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

Correlation

The correlation between VIAAX and FSPSX is 0.75, 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

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.

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Key characteristics

Sharpe Ratio

VIAAX:

0.65

FSPSX:

0.61

Sortino Ratio

VIAAX:

1.10

FSPSX:

1.09

Omega Ratio

VIAAX:

1.15

FSPSX:

1.15

Calmar Ratio

VIAAX:

0.76

FSPSX:

0.89

Martin Ratio

VIAAX:

2.11

FSPSX:

2.58

Ulcer Index

VIAAX:

5.18%

FSPSX:

4.69%

Daily Std Dev

VIAAX:

15.05%

FSPSX:

16.77%

Max Drawdown

VIAAX:

-30.78%

FSPSX:

-33.69%

Current Drawdown

VIAAX:

-0.61%

FSPSX:

0.00%

Returns By Period

In the year-to-date period, VIAAX achieves a 10.42% return, which is significantly lower than FSPSX's 15.23% return.


VIAAX

YTD

10.42%

1M

7.14%

6M

7.57%

1Y

9.65%

5Y*

10.87%

10Y*

N/A

FSPSX

YTD

15.23%

1M

8.22%

6M

14.05%

1Y

10.19%

5Y*

12.95%

10Y*

5.68%

*Annualized

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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%.


Risk-Adjusted Performance

VIAAX vs. FSPSX — Risk-Adjusted Performance Rank

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

VIAAX
The Risk-Adjusted Performance Rank of VIAAX is 6666
Overall Rank
The Sharpe Ratio Rank of VIAAX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VIAAX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VIAAX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VIAAX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of VIAAX is 5858
Martin Ratio Rank

FSPSX
The Risk-Adjusted Performance Rank of FSPSX is 6969
Overall Rank
The Sharpe Ratio Rank of FSPSX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPSX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of FSPSX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of FSPSX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of FSPSX is 6767
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.

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.


The current VIAAX Sharpe Ratio is 0.65, which is comparable to the FSPSX Sharpe Ratio of 0.61. 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.


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Dividends

VIAAX vs. FSPSX - Dividend Comparison

VIAAX's dividend yield for the trailing twelve months is around 1.85%, less than FSPSX's 2.52% yield.


TTM20242023202220212020201920182017201620152014
VIAAX
Vanguard International Dividend Appreciation Index Fund Admiral Shares
1.85%1.92%1.92%2.05%0.94%1.28%1.83%1.99%1.69%1.06%0.00%0.00%
FSPSX
Fidelity International Index Fund
2.52%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.36%2.99%2.79%3.53%

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.


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Volatility

VIAAX vs. FSPSX - Volatility Comparison

Vanguard International Dividend Appreciation Index Fund Admiral Shares (VIAAX) has a higher volatility of 3.57% compared to Fidelity International Index Fund (FSPSX) at 3.17%. This indicates that VIAAX's price experiences larger fluctuations and is considered to be riskier than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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