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VIAAX vs. FSPSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VIAAX and FSPSX is 0.93, 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

VIAAX vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Dividend Appreciation Index Fund Admiral Shares (VIAAX) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
0.53%
-2.20%
VIAAX
FSPSX

Key characteristics

Sharpe Ratio

VIAAX:

0.54

FSPSX:

0.48

Sortino Ratio

VIAAX:

0.82

FSPSX:

0.75

Omega Ratio

VIAAX:

1.10

FSPSX:

1.09

Calmar Ratio

VIAAX:

0.66

FSPSX:

0.65

Martin Ratio

VIAAX:

1.98

FSPSX:

1.81

Ulcer Index

VIAAX:

3.15%

FSPSX:

3.39%

Daily Std Dev

VIAAX:

11.62%

FSPSX:

12.72%

Max Drawdown

VIAAX:

-30.78%

FSPSX:

-33.69%

Current Drawdown

VIAAX:

-9.49%

FSPSX:

-9.40%

Returns By Period

In the year-to-date period, VIAAX achieves a 3.16% return, which is significantly lower than FSPSX's 3.56% return.


VIAAX

YTD

3.16%

1M

-1.43%

6M

0.56%

1Y

5.37%

5Y*

5.33%

10Y*

N/A

FSPSX

YTD

3.56%

1M

-1.33%

6M

-2.16%

1Y

5.30%

5Y*

4.95%

10Y*

5.56%

Compare stocks, funds, or ETFs

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


VIAAX vs. FSPSX - Expense Ratio Comparison

VIAAX has a 0.16% expense ratio, which is higher than FSPSX's 0.04% 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%.


VIAAX
Vanguard International Dividend Appreciation Index Fund Admiral Shares
Expense ratio chart for VIAAX: current value at 0.16% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.16%
Expense ratio chart for FSPSX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

VIAAX vs. FSPSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Dividend Appreciation Index Fund Admiral Shares (VIAAX) and Fidelity International Index Fund (FSPSX). 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 VIAAX, currently valued at 0.54, compared to the broader market-1.000.001.002.003.004.000.540.48
The chart of Sortino ratio for VIAAX, currently valued at 0.82, compared to the broader market-2.000.002.004.006.008.0010.000.820.75
The chart of Omega ratio for VIAAX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.003.501.101.09
The chart of Calmar ratio for VIAAX, currently valued at 0.66, compared to the broader market0.005.0010.0015.000.660.65
The chart of Martin ratio for VIAAX, currently valued at 1.98, compared to the broader market0.0020.0040.0060.001.981.81
VIAAX
FSPSX

The current VIAAX Sharpe Ratio is 0.54, which is comparable to the FSPSX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of VIAAX and FSPSX, 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.54
0.48
VIAAX
FSPSX

Dividends

VIAAX vs. FSPSX - Dividend Comparison

VIAAX's dividend yield for the trailing twelve months is around 1.58%, more than FSPSX's 0.36% yield.


TTM20232022202120202019201820172016201520142013
VIAAX
Vanguard International Dividend Appreciation Index Fund Admiral Shares
1.58%1.92%2.05%0.94%1.28%1.83%1.99%1.69%1.06%0.00%0.00%0.00%
FSPSX
Fidelity International Index Fund
0.36%2.79%2.66%3.07%1.84%3.18%2.79%2.36%2.99%2.79%3.53%2.59%

Drawdowns

VIAAX vs. FSPSX - Drawdown Comparison

The maximum VIAAX drawdown since its inception was -30.78%, smaller than the maximum FSPSX drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for VIAAX and FSPSX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.49%
-9.40%
VIAAX
FSPSX

Volatility

VIAAX vs. FSPSX - Volatility Comparison

Vanguard International Dividend Appreciation Index Fund Admiral Shares (VIAAX) and Fidelity International Index Fund (FSPSX) have volatilities of 3.53% and 3.55%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.53%
3.55%
VIAAX
FSPSX
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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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