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VAGVX vs. FSKLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VAGVX vs. FSKLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Advice Select Global Value Fund (VAGVX) and Fidelity SAI International Low Volatility Index Fund (FSKLX). The values are adjusted to include any dividend payments, if applicable.

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VAGVX vs. FSKLX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VAGVX
Vanguard Advice Select Global Value Fund
-2.19%24.78%8.69%12.39%-5.95%-0.55%
FSKLX
Fidelity SAI International Low Volatility Index Fund
4.89%21.95%1.20%13.84%-13.48%0.09%

Returns By Period

In the year-to-date period, VAGVX achieves a -2.19% return, which is significantly lower than FSKLX's 4.89% return.


VAGVX

1D
2.50%
1M
-6.55%
YTD
-2.19%
6M
3.70%
1Y
19.53%
3Y*
12.80%
5Y*
10Y*

FSKLX

1D
1.50%
1M
-4.32%
YTD
4.89%
6M
7.57%
1Y
18.31%
3Y*
11.82%
5Y*
6.59%
10Y*
6.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VAGVX vs. FSKLX - Expense Ratio Comparison

VAGVX has a 0.40% expense ratio, which is higher than FSKLX's 0.17% expense ratio.


Return for Risk

VAGVX vs. FSKLX — Risk / Return Rank

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

VAGVX
VAGVX Risk / Return Rank: 6363
Overall Rank
VAGVX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VAGVX Sortino Ratio Rank: 6363
Sortino Ratio Rank
VAGVX Omega Ratio Rank: 5959
Omega Ratio Rank
VAGVX Calmar Ratio Rank: 6262
Calmar Ratio Rank
VAGVX Martin Ratio Rank: 6969
Martin Ratio Rank

FSKLX
FSKLX Risk / Return Rank: 7777
Overall Rank
FSKLX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FSKLX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FSKLX Omega Ratio Rank: 7474
Omega Ratio Rank
FSKLX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FSKLX Martin Ratio Rank: 7373
Martin Ratio Rank
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.

VAGVX vs. FSKLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Advice Select Global Value Fund (VAGVX) and Fidelity SAI International Low Volatility Index Fund (FSKLX). 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.


VAGVXFSKLXDifference

Sharpe ratio

Return per unit of total volatility

1.16

1.53

-0.37

Sortino ratio

Return per unit of downside risk

1.67

2.09

-0.42

Omega ratio

Gain probability vs. loss probability

1.24

1.29

-0.05

Calmar ratio

Return relative to maximum drawdown

1.51

2.09

-0.58

Martin ratio

Return relative to average drawdown

6.76

7.33

-0.56

VAGVX vs. FSKLX - Sharpe Ratio Comparison

The current VAGVX Sharpe Ratio is 1.16, which is comparable to the FSKLX Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of VAGVX and FSKLX, 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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Sharpe Ratios by Period


VAGVXFSKLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.53

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.47

+0.04

Correlation

The correlation between VAGVX and FSKLX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VAGVX vs. FSKLX - Dividend Comparison

VAGVX's dividend yield for the trailing twelve months is around 7.73%, more than FSKLX's 2.47% yield.


TTM20252024202320222021202020192018201720162015
VAGVX
Vanguard Advice Select Global Value Fund
7.73%7.56%7.49%1.41%0.65%0.13%0.00%0.00%0.00%0.00%0.00%0.00%
FSKLX
Fidelity SAI International Low Volatility Index Fund
2.47%2.59%2.09%2.31%2.01%2.42%1.32%6.06%2.64%1.69%2.85%1.10%

Drawdowns

VAGVX vs. FSKLX - Drawdown Comparison

The maximum VAGVX drawdown since its inception was -20.54%, smaller than the maximum FSKLX drawdown of -27.26%. Use the drawdown chart below to compare losses from any high point for VAGVX and FSKLX.


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Drawdown Indicators


VAGVXFSKLXDifference

Max Drawdown

Largest peak-to-trough decline

-20.54%

-27.26%

+6.72%

Max Drawdown (1Y)

Largest decline over 1 year

-12.89%

-8.64%

-4.25%

Max Drawdown (5Y)

Largest decline over 5 years

-24.99%

Max Drawdown (10Y)

Largest decline over 10 years

-27.26%

Current Drawdown

Current decline from peak

-7.46%

-5.92%

-1.54%

Average Drawdown

Average peak-to-trough decline

-4.20%

-5.14%

+0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

2.46%

+0.41%

Volatility

VAGVX vs. FSKLX - Volatility Comparison

Vanguard Advice Select Global Value Fund (VAGVX) has a higher volatility of 5.57% compared to Fidelity SAI International Low Volatility Index Fund (FSKLX) at 4.55%. This indicates that VAGVX's price experiences larger fluctuations and is considered to be riskier than FSKLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VAGVXFSKLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

4.55%

+1.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.94%

7.50%

+2.44%

Volatility (1Y)

Calculated over the trailing 1-year period

17.08%

12.34%

+4.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.60%

11.45%

+4.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.60%

11.90%

+3.70%