VEU vs. FIGFX
VEU (Vanguard FTSE All-World ex-US ETF) and FIGFX (Fidelity International Growth Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, VEU returned 9.63%/yr vs 9.18%/yr for FIGFX. Their correlation of 0.92 means they have usually moved in the same direction. VEU charges 0.04%/yr vs 0.84%/yr for FIGFX.
Performance
VEU vs. FIGFX - Performance Comparison
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Returns By Period
In the year-to-date period, VEU achieves a 13.83% return, which is significantly higher than FIGFX's 7.52% return. Both investments have delivered pretty close results over the past 10 years, with VEU having a 9.63% annualized return and FIGFX not far behind at 9.18%.
VEU
- 1D
- 0.45%
- 1M
- 0.29%
- 6M
- 7.13%
- YTD
- 13.83%
- 1Y
- 28.98%
- 3Y*
- 18.48%
- 5Y*
- 9.01%
- 10Y*
- 9.63%
- ALL TIME*
- 5.48%
FIGFX
- 1D
- 0.00%
- 1M
- -2.67%
- 6M
- 1.16%
- YTD
- 7.52%
- 1Y
- 14.70%
- 3Y*
- 11.85%
- 5Y*
- 4.85%
- 10Y*
- 9.18%
- ALL TIME*
- 6.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $232.81M | $239.63M | $222.48M |
VEU vs. FIGFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VEU Vanguard FTSE All-World ex-US ETF | 13.83% | 32.35% | 5.56% | 15.84% | -15.58% | 8.27% | 11.10% | 21.83% | -14.18% | 27.40% |
FIGFX Fidelity International Growth Fund | 7.52% | 17.91% | 4.90% | 20.89% | -23.19% | 15.42% | 16.95% | 33.97% | -11.52% | 28.83% |
Correlation
The correlation between VEU and FIGFX is 0.92, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.89 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2007 | 0.92 |
The correlation between VEU and FIGFX has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.
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Return for Risk
VEU vs. FIGFX — Risk / Return Rank
VEU
FIGFX
VEU vs. FIGFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US ETF (VEU) and Fidelity International Growth Fund (FIGFX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VEU | FIGFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.02 | ||
| Sortino ratioReturn per unit of downside risk | +1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.14 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 1.02 | +1.52 |
| Martin ratioReturn relative to average drawdown | 9.31 | 3.50 | +5.81 |
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Drawdowns
VEU vs. FIGFX - Drawdown Comparison
The maximum VEU drawdown since its inception was -61.52%, which is greater than FIGFX's maximum drawdown of -55.97%. Use the drawdown chart below to compare losses from any high point for VEU and FIGFX.
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Drawdown Indicators
| VEU | FIGFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.52% | -55.97% | -5.55% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -13.95% | +2.52% |
Max Drawdown (3Y)Largest decline over 3 years | -13.69% | -16.51% | +2.82% |
Max Drawdown (5Y)Largest decline over 5 years | -29.14% | -34.91% | +5.77% |
Max Drawdown (10Y)Largest decline over 10 years | -34.98% | -34.91% | -0.07% |
Current DrawdownCurrent decline from peak | -2.36% | -4.79% | +2.43% |
Average DrawdownAverage peak-to-trough decline | -13.04% | -10.34% | -2.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 4.08% | -0.96% |
Volatility
VEU vs. FIGFX - Volatility Comparison
The current volatility for Vanguard FTSE All-World ex-US ETF (VEU) is 5.32%, while Fidelity International Growth Fund (FIGFX) has a volatility of 6.53%. This indicates that VEU experiences smaller price fluctuations and is considered to be less risky than FIGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VEU | FIGFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.32% | 6.53% | -1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 15.02% | 18.29% | -3.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.96% | 20.59% | -3.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.37% | 18.58% | -2.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.08% | 17.91% | -0.83% |
VEU vs. FIGFX - Expense Ratio Comparison
VEU has a 0.04% expense ratio, which is lower than FIGFX's 0.84% expense ratio.
Dividends
VEU vs. FIGFX - Dividend Comparison
VEU's dividend yield for the trailing twelve months is around 2.54%, less than FIGFX's 3.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIGFX Fidelity International Growth Fund | 3.20% | 3.44% | 0.78% | 0.48% | 1.66% | 1.93% | 0.11% | 0.97% | 0.88% | 0.12% | 1.24% | 0.77% |
VEU Vanguard FTSE All-World ex-US ETF | 2.54% | 3.09% | 3.24% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% |
Frequently Asked Questions
With a correlation of 0.92, VEU and FIGFX 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.
FIGFX has higher volatility (6.53%) compared to VEU (5.32%). In terms of maximum drawdown, VEU dropped -61.52% vs FIGFX's -55.97%.
VEU currently has the higher Sharpe Ratio (1.72 vs 0.69), 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.
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