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VFSNX vs. FSTSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

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

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Returns By Period

In the year-to-date period, VFSNX achieves a 11.76% return, which is significantly higher than FSTSX's 7.71% return. Over the past 10 years, VFSNX has underperformed FSTSX with an annualized return of 8.21%, while FSTSX has yielded a comparatively higher 9.90% annualized return.


VFSNX

1D
0.05%
1M
1.81%
YTD
11.76%
6M
14.55%
1Y
28.61%
3Y*
17.18%
5Y*
6.19%
10Y*
8.21%

FSTSX

1D
0.47%
1M
2.77%
YTD
7.71%
6M
10.35%
1Y
18.27%
3Y*
15.84%
5Y*
6.40%
10Y*
9.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VFSNX vs. FSTSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFSNX
Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares
11.76%29.97%2.63%15.18%-21.26%12.74%11.92%21.72%-18.46%30.30%
FSTSX
Fidelity Series International Small Cap Fund
7.71%27.49%4.97%18.36%-26.25%18.29%19.61%28.24%-13.19%34.44%

Correlation

The correlation between VFSNX and FSTSX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.87

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (10Y)
Calculated over the trailing 10-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2009

0.91

The correlation between VFSNX and FSTSX has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.

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Return for Risk

VFSNX vs. FSTSX — Risk / Return Rank

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

VFSNX
VFSNX Risk / Return Rank: 4747
Overall Rank
VFSNX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VFSNX Sortino Ratio Rank: 4747
Sortino Ratio Rank
VFSNX Omega Ratio Rank: 5050
Omega Ratio Rank
VFSNX Calmar Ratio Rank: 4242
Calmar Ratio Rank
VFSNX Martin Ratio Rank: 4545
Martin Ratio Rank

FSTSX
FSTSX Risk / Return Rank: 2020
Overall Rank
FSTSX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FSTSX Sortino Ratio Rank: 2020
Sortino Ratio Rank
FSTSX Omega Ratio Rank: 2020
Omega Ratio Rank
FSTSX Calmar Ratio Rank: 1919
Calmar Ratio Rank
FSTSX Martin Ratio Rank: 2020
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. FSTSX - 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 Series International Small Cap Fund (FSTSX). 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.


VFSNXFSTSXDifference
Sharpe ratioReturn per unit of total volatility

+0.83

Sortino ratioReturn per unit of downside risk

+1.01

Omega ratioGain probability vs. loss probability

1.39

1.23

+0.16

Calmar ratioReturn relative to maximum drawdown

2.46

1.59

+0.87

Martin ratioReturn relative to average drawdown

9.47

5.37

+4.09

VFSNX vs. FSTSX - Sharpe Ratio Comparison

The current VFSNX Sharpe Ratio is 2.11, which is higher than the FSTSX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of VFSNX and FSTSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VFSNXFSTSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

1.28

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.39

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.62

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.62

-0.03

Drawdowns

VFSNX vs. FSTSX - Drawdown Comparison

The maximum VFSNX drawdown since its inception was -43.65%, which is greater than FSTSX's maximum drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for VFSNX and FSTSX.


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Drawdown Indicators


VFSNXFSTSXDifference

Max Drawdown

Largest peak-to-trough decline

-43.65%

-38.91%

-4.74%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

-11.22%

-0.25%

Max Drawdown (3Y)

Largest decline over 3 years

-14.70%

-14.47%

-0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-33.75%

-38.91%

+5.16%

Max Drawdown (10Y)

Largest decline over 10 years

-43.65%

-38.91%

-4.74%

Current Drawdown

Current decline from peak

-1.09%

-1.08%

-0.01%

Average Drawdown

Average peak-to-trough decline

-9.49%

-7.89%

-1.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

3.30%

-0.32%

Volatility

VFSNX vs. FSTSX - Volatility Comparison

Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX) and Fidelity Series International Small Cap Fund (FSTSX) have volatilities of 4.30% and 4.43%, 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


VFSNXFSTSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

4.43%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

11.19%

11.06%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

13.40%

13.93%

-0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.03%

16.42%

-1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.76%

15.94%

-0.18%

VFSNX vs. FSTSX - Expense Ratio Comparison

VFSNX has a 0.11% expense ratio, which is higher than FSTSX's 0.03% 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%.


Dividends

VFSNX vs. FSTSX - Dividend Comparison

VFSNX's dividend yield for the trailing twelve months is around 3.01%, less than FSTSX's 14.15% yield.


PositionTTM20252024202320222021202020192018201720162015
FSTSX
Fidelity Series International Small Cap Fund
14.15%15.24%10.22%3.34%6.38%13.22%0.81%4.27%10.99%6.30%4.01%7.32%
VFSNX
Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares
3.01%3.36%3.41%3.11%2.26%2.70%1.90%3.25%2.81%2.85%2.93%2.69%

Frequently Asked Questions


VFSNX and FSTSX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSTSX has higher volatility (4.43%) compared to VFSNX (4.30%). In terms of maximum drawdown, VFSNX dropped -43.65% vs FSTSX's -38.91%.

VFSNX currently has the higher Sharpe Ratio (2.11 vs 1.28), 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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