.24 |
| Calmar Ratio | 1.07 | 1.28 |
| Martin Ratio | 7.39 | 6.98 |
| Ulcer Index | 2.59% | 2.31% |
| Daily Std Dev | 14.87% | 11.56% |
| Max Drawdown | -35.21% | -31.01% |
| Current Drawdown | -6.76% | -7.32% |
Correlation
The correlation between FZABX and VIGI is 0.93, 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
FZABX vs. VIGI - Performance Comparison
In the year-to-date period, FZABX achieves a 8.72% return, which is significantly higher than VIGI's 5.45% return. 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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FZABX vs. VIGI - Expense Ratio Comparison
FZABX has a 0.76% expense ratio, which is higher than VIGI's 0.15% expense ratio.
Risk-Adjusted Performance
FZABX vs. VIGI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Diversified International Fund Class Z (FZABX) and Vanguard International Dividend Appreciation ETF (VIGI). 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
FZABX vs. VIGI - Dividend Comparison
FZABX's dividend yield for the trailing twelve months is around 1.48%, less than VIGI's 2.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FZABX Fidelity Advisor Diversified International Fund Class Z | 1.48% | 1.61% | 0.62% | 1.45% | 0.15% | 1.37% | 1.43% | 1.16% | 1.46% | 1.08% | 1.67% | 3.38% |
VIGI Vanguard International Dividend Appreciation ETF | 2.01% | 1.92% | 2.06% | 7.02% | 1.29% | 1.83% | 1.99% | 1.75% | 0.98% | 0.00% | 0.00% | 0.00% |
Drawdowns
FZABX vs. VIGI - Drawdown Comparison
The maximum FZABX drawdown since its inception was -35.21%, which is greater than VIGI's maximum drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for FZABX and VIGI. For additional features, visit the drawdowns tool.
Volatility
FZABX vs. VIGI - Volatility Comparison
Fidelity Advisor Diversified International Fund Class Z (FZABX) and Vanguard International Dividend Appreciation ETF (VIGI) have volatilities of 3.52% and 3.37%, 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.