PortfoliosLab logoPortfoliosLab logo
VEUSX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEUSX vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard European Stock Index Fund Admiral Shares (VEUSX) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VEUSX vs. FSPSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEUSX
Vanguard European Stock Index Fund Admiral Shares
-3.87%35.41%2.01%19.99%-16.06%16.28%6.43%24.22%-14.81%27.04%
FSPSX
Fidelity International Index Fund
-1.94%31.98%3.70%18.31%-14.23%11.45%8.16%22.03%-13.55%25.37%

Returns By Period

In the year-to-date period, VEUSX achieves a -3.87% return, which is significantly lower than FSPSX's -1.94% return. Both investments have delivered pretty close results over the past 10 years, with VEUSX having a 8.59% annualized return and FSPSX not far ahead at 8.65%.


VEUSX

1D
0.62%
1M
-11.11%
YTD
-3.87%
6M
1.30%
1Y
17.58%
3Y*
13.14%
5Y*
8.35%
10Y*
8.59%

FSPSX

1D
0.42%
1M
-10.86%
YTD
-1.94%
6M
2.58%
1Y
19.89%
3Y*
13.50%
5Y*
7.96%
10Y*
8.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


VEUSX vs. FSPSX - Expense Ratio Comparison

VEUSX has a 0.10% 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%.


Return for Risk

VEUSX vs. FSPSX — Risk / Return Rank

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

VEUSX
VEUSX Risk / Return Rank: 5252
Overall Rank
VEUSX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
VEUSX Sortino Ratio Rank: 5050
Sortino Ratio Rank
VEUSX Omega Ratio Rank: 4949
Omega Ratio Rank
VEUSX Calmar Ratio Rank: 5757
Calmar Ratio Rank
VEUSX Martin Ratio Rank: 5252
Martin Ratio Rank

FSPSX
FSPSX Risk / Return Rank: 6464
Overall Rank
FSPSX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FSPSX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FSPSX Omega Ratio Rank: 6060
Omega Ratio Rank
FSPSX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FSPSX 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.

VEUSX vs. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard European Stock Index Fund Admiral Shares (VEUSX) 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.


VEUSXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

0.98

1.11

-0.14

Sortino ratio

Return per unit of downside risk

1.38

1.56

-0.18

Omega ratio

Gain probability vs. loss probability

1.20

1.23

-0.03

Calmar ratio

Return relative to maximum drawdown

1.32

1.54

-0.23

Martin ratio

Return relative to average drawdown

5.06

5.93

-0.87

VEUSX vs. FSPSX - Sharpe Ratio Comparison

The current VEUSX Sharpe Ratio is 0.98, which is comparable to the FSPSX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of VEUSX 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.


Loading graphics...

Sharpe Ratios by Period


VEUSXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.11

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.51

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.53

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.46

-0.16

Correlation

The correlation between VEUSX and FSPSX is 0.96, 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.


Dividends

VEUSX vs. FSPSX - Dividend Comparison

VEUSX's dividend yield for the trailing twelve months is around 3.08%, less than FSPSX's 3.22% yield.


TTM20252024202320222021202020192018201720162015
VEUSX
Vanguard European Stock Index Fund Admiral Shares
3.08%2.84%3.58%3.13%3.22%3.02%2.08%3.26%3.92%2.70%3.52%3.24%
FSPSX
Fidelity International Index Fund
3.22%3.15%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%

Drawdowns

VEUSX vs. FSPSX - Drawdown Comparison

The maximum VEUSX drawdown since its inception was -63.28%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for VEUSX and FSPSX.


Loading graphics...

Drawdown Indicators


VEUSXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-63.28%

-33.69%

-29.59%

Max Drawdown (1Y)

Largest decline over 1 year

-11.97%

-11.39%

-0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-32.72%

-29.41%

-3.31%

Max Drawdown (10Y)

Largest decline over 10 years

-36.87%

-33.69%

-3.18%

Current Drawdown

Current decline from peak

-11.26%

-10.86%

-0.40%

Average Drawdown

Average peak-to-trough decline

-13.02%

-6.59%

-6.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

2.96%

+0.15%

Volatility

VEUSX vs. FSPSX - Volatility Comparison

Vanguard European Stock Index Fund Admiral Shares (VEUSX) and Fidelity International Index Fund (FSPSX) have volatilities of 6.93% and 7.04%, 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.


Loading graphics...

Volatility by Period


VEUSXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.93%

7.04%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

10.60%

10.63%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

16.73%

16.79%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.15%

15.77%

+1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.13%

16.47%

+1.66%