VFWPX vs. FINVX
VFWPX (Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares) and FINVX (Fidelity Series International Value Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, VFWPX returned 10.08%/yr vs 10.61%/yr for FINVX. Their correlation of 0.94 suggests significant overlap in exposure. VFWPX charges 0.06%/yr vs 0.01%/yr for FINVX.
Performance
VFWPX vs. FINVX - Performance Comparison
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Returns By Period
In the year-to-date period, VFWPX achieves a 15.79% return, which is significantly higher than FINVX's 7.50% return. Over the past 10 years, VFWPX has underperformed FINVX with an annualized return of 10.08%, while FINVX has yielded a comparatively higher 10.61% annualized return.
VFWPX
- 1D
- 0.66%
- 1M
- 5.91%
- YTD
- 15.79%
- 6M
- 18.58%
- 1Y
- 33.81%
- 3Y*
- 20.10%
- 5Y*
- 9.10%
- 10Y*
- 10.08%
FINVX
- 1D
- 0.36%
- 1M
- 2.95%
- YTD
- 7.50%
- 6M
- 11.64%
- 1Y
- 24.85%
- 3Y*
- 22.98%
- 5Y*
- 13.45%
- 10Y*
- 10.61%
VFWPX vs. FINVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VFWPX Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares | 15.79% | 32.40% | 5.48% | 15.63% | -15.47% | 8.13% | 11.40% | 21.59% | -13.95% | 27.28% |
FINVX Fidelity Series International Value Fund | 7.50% | 45.75% | 6.20% | 20.35% | -7.21% | 16.39% | 4.87% | 19.85% | -16.40% | 20.41% |
Correlation
The correlation between VFWPX and FINVX is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2010 | 0.94 |
The correlation between VFWPX and FINVX has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.
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Return for Risk
VFWPX vs. FINVX — Risk / Return Rank
VFWPX
FINVX
VFWPX vs. FINVX - Risk-Adjusted Trends 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 Series International Value Fund (FINVX). 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.
| VFWPX | FINVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.70 | ||
| Sortino ratioReturn per unit of downside risk | +0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.29 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 2.31 | +0.63 |
| Martin ratioReturn relative to average drawdown | 11.57 | 8.58 | +2.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VFWPX | FINVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | 1.62 | +0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.81 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.59 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.37 | +0.05 |
Drawdowns
VFWPX vs. FINVX - Drawdown Comparison
The maximum VFWPX drawdown since its inception was -34.85%, smaller than the maximum FINVX drawdown of -42.48%. Use the drawdown chart below to compare losses from any high point for VFWPX and FINVX.
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Drawdown Indicators
| VFWPX | FINVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.85% | -42.48% | +7.63% |
Max Drawdown (1Y)Largest decline over 1 year | -11.34% | -10.38% | -0.96% |
Max Drawdown (3Y)Largest decline over 3 years | -13.27% | -14.60% | +1.33% |
Max Drawdown (5Y)Largest decline over 5 years | -29.35% | -27.13% | -2.22% |
Max Drawdown (10Y)Largest decline over 10 years | -34.85% | -42.48% | +7.63% |
Current DrawdownCurrent decline from peak | 0.00% | -1.12% | +1.12% |
Average DrawdownAverage peak-to-trough decline | -7.94% | -9.04% | +1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 2.79% | +0.09% |
Volatility
VFWPX vs. FINVX - Volatility Comparison
Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) and Fidelity Series International Value Fund (FINVX) have volatilities of 4.89% and 4.80%, 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
| VFWPX | FINVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.89% | 4.80% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 12.06% | 11.94% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.41% | 14.84% | -0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.19% | 16.71% | -1.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 18.06% | -1.98% |
VFWPX vs. FINVX - Expense Ratio Comparison
VFWPX has a 0.06% expense ratio, which is higher than FINVX's 0.01% 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
VFWPX vs. FINVX - Dividend Comparison
VFWPX's dividend yield for the trailing twelve months is around 2.59%, less than FINVX's 10.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FINVX Fidelity Series International Value Fund | 10.42% | 11.20% | 4.14% | 3.29% | 3.33% | 5.01% | 2.83% | 4.05% | 4.05% | 3.14% | 2.62% | 2.14% |
VFWPX Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares | 2.59% | 3.10% | 3.26% | 3.33% | 3.12% | 3.08% | 2.01% | 3.12% | 3.30% | 2.70% | 3.00% | 2.99% |
Frequently Asked Questions
VFWPX and FINVX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VFWPX has higher volatility (4.89%) compared to FINVX (4.80%). In terms of maximum drawdown, VFWPX dropped -34.85% vs FINVX's -42.48%.
VFWPX currently has the higher Sharpe Ratio (2.32 vs 1.62), 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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