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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.

60.00%65.00%70.00%75.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
63.06%
59.63%
VDIPX
FSPSX

Key characteristics

Sharpe Ratio

VDIPX:

0.30

FSPSX:

0.22

Sortino Ratio

VDIPX:

0.50

FSPSX:

0.38

Omega Ratio

VDIPX:

1.06

FSPSX:

1.05

Calmar Ratio

VDIPX:

0.36

FSPSX:

0.23

Martin Ratio

VDIPX:

1.16

FSPSX:

0.80

Ulcer Index

VDIPX:

3.36%

FSPSX:

3.53%

Daily Std Dev

VDIPX:

12.78%

FSPSX:

13.01%

Max Drawdown

VDIPX:

-35.61%

FSPSX:

-33.69%

Current Drawdown

VDIPX:

-10.80%

FSPSX:

-12.35%

Returns By Period

In the year-to-date period, VDIPX achieves a 1.09% return, which is significantly higher than FSPSX's 0.19% return. Both investments have delivered pretty close results over the past 10 years, with VDIPX having a 5.13% annualized return and FSPSX not far behind at 4.89%.


VDIPX

YTD

1.09%

1M

-3.43%

6M

-2.73%

1Y

2.28%

5Y*

4.48%

10Y*

5.13%

FSPSX

YTD

0.19%

1M

-3.94%

6M

-4.77%

1Y

1.31%

5Y*

4.25%

10Y*

4.89%

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 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 0.30, compared to the broader market-1.000.001.002.003.004.000.300.22
The chart of Sortino ratio for VDIPX, currently valued at 0.50, compared to the broader market-2.000.002.004.006.008.0010.000.500.38
The chart of Omega ratio for VDIPX, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.003.501.061.05
The chart of Calmar ratio for VDIPX, currently valued at 0.36, compared to the broader market0.002.004.006.008.0010.0012.0014.000.360.23
The chart of Martin ratio for VDIPX, currently valued at 1.16, compared to the broader market0.0020.0040.0060.001.160.80
VDIPX
FSPSX

The current VDIPX Sharpe Ratio is 0.30, which is higher than the FSPSX Sharpe Ratio of 0.22. 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.30
0.22
VDIPX
FSPSX

Dividends

VDIPX vs. FSPSX - Dividend Comparison

VDIPX's dividend yield for the trailing twelve months is around 1.88%, more than FSPSX's 0.38% yield.


TTM20232022202120202019201820172016201520142013
VDIPX
Vanguard Developed Markets Index Fund Institutional Plus Shares
1.88%3.16%2.92%3.17%2.05%3.05%3.35%2.79%3.08%2.95%2.57%0.00%
FSPSX
Fidelity International Index Fund
0.38%2.79%2.66%3.07%1.84%3.18%2.79%2.36%2.99%2.79%3.53%2.59%

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.80%
-12.35%
VDIPX
FSPSX

Volatility

VDIPX vs. FSPSX - Volatility Comparison

The current volatility for Vanguard Developed Markets Index Fund Institutional Plus Shares (VDIPX) is 3.59%, while Fidelity International Index Fund (FSPSX) has a volatility of 4.63%. This indicates that VDIPX experiences smaller price fluctuations and is considered to be less risky than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.59%
4.63%
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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