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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.


-0.50.00.51.00.9

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.

30.00%40.00%50.00%60.00%70.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
70.64%
28.99%
VHGEX
FZILX

Key characteristics

Sharpe Ratio

VHGEX:

1.25

FZILX:

0.39

Sortino Ratio

VHGEX:

1.75

FZILX:

0.61

Omega Ratio

VHGEX:

1.22

FZILX:

1.08

Calmar Ratio

VHGEX:

1.55

FZILX:

0.44

Martin Ratio

VHGEX:

7.95

FZILX:

1.52

Ulcer Index

VHGEX:

2.12%

FZILX:

3.31%

Daily Std Dev

VHGEX:

13.50%

FZILX:

12.76%

Max Drawdown

VHGEX:

-64.62%

FZILX:

-34.37%

Current Drawdown

VHGEX:

-4.59%

FZILX:

-11.30%

Returns By Period

In the year-to-date period, VHGEX achieves a 14.61% return, which is significantly higher than FZILX's 2.08% return.


VHGEX

YTD

14.61%

1M

-1.42%

6M

5.41%

1Y

15.35%

5Y*

8.73%

10Y*

9.10%

FZILX

YTD

2.08%

1M

-4.16%

6M

-2.92%

1Y

3.48%

5Y*

3.81%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VHGEX vs. FZILX - Expense Ratio Comparison

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


VHGEX
Vanguard Global Equity Fund
Expense ratio chart for VHGEX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for FZILX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for VHGEX, currently valued at 1.25, compared to the broader market-1.000.001.002.003.004.001.250.39
The chart of Sortino ratio for VHGEX, currently valued at 1.75, compared to the broader market-2.000.002.004.006.008.0010.001.750.61
The chart of Omega ratio for VHGEX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.003.501.221.08
The chart of Calmar ratio for VHGEX, currently valued at 1.55, compared to the broader market0.002.004.006.008.0010.0012.0014.001.550.44
The chart of Martin ratio for VHGEX, currently valued at 7.95, compared to the broader market0.0020.0040.0060.007.951.52
VHGEX
FZILX

The current VHGEX Sharpe Ratio is 1.25, which is higher than the FZILX Sharpe Ratio of 0.39. 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.25
0.39
VHGEX
FZILX

Dividends

VHGEX vs. FZILX - Dividend Comparison

Neither VHGEX nor FZILX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VHGEX
Vanguard Global Equity Fund
0.00%1.15%1.65%0.92%0.67%2.33%1.59%1.29%1.51%1.71%1.56%1.53%
FZILX
Fidelity ZERO International Index Fund
0.00%2.98%2.71%2.61%1.64%2.83%0.66%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VHGEX vs. FZILX - Drawdown Comparison

The maximum VHGEX drawdown since its inception was -64.62%, 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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.59%
-11.30%
VHGEX
FZILX

Volatility

VHGEX vs. FZILX - Volatility Comparison

The current volatility for Vanguard Global Equity Fund (VHGEX) is 4.03%, while Fidelity ZERO International Index Fund (FZILX) has a volatility of 4.38%. This indicates that VHGEX experiences smaller price fluctuations and is considered to be less risky 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%JulyAugustSeptemberOctoberNovemberDecember
4.03%
4.38%
VHGEX
FZILX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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