FZILX vs. VHGEX
Compare and contrast key facts about Fidelity ZERO International Index Fund (FZILX) and Vanguard Global Equity Fund (VHGEX).
FZILX is managed by Fidelity. VHGEX is managed by Vanguard. It was launched on Aug 14, 1995.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FZILX or VHGEX.
Key characteristics
| FZILX | VHGEX | |
|---|---|---|
| YTD Return | 5.24% | 7.41% |
| 1Y Return | 11.67% | 20.23% |
| 3Y Return (Ann) | 0.75% | 1.49% |
| 5Y Return (Ann) | 6.57% | 9.93% |
| Sharpe Ratio | 0.90 | 1.45 |
| Daily Std Dev | 13.02% | 14.19% |
| Max Drawdown | -34.37% | -64.62% |
| Current Drawdown | -0.38% | -1.12% |
Correlation
The correlation between FZILX and VHGEX is 0.91, 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
FZILX vs. VHGEX - Performance Comparison
In the year-to-date period, FZILX achieves a 5.24% return, which is significantly lower than VHGEX's 7.41% 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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FZILX vs. VHGEX - Expense Ratio Comparison
FZILX has a 0.00% expense ratio, which is lower than VHGEX's 0.45% expense ratio.
Risk-Adjusted Performance
FZILX vs. VHGEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity ZERO International Index Fund (FZILX) and Vanguard Global Equity Fund (VHGEX). 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
FZILX vs. VHGEX - Dividend Comparison
FZILX's dividend yield for the trailing twelve months is around 2.83%, more than VHGEX's 1.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FZILX Fidelity ZERO International Index Fund | 2.83% | 2.98% | 2.71% | 2.61% | 1.64% | 2.83% | 0.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VHGEX Vanguard Global Equity Fund | 1.07% | 1.15% | 11.32% | 10.90% | 2.88% | 6.20% | 8.45% | 1.29% | 1.51% | 1.71% | 1.56% | 1.53% |
Drawdowns
FZILX vs. VHGEX - Drawdown Comparison
The maximum FZILX drawdown since its inception was -34.37%, smaller than the maximum VHGEX drawdown of -64.62%. Use the drawdown chart below to compare losses from any high point for FZILX and VHGEX. For additional features, visit the drawdowns tool.
Volatility
FZILX vs. VHGEX - Volatility Comparison
The current volatility for Fidelity ZERO International Index Fund (FZILX) is 4.00%, while Vanguard Global Equity Fund (VHGEX) has a volatility of 4.66%. This indicates that FZILX experiences smaller price fluctuations and is considered to be less risky than VHGEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.