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VFWPX vs. FIGFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VFWPX and FIGFX is 0.81, 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.


Performance

VFWPX vs. FIGFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) and Fidelity International Growth Fund (FIGFX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VFWPX:

0.68

FIGFX:

0.32

Sortino Ratio

VFWPX:

1.11

FIGFX:

0.72

Omega Ratio

VFWPX:

1.15

FIGFX:

1.09

Calmar Ratio

VFWPX:

0.87

FIGFX:

0.47

Martin Ratio

VFWPX:

2.70

FIGFX:

1.72

Ulcer Index

VFWPX:

4.27%

FIGFX:

4.49%

Daily Std Dev

VFWPX:

15.80%

FIGFX:

18.69%

Max Drawdown

VFWPX:

-34.85%

FIGFX:

-55.48%

Current Drawdown

VFWPX:

0.00%

FIGFX:

0.00%

Returns By Period

In the year-to-date period, VFWPX achieves a 13.03% return, which is significantly higher than FIGFX's 9.98% return. Over the past 10 years, VFWPX has underperformed FIGFX with an annualized return of 5.39%, while FIGFX has yielded a comparatively higher 6.90% annualized return.


VFWPX

YTD

13.03%

1M

9.39%

6M

12.36%

1Y

10.75%

5Y*

11.90%

10Y*

5.39%

FIGFX

YTD

9.98%

1M

10.76%

6M

9.00%

1Y

6.67%

5Y*

9.75%

10Y*

6.90%

*Annualized

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VFWPX vs. FIGFX - Expense Ratio Comparison

VFWPX has a 0.06% expense ratio, which is lower than FIGFX's 0.99% expense ratio.


Risk-Adjusted Performance

VFWPX vs. FIGFX — Risk-Adjusted Performance Rank

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

VFWPX
The Risk-Adjusted Performance Rank of VFWPX is 6969
Overall Rank
The Sharpe Ratio Rank of VFWPX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of VFWPX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VFWPX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VFWPX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VFWPX is 6767
Martin Ratio Rank

FIGFX
The Risk-Adjusted Performance Rank of FIGFX is 4646
Overall Rank
The Sharpe Ratio Rank of FIGFX is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of FIGFX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of FIGFX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of FIGFX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of FIGFX is 4949
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VFWPX vs. FIGFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) 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.


The current VFWPX Sharpe Ratio is 0.68, which is higher than the FIGFX Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of VFWPX and FIGFX, 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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Dividends

VFWPX vs. FIGFX - Dividend Comparison

VFWPX's dividend yield for the trailing twelve months is around 2.85%, more than FIGFX's 0.38% yield.


TTM20242023202220212020201920182017201620152014
VFWPX
Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares
2.85%3.26%3.33%3.12%3.08%2.01%3.12%3.30%2.70%3.00%2.99%3.57%
FIGFX
Fidelity International Growth Fund
0.38%0.42%0.48%0.22%0.43%0.11%0.97%0.88%0.58%1.24%1.47%0.84%

Drawdowns

VFWPX vs. FIGFX - Drawdown Comparison

The maximum VFWPX drawdown since its inception was -34.85%, smaller than the maximum FIGFX drawdown of -55.48%. Use the drawdown chart below to compare losses from any high point for VFWPX and FIGFX. For additional features, visit the drawdowns tool.


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Volatility

VFWPX vs. FIGFX - Volatility Comparison

The current volatility for Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) is 2.86%, while Fidelity International Growth Fund (FIGFX) has a volatility of 4.11%. This indicates that VFWPX 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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