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VHGEX vs. FZILX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VHGEX and FZILX is 0.90, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

VHGEX vs. FZILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Global Equity Fund (VHGEX) and Fidelity ZERO International Index Fund (FZILX). The values are adjusted to include any dividend payments, if applicable.

-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%NovemberDecember2025FebruaryMarchApril
-3.64%
-0.54%
VHGEX
FZILX

Key characteristics

Sharpe Ratio

VHGEX:

0.24

FZILX:

0.61

Sortino Ratio

VHGEX:

0.42

FZILX:

0.93

Omega Ratio

VHGEX:

1.05

FZILX:

1.11

Calmar Ratio

VHGEX:

0.38

FZILX:

0.82

Martin Ratio

VHGEX:

1.10

FZILX:

1.99

Ulcer Index

VHGEX:

3.19%

FZILX:

4.01%

Daily Std Dev

VHGEX:

14.70%

FZILX:

13.08%

Max Drawdown

VHGEX:

-65.71%

FZILX:

-34.37%

Current Drawdown

VHGEX:

-8.09%

FZILX:

-2.81%

Returns By Period

In the year-to-date period, VHGEX achieves a -1.60% return, which is significantly lower than FZILX's 6.97% return.


VHGEX

YTD

-1.60%

1M

-3.21%

6M

-3.07%

1Y

4.13%

5Y*

14.43%

10Y*

7.31%

FZILX

YTD

6.97%

1M

0.66%

6M

-1.01%

1Y

8.17%

5Y*

12.55%

10Y*

N/A

*Annualized

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VHGEX vs. FZILX - Expense Ratio Comparison

VHGEX has a 0.45% expense ratio, which is higher than FZILX's 0.00% expense ratio.


Expense ratio chart for VHGEX: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VHGEX: 0.45%
Expense ratio chart for FZILX: current value is 0.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FZILX: 0.00%

Risk-Adjusted Performance

VHGEX vs. FZILX — Risk-Adjusted Performance Rank

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

VHGEX
The Risk-Adjusted Performance Rank of VHGEX is 4747
Overall Rank
The Sharpe Ratio Rank of VHGEX is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of VHGEX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of VHGEX is 4242
Omega Ratio Rank
The Calmar Ratio Rank of VHGEX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of VHGEX is 4747
Martin Ratio Rank

FZILX
The Risk-Adjusted Performance Rank of FZILX is 6767
Overall Rank
The Sharpe Ratio Rank of FZILX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of FZILX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of FZILX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FZILX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of FZILX is 6161
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.

VHGEX vs. FZILX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Equity Fund (VHGEX) and Fidelity ZERO International Index Fund (FZILX). 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 chart of Sharpe ratio for VHGEX, currently valued at 0.24, compared to the broader market-1.000.001.002.003.004.00
VHGEX: 0.24
FZILX: 0.61
The chart of Sortino ratio for VHGEX, currently valued at 0.42, compared to the broader market0.002.004.006.008.00
VHGEX: 0.42
FZILX: 0.93
The chart of Omega ratio for VHGEX, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.003.50
VHGEX: 1.05
FZILX: 1.11
The chart of Calmar ratio for VHGEX, currently valued at 0.38, compared to the broader market0.002.004.006.008.0010.0012.00
VHGEX: 0.38
FZILX: 0.82
The chart of Martin ratio for VHGEX, currently valued at 1.10, compared to the broader market0.0020.0040.0060.00
VHGEX: 1.10
FZILX: 1.99

The current VHGEX Sharpe Ratio is 0.24, which is lower than the FZILX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of VHGEX and FZILX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.24
0.61
VHGEX
FZILX

Dividends

VHGEX vs. FZILX - Dividend Comparison

VHGEX's dividend yield for the trailing twelve months is around 1.27%, less than FZILX's 2.81% yield.


TTM20242023202220212020201920182017201620152014
VHGEX
Vanguard Global Equity Fund
1.27%1.25%1.15%1.65%0.92%0.67%2.33%1.59%1.29%1.51%1.71%1.56%
FZILX
Fidelity ZERO International Index Fund
2.81%3.00%2.98%2.71%2.61%1.64%2.83%0.66%0.00%0.00%0.00%0.00%

Drawdowns

VHGEX vs. FZILX - Drawdown Comparison

The maximum VHGEX drawdown since its inception was -65.71%, which is greater than FZILX's maximum drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for VHGEX and FZILX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.09%
-2.81%
VHGEX
FZILX

Volatility

VHGEX vs. FZILX - Volatility Comparison

Vanguard Global Equity Fund (VHGEX) has a higher volatility of 6.34% compared to Fidelity ZERO International Index Fund (FZILX) at 4.95%. This indicates that VHGEX's price experiences larger fluctuations and is considered to be riskier than FZILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2025FebruaryMarchApril
6.34%
4.95%
VHGEX
FZILX