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VDPG.L vs. FDFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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VDPG.L vs. FDFIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VDPG.L
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc
11.14%30.58%-3.05%4.09%-1.89%1.95%15.56%1.01%
FDFIX
Fidelity Flex 500 Index Fund
-2.80%9.22%27.24%19.96%-8.37%29.91%14.98%1.37%
Different Trading Currencies

VDPG.L is traded in GBP, while FDFIX is traded in USD. To make them comparable, the FDFIX values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, VDPG.L achieves a 11.14% return, which is significantly higher than FDFIX's -2.80% return.


VDPG.L

1D
-1.12%
1M
-11.68%
YTD
11.14%
6M
20.93%
1Y
45.88%
3Y*
13.35%
5Y*
7.22%
10Y*

FDFIX

1D
2.57%
1M
-3.69%
YTD
-2.80%
6M
-0.69%
1Y
14.08%
3Y*
15.42%
5Y*
12.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


Return for Risk

VDPG.L vs. FDFIX — Risk / Return Rank

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

VDPG.L
VDPG.L Risk / Return Rank: 9494
Overall Rank
VDPG.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
VDPG.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
VDPG.L Omega Ratio Rank: 9696
Omega Ratio Rank
VDPG.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
VDPG.L Martin Ratio Rank: 9090
Martin Ratio Rank

FDFIX
FDFIX Risk / Return Rank: 5252
Overall Rank
FDFIX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
FDFIX Sortino Ratio Rank: 5050
Sortino Ratio Rank
FDFIX Omega Ratio Rank: 5353
Omega Ratio Rank
FDFIX Calmar Ratio Rank: 5151
Calmar Ratio Rank
FDFIX Martin Ratio Rank: 6363
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.

VDPG.L vs. FDFIX - Risk-Adjusted Trends 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.


VDPG.LFDFIXDifference

Sharpe ratio

Return per unit of total volatility

2.68

0.78

+1.91

Sortino ratio

Return per unit of downside risk

3.21

1.20

+2.01

Omega ratio

Gain probability vs. loss probability

1.50

1.18

+0.31

Calmar ratio

Return relative to maximum drawdown

3.41

1.14

+2.27

Martin ratio

Return relative to average drawdown

12.71

4.47

+8.24

VDPG.L vs. FDFIX - Sharpe Ratio Comparison

The current VDPG.L Sharpe Ratio is 2.68, which is higher than the FDFIX Sharpe Ratio of 0.78. 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.


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Sharpe Ratios by Period


VDPG.LFDFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.68

0.78

+1.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.80

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.68

-0.20

Correlation

The correlation between VDPG.L and FDFIX is 0.40, 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.


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 1.17%.


TTM202520242023202220212020201920182017
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%0.00%0.00%
FDFIX
Fidelity Flex 500 Index Fund
1.17%1.11%1.26%1.48%1.70%1.27%1.52%1.78%2.16%0.50%

Drawdowns

VDPG.L vs. FDFIX - Drawdown Comparison

The maximum VDPG.L drawdown since its inception was -30.11%, which is greater than FDFIX's maximum drawdown of -25.84%. Use the drawdown chart below to compare losses from any high point for VDPG.L and FDFIX.


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Drawdown Indicators


VDPG.LFDFIXDifference

Max Drawdown

Largest peak-to-trough decline

-30.11%

-33.77%

+3.66%

Max Drawdown (1Y)

Largest decline over 1 year

-13.45%

-12.13%

-1.32%

Max Drawdown (5Y)

Largest decline over 5 years

-17.64%

-24.51%

+6.87%

Current Drawdown

Current decline from peak

-13.45%

-6.36%

-7.09%

Average Drawdown

Average peak-to-trough decline

-5.97%

-4.65%

-1.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

2.57%

+1.04%

Volatility

VDPG.L vs. FDFIX - Volatility Comparison

Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) has a higher volatility of 9.64% compared to Fidelity Flex 500 Index Fund (FDFIX) at 4.51%. This indicates that VDPG.L's price experiences larger fluctuations and is considered to be riskier than FDFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VDPG.LFDFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.64%

4.51%

+5.13%

Volatility (6M)

Calculated over the trailing 6-month period

14.29%

9.53%

+4.76%

Volatility (1Y)

Calculated over the trailing 1-year period

18.13%

18.81%

-0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.90%

15.96%

-1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.89%

18.55%

-0.66%