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VDPG.L vs. FDFIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VDPG.L and FDFIX is 0.54, 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.


-0.50.00.51.00.5

Performance

VDPG.L vs. FDFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) and Fidelity Flex 500 Index Fund (FDFIX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-4.80%
8.87%
VDPG.L
FDFIX

Key characteristics

Sharpe Ratio

VDPG.L:

-0.13

FDFIX:

2.20

Sortino Ratio

VDPG.L:

-0.09

FDFIX:

2.92

Omega Ratio

VDPG.L:

0.99

FDFIX:

1.41

Calmar Ratio

VDPG.L:

-0.14

FDFIX:

3.27

Martin Ratio

VDPG.L:

-0.52

FDFIX:

14.41

Ulcer Index

VDPG.L:

3.44%

FDFIX:

1.91%

Daily Std Dev

VDPG.L:

13.59%

FDFIX:

12.52%

Max Drawdown

VDPG.L:

-30.11%

FDFIX:

-33.77%

Current Drawdown

VDPG.L:

-8.04%

FDFIX:

-2.92%

Returns By Period

In the year-to-date period, VDPG.L achieves a -3.59% return, which is significantly lower than FDFIX's 25.59% return.


VDPG.L

YTD

-3.59%

1M

-4.72%

6M

-4.42%

1Y

-1.91%

5Y*

2.80%

10Y*

N/A

FDFIX

YTD

25.59%

1M

0.00%

6M

8.87%

1Y

26.21%

5Y*

14.71%

10Y*

N/A

Compare stocks, funds, or ETFs

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


VDPG.L vs. FDFIX - Expense Ratio Comparison

VDPG.L has a 0.15% expense ratio, which is higher than FDFIX's 0.00% 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%.


VDPG.L
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc
Expense ratio chart for VDPG.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for FDFIX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

VDPG.L vs. FDFIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) and Fidelity Flex 500 Index Fund (FDFIX). 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 VDPG.L, currently valued at -0.31, compared to the broader market0.002.004.00-0.312.05
The chart of Sortino ratio for VDPG.L, currently valued at -0.33, compared to the broader market-2.000.002.004.006.008.0010.00-0.332.74
The chart of Omega ratio for VDPG.L, currently valued at 0.96, compared to the broader market0.501.001.502.002.503.000.961.39
The chart of Calmar ratio for VDPG.L, currently valued at -0.24, compared to the broader market0.005.0010.0015.00-0.243.03
The chart of Martin ratio for VDPG.L, currently valued at -1.08, compared to the broader market0.0020.0040.0060.0080.00100.00-1.0813.45
VDPG.L
FDFIX

The current VDPG.L Sharpe Ratio is -0.13, which is lower than the FDFIX Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of VDPG.L and FDFIX, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.31
2.05
VDPG.L
FDFIX

Dividends

VDPG.L vs. FDFIX - Dividend Comparison

VDPG.L has not paid dividends to shareholders, while FDFIX's dividend yield for the trailing twelve months is around 0.88%.


TTM2023202220212020201920182017
VDPG.L
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FDFIX
Fidelity Flex 500 Index Fund
0.88%1.48%1.70%1.18%1.52%1.78%1.81%0.85%

Drawdowns

VDPG.L vs. FDFIX - Drawdown Comparison

The maximum VDPG.L drawdown since its inception was -30.11%, smaller than the maximum FDFIX drawdown of -33.77%. Use the drawdown chart below to compare losses from any high point for VDPG.L and FDFIX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.39%
-2.92%
VDPG.L
FDFIX

Volatility

VDPG.L vs. FDFIX - Volatility Comparison

The current volatility for Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) is 2.74%, while Fidelity Flex 500 Index Fund (FDFIX) has a volatility of 3.64%. This indicates that VDPG.L experiences smaller price fluctuations and is considered to be less risky than FDFIX 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%7.00%JulyAugustSeptemberOctoberNovemberDecember
2.74%
3.64%
VDPG.L
FDFIX
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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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