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VDIPX vs. FSPSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VDIPX and FSPSX is 0.99, 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.


-0.50.00.51.01.0

Performance

VDIPX vs. FSPSX - 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 International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

65.00%70.00%75.00%80.00%85.00%90.00%AugustSeptemberOctoberNovemberDecember2025
68.90%
73.37%
VDIPX
FSPSX

Key characteristics

Sharpe Ratio

VDIPX:

0.69

FSPSX:

0.69

Sortino Ratio

VDIPX:

1.02

FSPSX:

1.01

Omega Ratio

VDIPX:

1.13

FSPSX:

1.12

Calmar Ratio

VDIPX:

0.87

FSPSX:

0.84

Martin Ratio

VDIPX:

2.17

FSPSX:

2.05

Ulcer Index

VDIPX:

3.99%

FSPSX:

4.18%

Daily Std Dev

VDIPX:

12.51%

FSPSX:

12.47%

Max Drawdown

VDIPX:

-35.61%

FSPSX:

-33.69%

Current Drawdown

VDIPX:

-7.61%

FSPSX:

-7.81%

Returns By Period

The year-to-date returns for both investments are quite close, with VDIPX having a 1.58% return and FSPSX slightly higher at 1.62%. Both investments have delivered pretty close results over the past 10 years, with VDIPX having a 5.61% annualized return and FSPSX not far behind at 5.44%.


VDIPX

YTD

1.58%

1M

1.75%

6M

-1.72%

1Y

7.74%

5Y*

4.84%

10Y*

5.61%

FSPSX

YTD

1.62%

1M

2.02%

6M

-1.84%

1Y

7.53%

5Y*

4.96%

10Y*

5.44%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VDIPX vs. FSPSX - Expense Ratio Comparison

VDIPX has a 0.04% expense ratio, which is higher than FSPSX's 0.04% 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%.


VDIPX
Vanguard Developed Markets Index Fund Institutional Plus Shares
Expense ratio chart for VDIPX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for FSPSX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

VDIPX vs. FSPSX — Risk-Adjusted Performance Rank

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

VDIPX
The Risk-Adjusted Performance Rank of VDIPX is 3535
Overall Rank
The Sharpe Ratio Rank of VDIPX is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of VDIPX is 3232
Sortino Ratio Rank
The Omega Ratio Rank of VDIPX is 2727
Omega Ratio Rank
The Calmar Ratio Rank of VDIPX is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VDIPX is 2828
Martin Ratio Rank

FSPSX
The Risk-Adjusted Performance Rank of FSPSX is 3434
Overall Rank
The Sharpe Ratio Rank of FSPSX is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPSX is 3030
Sortino Ratio Rank
The Omega Ratio Rank of FSPSX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of FSPSX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of FSPSX is 2626
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VDIPX vs. FSPSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Developed Markets Index Fund Institutional Plus Shares (VDIPX) and Fidelity International Index Fund (FSPSX). 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.


Sharpe ratio
The chart of Sharpe ratio for VDIPX, currently valued at 0.69, compared to the broader market-1.000.001.002.003.004.000.690.69
The chart of Sortino ratio for VDIPX, currently valued at 1.02, compared to the broader market0.005.0010.001.021.01
The chart of Omega ratio for VDIPX, currently valued at 1.13, compared to the broader market1.002.003.004.001.131.12
The chart of Calmar ratio for VDIPX, currently valued at 0.87, compared to the broader market0.005.0010.0015.0020.000.870.84
The chart of Martin ratio for VDIPX, currently valued at 2.17, compared to the broader market0.0020.0040.0060.0080.002.172.05
VDIPX
FSPSX

The current VDIPX Sharpe Ratio is 0.69, which is comparable to the FSPSX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of VDIPX and FSPSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.69
0.69
VDIPX
FSPSX

Dividends

VDIPX vs. FSPSX - Dividend Comparison

VDIPX's dividend yield for the trailing twelve months is around 3.31%, more than FSPSX's 3.22% yield.


TTM20242023202220212020201920182017201620152014
VDIPX
Vanguard Developed Markets Index Fund Institutional Plus Shares
3.31%3.36%3.16%2.92%3.17%2.05%3.05%3.35%2.79%3.08%2.95%2.57%
FSPSX
Fidelity International Index Fund
3.22%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.36%2.99%2.83%7.05%

Drawdowns

VDIPX vs. FSPSX - Drawdown Comparison

The maximum VDIPX drawdown since its inception was -35.61%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for VDIPX and FSPSX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.61%
-7.81%
VDIPX
FSPSX

Volatility

VDIPX vs. FSPSX - Volatility Comparison

Vanguard Developed Markets Index Fund Institutional Plus Shares (VDIPX) and Fidelity International Index Fund (FSPSX) have volatilities of 3.63% and 3.75%, 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.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.63%
3.75%
VDIPX
FSPSX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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