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VPADX vs. FSRRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VPADX vs. FSRRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Pacific Stock Index Fund Admiral Shares (VPADX) and Fidelity Strategic Real Return Fund (FSRRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VPADX achieves a 21.20% return, which is significantly higher than FSRRX's 8.37% return. Over the past 10 years, VPADX has outperformed FSRRX with an annualized return of 9.47%, while FSRRX has yielded a comparatively lower 5.49% annualized return.


VPADX

1D
4.98%
1M
-1.24%
6M
10.96%
YTD
21.20%
1Y
38.80%
3Y*
18.71%
5Y*
9.53%
10Y*
9.47%
ALL TIME*
6.73%

FSRRX

1D
0.00%
1M
2.05%
6M
4.71%
YTD
8.37%
1Y
14.75%
3Y*
8.64%
5Y*
5.82%
10Y*
5.49%
ALL TIME*
4.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

VPADX vs. FSRRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VPADX
Vanguard Pacific Stock Index Fund Admiral Shares
21.20%33.15%1.24%15.55%-15.24%1.46%16.56%17.57%-13.92%28.62%
FSRRX
Fidelity Strategic Real Return Fund
8.37%10.45%5.84%4.59%-3.34%15.84%3.74%10.48%-3.99%3.00%

Correlation

The correlation between VPADX and FSRRX is 0.38, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.38

Correlation (3Y)
Balances recent behavior with more history.

0.53

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.58

Correlation (10Y)
Provides a long-term view across more market conditions.

0.54

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2005

0.52

The correlation between VPADX and FSRRX shifts across timeframes, from 0.38 (1 year) to 0.58 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

VPADX vs. FSRRX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VPADX
VPADX Risk / Return Rank: 7373
Overall Rank
VPADX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VPADX Sortino Ratio Rank: 6565
Sortino Ratio Rank
VPADX Omega Ratio Rank: 7272
Omega Ratio Rank
VPADX Calmar Ratio Rank: 8484
Calmar Ratio Rank
VPADX Martin Ratio Rank: 7373
Martin Ratio Rank

FSRRX
FSRRX Risk / Return Rank: 9595
Overall Rank
FSRRX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FSRRX Sortino Ratio Rank: 9595
Sortino Ratio Rank
FSRRX Omega Ratio Rank: 9494
Omega Ratio Rank
FSRRX Calmar Ratio Rank: 9595
Calmar Ratio Rank
FSRRX Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VPADX vs. FSRRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Pacific Stock Index Fund Admiral Shares (VPADX) and Fidelity Strategic Real Return Fund (FSRRX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VPADXFSRRXDifference
Sharpe ratioReturn per unit of total volatility

-1.28

Sortino ratioReturn per unit of downside risk

-1.85

Omega ratioGain probability vs. loss probability

1.31

1.57

-0.26

Calmar ratioReturn relative to maximum drawdown

2.83

4.14

-1.31

Martin ratioReturn relative to average drawdown

8.70

14.82

-6.11

VPADX vs. FSRRX - Sharpe Ratio Comparison

The current VPADX Sharpe Ratio is 1.63, which is lower than the FSRRX Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of VPADX and FSRRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VPADX vs. FSRRX - Drawdown Comparison

The maximum VPADX drawdown since its inception was -55.28%, which is greater than FSRRX's maximum drawdown of -33.42%. Use the drawdown chart below to compare losses from any high point for VPADX and FSRRX.


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Drawdown Indicators


VPADXFSRRXDifference

Max Drawdown

Largest peak-to-trough decline

-55.28%

-33.42%

-21.86%

Max Drawdown (1Y)

Largest decline over 1 year

-13.41%

-3.42%

-9.99%

Max Drawdown (3Y)

Largest decline over 3 years

-16.37%

-5.80%

-10.57%

Max Drawdown (5Y)

Largest decline over 5 years

-31.17%

-12.78%

-18.39%

Max Drawdown (10Y)

Largest decline over 10 years

-33.67%

-19.93%

-13.74%

Current Drawdown

Current decline from peak

-8.67%

-1.01%

-7.66%

Average Drawdown

Average peak-to-trough decline

-11.71%

-4.20%

-7.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.36%

0.95%

+3.41%

Volatility

VPADX vs. FSRRX - Volatility Comparison

Vanguard Pacific Stock Index Fund Admiral Shares (VPADX) has a higher volatility of 10.43% compared to Fidelity Strategic Real Return Fund (FSRRX) at 1.25%. This indicates that VPADX's price experiences larger fluctuations and is considered to be riskier than FSRRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VPADXFSRRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.43%

1.25%

+9.18%

Volatility (6M)

Calculated over the trailing 6-month period

21.07%

3.77%

+17.30%

Volatility (1Y)

Calculated over the trailing 1-year period

23.24%

4.90%

+18.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.67%

6.87%

+10.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.78%

6.72%

+10.06%

VPADX vs. FSRRX - Expense Ratio Comparison

VPADX has a 0.10% expense ratio, which is lower than FSRRX's 0.70% expense ratio.


Dividends

VPADX vs. FSRRX - Dividend Comparison

VPADX's dividend yield for the trailing twelve months is around 2.75%, less than FSRRX's 4.58% yield.


PositionTTM20252024202320222021202020192018201720162015
FSRRX
Fidelity Strategic Real Return Fund
4.58%4.68%4.82%5.29%7.31%5.35%2.25%3.05%9.39%1.57%2.34%1.75%
VPADX
Vanguard Pacific Stock Index Fund Admiral Shares
2.75%3.99%3.13%3.09%2.73%3.15%1.79%2.83%3.03%2.57%2.65%2.43%

Frequently Asked Questions


VPADX and FSRRX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VPADX has higher volatility (10.43%) compared to FSRRX (1.25%). In terms of maximum drawdown, VPADX dropped -55.28% vs FSRRX's -33.42%.

FSRRX currently has the higher Sharpe Ratio (2.92 vs 1.63), 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.

Portfolio Optimizer

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