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VFSNX vs. FIQIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VFSNX vs. FIQIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX) and Fidelity Advisor International Small Cap Fund Class Z (FIQIX). The values are adjusted to include any dividend payments, if applicable.

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VFSNX vs. FIQIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VFSNX
Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares
-1.08%29.97%2.63%15.18%-21.26%12.74%11.92%21.72%-9.14%
FIQIX
Fidelity Advisor International Small Cap Fund Class Z
-2.49%24.80%0.14%19.76%-16.53%13.56%10.12%21.61%-7.47%

Returns By Period

In the year-to-date period, VFSNX achieves a -1.08% return, which is significantly higher than FIQIX's -2.49% return.


VFSNX

1D
-0.56%
1M
-11.47%
YTD
-1.08%
6M
1.46%
1Y
26.81%
3Y*
12.77%
5Y*
5.20%
10Y*
7.33%

FIQIX

1D
-0.30%
1M
-10.40%
YTD
-2.49%
6M
-0.76%
1Y
15.97%
3Y*
10.38%
5Y*
5.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VFSNX vs. FIQIX - Expense Ratio Comparison

VFSNX has a 0.11% expense ratio, which is lower than FIQIX's 0.89% expense ratio.


Return for Risk

VFSNX vs. FIQIX — Risk / Return Rank

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

VFSNX
VFSNX Risk / Return Rank: 8585
Overall Rank
VFSNX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VFSNX Sortino Ratio Rank: 8686
Sortino Ratio Rank
VFSNX Omega Ratio Rank: 8585
Omega Ratio Rank
VFSNX Calmar Ratio Rank: 8484
Calmar Ratio Rank
VFSNX Martin Ratio Rank: 8383
Martin Ratio Rank

FIQIX
FIQIX Risk / Return Rank: 5656
Overall Rank
FIQIX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FIQIX Sortino Ratio Rank: 5656
Sortino Ratio Rank
FIQIX Omega Ratio Rank: 5959
Omega Ratio Rank
FIQIX Calmar Ratio Rank: 5454
Calmar Ratio Rank
FIQIX Martin Ratio Rank: 4646
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.

VFSNX vs. FIQIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX) and Fidelity Advisor International Small Cap Fund Class Z (FIQIX). 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.


VFSNXFIQIXDifference

Sharpe ratio

Return per unit of total volatility

1.78

1.11

+0.68

Sortino ratio

Return per unit of downside risk

2.29

1.47

+0.82

Omega ratio

Gain probability vs. loss probability

1.35

1.23

+0.12

Calmar ratio

Return relative to maximum drawdown

2.09

1.28

+0.82

Martin ratio

Return relative to average drawdown

8.39

4.66

+3.73

VFSNX vs. FIQIX - Sharpe Ratio Comparison

The current VFSNX Sharpe Ratio is 1.78, which is higher than the FIQIX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of VFSNX and FIQIX, 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


VFSNXFIQIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

1.11

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.39

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.50

+0.05

Correlation

The correlation between VFSNX and FIQIX is 0.94, 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

VFSNX vs. FIQIX - Dividend Comparison

VFSNX's dividend yield for the trailing twelve months is around 3.40%, less than FIQIX's 3.78% yield.


TTM20252024202320222021202020192018201720162015
VFSNX
Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares
3.40%3.36%3.41%3.11%2.26%2.70%1.90%3.25%2.81%2.85%2.93%2.69%
FIQIX
Fidelity Advisor International Small Cap Fund Class Z
3.78%3.68%2.73%1.99%0.83%7.39%0.93%2.47%6.33%0.00%0.00%0.00%

Drawdowns

VFSNX vs. FIQIX - Drawdown Comparison

The maximum VFSNX drawdown since its inception was -43.65%, which is greater than FIQIX's maximum drawdown of -36.61%. Use the drawdown chart below to compare losses from any high point for VFSNX and FIQIX.


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Drawdown Indicators


VFSNXFIQIXDifference

Max Drawdown

Largest peak-to-trough decline

-43.65%

-36.61%

-7.04%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

-10.72%

-0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-33.75%

-30.95%

-2.80%

Max Drawdown (10Y)

Largest decline over 10 years

-43.65%

Current Drawdown

Current decline from peak

-11.47%

-10.40%

-1.07%

Average Drawdown

Average peak-to-trough decline

-9.56%

-6.88%

-2.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

2.93%

-0.07%

Volatility

VFSNX vs. FIQIX - Volatility Comparison

Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX) has a higher volatility of 6.02% compared to Fidelity Advisor International Small Cap Fund Class Z (FIQIX) at 5.72%. This indicates that VFSNX's price experiences larger fluctuations and is considered to be riskier than FIQIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFSNXFIQIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.02%

5.72%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

8.69%

+1.16%

Volatility (1Y)

Calculated over the trailing 1-year period

14.43%

13.29%

+1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.85%

13.36%

+1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.66%

15.11%

+0.55%