VAIGX vs. FPBFX
VAIGX (Vanguard Advice Select International Growth Fund) and FPBFX (Fidelity Pacific Basin Fund) are both mutual funds - VAIGX is a Foreign Large Cap Equities fund managed by Vanguard, while FPBFX is a Asia Pacific Equities fund managed by Fidelity. Over the past 3 years, VAIGX returned 10.87%/yr vs 26.81%/yr for FPBFX. A 0.79 correlation means they provide meaningful diversification when combined. VAIGX charges 0.42%/yr vs 1.04%/yr for FPBFX.
Performance
VAIGX vs. FPBFX - Performance Comparison
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Returns By Period
In the year-to-date period, VAIGX achieves a -2.83% return, which is significantly lower than FPBFX's 31.13% return.
VAIGX
- 1D
- -2.29%
- 1M
- 3.00%
- YTD
- -2.83%
- 6M
- -2.87%
- 1Y
- -4.98%
- 3Y*
- 10.87%
- 5Y*
- —
- 10Y*
- —
FPBFX
- 1D
- -0.35%
- 1M
- 8.64%
- YTD
- 31.13%
- 6M
- 34.00%
- 1Y
- 59.22%
- 3Y*
- 26.81%
- 5Y*
- 10.62%
- 10Y*
- 13.28%
VAIGX vs. FPBFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VAIGX Vanguard Advice Select International Growth Fund | -2.83% | 17.01% | 19.11% | 15.53% | -28.63% |
FPBFX Fidelity Pacific Basin Fund | 31.13% | 37.15% | 9.26% | 14.07% | -18.11% |
Correlation
The correlation between VAIGX and FPBFX 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 | 0.77 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2022 | 0.79 |
The correlation between VAIGX and FPBFX has been stable across timeframes, ranging from 0.76 to 0.79 - a consistent structural relationship.
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Return for Risk
VAIGX vs. FPBFX — Risk / Return Rank
VAIGX
FPBFX
VAIGX vs. FPBFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Advice Select International Growth Fund (VAIGX) and Fidelity Pacific Basin Fund (FPBFX). 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.
| VAIGX | FPBFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.31 | ||
| Sortino ratioReturn per unit of downside risk | -4.02 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.55 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | 5.07 | -5.24 |
| Martin ratioReturn relative to average drawdown | -0.41 | 19.43 | -19.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VAIGX | FPBFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.19 | 3.12 | -3.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.56 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.45 | -0.36 |
Drawdowns
VAIGX vs. FPBFX - Drawdown Comparison
The maximum VAIGX drawdown since its inception was -41.46%, smaller than the maximum FPBFX drawdown of -69.06%. Use the drawdown chart below to compare losses from any high point for VAIGX and FPBFX.
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Drawdown Indicators
| VAIGX | FPBFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.46% | -69.06% | +27.60% |
Max Drawdown (1Y)Largest decline over 1 year | -21.75% | -12.25% | -9.50% |
Max Drawdown (3Y)Largest decline over 3 years | -25.25% | -19.48% | -5.77% |
Max Drawdown (5Y)Largest decline over 5 years | — | -37.97% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.85% | — |
Current DrawdownCurrent decline from peak | -11.37% | -0.35% | -11.02% |
Average DrawdownAverage peak-to-trough decline | -14.33% | -17.58% | +3.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.23% | 3.19% | +6.04% |
Volatility
VAIGX vs. FPBFX - Volatility Comparison
Vanguard Advice Select International Growth Fund (VAIGX) and Fidelity Pacific Basin Fund (FPBFX) have volatilities of 5.65% and 5.90%, 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.
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Volatility by Period
| VAIGX | FPBFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.65% | 5.90% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 16.19% | 15.96% | +0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.37% | 19.86% | +0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.92% | 19.09% | +9.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.92% | 17.69% | +11.23% |
VAIGX vs. FPBFX - Expense Ratio Comparison
VAIGX has a 0.42% expense ratio, which is lower than FPBFX's 1.04% expense ratio.
Dividends
VAIGX vs. FPBFX - Dividend Comparison
VAIGX's dividend yield for the trailing twelve months is around 4.65%, less than FPBFX's 6.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FPBFX Fidelity Pacific Basin Fund | 6.25% | 8.19% | 5.99% | 5.36% | 8.76% | 14.97% | 4.45% | 0.75% | 10.88% | 4.36% | 2.38% | 3.61% |
VAIGX Vanguard Advice Select International Growth Fund | 4.65% | 4.52% | 0.82% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VAIGX and FPBFX 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.
FPBFX has higher volatility (5.90%) compared to VAIGX (5.65%). In terms of maximum drawdown, VAIGX dropped -41.46% vs FPBFX's -69.06%.
FPBFX currently has the higher Sharpe Ratio (3.12 vs -0.19), 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.
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