VSGX vs. FIDI
VSGX (Vanguard ESG International Stock ETF) and FIDI (Fidelity International High Dividend ETF) are both Foreign Large Cap Equities funds - VSGX tracks the FTSE Global All Cap ex US Choice Index while FIDI tracks the Fidelity® International High Dividend Index. Both are passively managed. Over the past 5 years, VSGX returned 7.99%/yr vs 12.70%/yr for FIDI. Their correlation of 0.83 means they have usually moved in the same direction. VSGX charges 0.10%/yr vs 0.39%/yr for FIDI.
Performance
VSGX vs. FIDI - Performance Comparison
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Returns By Period
In the year-to-date period, VSGX achieves a 13.46% return, which is significantly lower than FIDI's 15.58% return.
VSGX
- 1D
- -0.15%
- 1M
- -1.24%
- 6M
- 7.67%
- YTD
- 13.46%
- 1Y
- 28.16%
- 3Y*
- 17.29%
- 5Y*
- 7.99%
- 10Y*
- —
- ALL TIME*
- 8.68%
FIDI
- 1D
- -0.92%
- 1M
- 5.97%
- 6M
- 10.31%
- YTD
- 15.58%
- 1Y
- 31.31%
- 3Y*
- 19.48%
- 5Y*
- 12.70%
- 10Y*
- —
- ALL TIME*
- 6.50%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.62M | $1.95M | $1.81M | |
| $9.41M | $12.03M | $14.69M |
VSGX vs. FIDI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VSGX Vanguard ESG International Stock ETF | 13.46% | 30.77% | 5.72% | 15.62% | -18.61% | 7.24% | 13.01% | 23.04% | -12.59% |
FIDI Fidelity International High Dividend ETF | 15.58% | 39.34% | -0.06% | 16.28% | -4.73% | 16.87% | -11.68% | 15.47% | -10.50% |
Correlation
The correlation between VSGX and FIDI is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2018 | 0.83 |
The correlation between VSGX and FIDI shifts across timeframes, from 0.71 (1 year) to 0.84 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
VSGX vs. FIDI — Risk / Return Rank
VSGX
FIDI
VSGX vs. FIDI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG International Stock ETF (VSGX) and Fidelity International High Dividend ETF (FIDI). 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.
| VSGX | FIDI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.48 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 4.51 | -2.34 |
| Martin ratioReturn relative to average drawdown | 7.83 | 15.65 | -7.82 |
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Drawdowns
VSGX vs. FIDI - Drawdown Comparison
The maximum VSGX drawdown since its inception was -33.09%, smaller than the maximum FIDI drawdown of -46.34%. Use the drawdown chart below to compare losses from any high point for VSGX and FIDI.
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Drawdown Indicators
| VSGX | FIDI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.09% | -46.34% | +13.25% |
Max Drawdown (1Y)Largest decline over 1 year | -12.84% | -6.96% | -5.88% |
Max Drawdown (3Y)Largest decline over 3 years | -13.83% | -12.09% | -1.74% |
Max Drawdown (5Y)Largest decline over 5 years | -32.14% | -26.05% | -6.09% |
Current DrawdownCurrent decline from peak | -4.25% | -0.92% | -3.33% |
Average DrawdownAverage peak-to-trough decline | -7.68% | -9.63% | +1.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 2.00% | +1.55% |
Volatility
VSGX vs. FIDI - Volatility Comparison
Vanguard ESG International Stock ETF (VSGX) has a higher volatility of 5.96% compared to Fidelity International High Dividend ETF (FIDI) at 2.97%. This indicates that VSGX's price experiences larger fluctuations and is considered to be riskier than FIDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VSGX | FIDI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.96% | 2.97% | +2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 16.56% | 9.31% | +7.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.37% | 11.62% | +6.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.72% | 14.81% | +1.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 18.62% | -0.44% |
VSGX vs. FIDI - Expense Ratio Comparison
VSGX has a 0.10% expense ratio, which is lower than FIDI's 0.39% expense ratio.
Dividends
VSGX vs. FIDI - Dividend Comparison
VSGX's dividend yield for the trailing twelve months is around 2.99%, less than FIDI's 3.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
FIDI Fidelity International High Dividend ETF | 3.90% | 4.33% | 5.72% | 4.80% | 5.09% | 4.00% | 3.36% | 4.26% | 4.37% |
VSGX Vanguard ESG International Stock ETF | 2.99% | 3.23% | 3.10% | 2.77% | 2.61% | 2.49% | 1.67% | 2.28% | 0.38% |
Frequently Asked Questions
VSGX and FIDI have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VSGX has higher volatility (5.96%) compared to FIDI (2.97%). In terms of maximum drawdown, VSGX dropped -33.09% vs FIDI's -46.34%.
On 5-year performance, FIDI leads with 12.70% vs 7.99% for VSGX. On fees, VSGX is cheaper at 0.10% per year. On volatility, FIDI has been the lower-risk option at 2.97%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, FIDI has performed better with a 12.70% return vs 7.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VSGX is cheaper with a 0.10% expense ratio, compared with 0.39% for FIDI.
FIDI has the higher dividend yield at 3.90%, compared with 2.99% for VSGX.
VSGX tracks FTSE Global All Cap ex US Choice Index, while FIDI tracks Fidelity® International High Dividend Index. They also come from different issuers: Vanguard and Fidelity. Their fees differ too: 0.10% for VSGX and 0.39% for FIDI.
FIDI currently has the higher Sharpe Ratio (2.71 vs 1.52), 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.
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