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VFSNX vs. FSISX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VFSNX vs. FSISX - 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 SAI International Small Cap Index Fund (FSISX). The values are adjusted to include any dividend payments, if applicable.

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VFSNX vs. FSISX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VFSNX
Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares
-1.08%29.97%2.63%15.18%-21.26%0.66%
FSISX
Fidelity SAI International Small Cap Index Fund
-2.21%32.61%1.74%13.23%-21.18%-0.40%

Returns By Period

In the year-to-date period, VFSNX achieves a -1.08% return, which is significantly higher than FSISX's -2.21% 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%

FSISX

1D
-0.20%
1M
-11.73%
YTD
-2.21%
6M
0.79%
1Y
24.32%
3Y*
12.40%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VFSNX vs. FSISX - Expense Ratio Comparison

VFSNX has a 0.11% expense ratio, which is higher than FSISX's 0.10% 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

VFSNX vs. FSISX — 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

FSISX
FSISX Risk / Return Rank: 7878
Overall Rank
FSISX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FSISX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FSISX Omega Ratio Rank: 7878
Omega Ratio Rank
FSISX Calmar Ratio Rank: 7878
Calmar Ratio Rank
FSISX Martin Ratio Rank: 7373
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. FSISX - 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 SAI International Small Cap Index Fund (FSISX). 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.


VFSNXFSISXDifference

Sharpe ratio

Return per unit of total volatility

1.78

1.51

+0.27

Sortino ratio

Return per unit of downside risk

2.29

1.98

+0.32

Omega ratio

Gain probability vs. loss probability

1.35

1.30

+0.05

Calmar ratio

Return relative to maximum drawdown

2.09

1.83

+0.27

Martin ratio

Return relative to average drawdown

8.39

7.00

+1.39

VFSNX vs. FSISX - Sharpe Ratio Comparison

The current VFSNX Sharpe Ratio is 1.78, which is comparable to the FSISX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of VFSNX and FSISX, 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


VFSNXFSISXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

1.51

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

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

0.21

+0.34

Correlation

The correlation between VFSNX and FSISX is 0.93, 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. FSISX - Dividend Comparison

VFSNX's dividend yield for the trailing twelve months is around 3.40%, less than FSISX'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%
FSISX
Fidelity SAI International Small Cap Index Fund
3.78%3.70%3.33%3.13%3.02%1.30%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VFSNX vs. FSISX - Drawdown Comparison

The maximum VFSNX drawdown since its inception was -43.65%, which is greater than FSISX's maximum drawdown of -36.84%. Use the drawdown chart below to compare losses from any high point for VFSNX and FSISX.


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Drawdown Indicators


VFSNXFSISXDifference

Max Drawdown

Largest peak-to-trough decline

-43.65%

-36.84%

-6.81%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

-11.73%

+0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-33.75%

Max Drawdown (10Y)

Largest decline over 10 years

-43.65%

Current Drawdown

Current decline from peak

-11.47%

-11.73%

+0.26%

Average Drawdown

Average peak-to-trough decline

-9.56%

-13.50%

+3.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

3.07%

-0.21%

Volatility

VFSNX vs. FSISX - Volatility Comparison

Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX) and Fidelity SAI International Small Cap Index Fund (FSISX) have volatilities of 6.02% and 5.88%, 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.


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Volatility by Period


VFSNXFSISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.02%

5.88%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

9.83%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

14.43%

15.08%

-0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.85%

15.84%

-0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.66%

15.84%

-0.18%