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VDIPX vs. FSGEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VDIPX vs. FSGEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Developed Markets Index Fund Institutional Plus Shares (VDIPX) and Fidelity Series Global ex U.S. Index Fund (FSGEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with VDIPX having a 15.16% return and FSGEX slightly lower at 14.81%. Both investments have delivered pretty close results over the past 10 years, with VDIPX having a 10.20% annualized return and FSGEX not far behind at 9.86%.


VDIPX

1D
-0.66%
1M
4.06%
YTD
15.16%
6M
18.09%
1Y
32.08%
3Y*
19.97%
5Y*
9.65%
10Y*
10.20%

FSGEX

1D
-0.90%
1M
4.06%
YTD
14.81%
6M
17.29%
1Y
31.94%
3Y*
19.80%
5Y*
8.70%
10Y*
9.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VDIPX vs. FSGEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VDIPX
Vanguard Developed Markets Index Fund Institutional Plus Shares
15.16%35.15%3.08%17.78%-15.35%11.45%10.26%22.06%-14.48%26.48%
FSGEX
Fidelity Series Global ex U.S. Index Fund
14.81%32.99%5.34%15.56%-15.75%7.77%10.75%21.41%-13.99%27.47%

Correlation

The correlation between VDIPX and FSGEX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2015

0.97

The correlation between VDIPX and FSGEX has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

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Return for Risk

VDIPX vs. FSGEX — Risk / Return Rank

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

VDIPX
VDIPX Risk / Return Rank: 5353
Overall Rank
VDIPX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VDIPX Sortino Ratio Rank: 5050
Sortino Ratio Rank
VDIPX Omega Ratio Rank: 5151
Omega Ratio Rank
VDIPX Calmar Ratio Rank: 5454
Calmar Ratio Rank
VDIPX Martin Ratio Rank: 5454
Martin Ratio Rank

FSGEX
FSGEX Risk / Return Rank: 5757
Overall Rank
FSGEX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FSGEX Sortino Ratio Rank: 5353
Sortino Ratio Rank
FSGEX Omega Ratio Rank: 5757
Omega Ratio Rank
FSGEX Calmar Ratio Rank: 5959
Calmar Ratio Rank
FSGEX Martin Ratio Rank: 5757
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.

VDIPX vs. FSGEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Developed Markets Index Fund Institutional Plus Shares (VDIPX) and Fidelity Series Global ex U.S. Index Fund (FSGEX). 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.


VDIPXFSGEXDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.39

1.42

-0.02

Calmar ratioReturn relative to maximum drawdown

2.82

2.93

-0.11

Martin ratioReturn relative to average drawdown

10.93

11.47

-0.53

VDIPX vs. FSGEX - Sharpe Ratio Comparison

The current VDIPX Sharpe Ratio is 2.18, which is comparable to the FSGEX Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of VDIPX and FSGEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VDIPXFSGEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.18

2.26

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.57

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.61

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.41

+0.13

Drawdowns

VDIPX vs. FSGEX - Drawdown Comparison

The maximum VDIPX drawdown since its inception was -35.61%, roughly equal to the maximum FSGEX drawdown of -34.74%. Use the drawdown chart below to compare losses from any high point for VDIPX and FSGEX.


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Drawdown Indicators


VDIPXFSGEXDifference

Max Drawdown

Largest peak-to-trough decline

-35.61%

-34.74%

-0.87%

Max Drawdown (1Y)

Largest decline over 1 year

-11.67%

-11.24%

-0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-13.15%

-13.34%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-29.69%

-29.66%

-0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-35.61%

-34.74%

-0.87%

Current Drawdown

Current decline from peak

-0.66%

-0.90%

+0.24%

Average Drawdown

Average peak-to-trough decline

-7.20%

-8.44%

+1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

2.86%

+0.14%

Volatility

VDIPX vs. FSGEX - Volatility Comparison

Vanguard Developed Markets Index Fund Institutional Plus Shares (VDIPX) and Fidelity Series Global ex U.S. Index Fund (FSGEX) have volatilities of 4.97% and 5.04%, 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


VDIPXFSGEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

5.04%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

12.53%

12.31%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

15.09%

14.57%

+0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.88%

15.40%

+0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.53%

16.22%

+0.31%

VDIPX vs. FSGEX - Expense Ratio Comparison

VDIPX has a 0.04% expense ratio, which is higher than FSGEX's 0.01% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VDIPX vs. FSGEX - Dividend Comparison

VDIPX's dividend yield for the trailing twelve months is around 2.62%, which matches FSGEX's 2.63% yield.


PositionTTM20252024202320222021202020192018201720162015
FSGEX
Fidelity Series Global ex U.S. Index Fund
2.63%3.02%2.98%2.90%2.78%2.59%1.68%2.10%2.86%2.48%2.56%2.61%
VDIPX
Vanguard Developed Markets Index Fund Institutional Plus Shares
2.62%3.23%3.37%3.16%2.92%3.17%2.05%3.05%3.36%2.79%3.08%2.95%

Frequently Asked Questions


With a correlation of 0.94, VDIPX and FSGEX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FSGEX has higher volatility (5.04%) compared to VDIPX (4.97%). In terms of maximum drawdown, VDIPX dropped -35.61% vs FSGEX's -34.74%.

FSGEX currently has the higher Sharpe Ratio (2.26 vs 2.18), 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.

Portfolio Optimizer

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