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VSTCX vs. FIQIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSTCX vs. FIQIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Strategic Small-Cap Equity Fund (VSTCX) and Fidelity Advisor International Small Cap Fund Class Z (FIQIX). The values are adjusted to include any dividend payments, if applicable.

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VSTCX vs. FIQIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VSTCX
Vanguard Strategic Small-Cap Equity Fund
-0.83%15.20%15.40%21.34%-13.00%33.53%8.38%22.18%-16.33%
FIQIX
Fidelity Advisor International Small Cap Fund Class Z
-2.49%24.80%0.14%19.76%-16.53%13.56%10.12%21.61%-7.47%

Returns By Period

In the year-to-date period, VSTCX achieves a -0.83% return, which is significantly higher than FIQIX's -2.49% return.


VSTCX

1D
-1.06%
1M
-6.50%
YTD
-0.83%
6M
2.92%
1Y
26.01%
3Y*
15.69%
5Y*
9.42%
10Y*
10.96%

FIQIX

1D
-0.30%
1M
-10.40%
YTD
-2.49%
6M
-0.76%
1Y
15.97%
3Y*
10.38%
5Y*
5.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSTCX vs. FIQIX - Expense Ratio Comparison

VSTCX has a 0.26% expense ratio, which is lower than FIQIX's 0.89% expense ratio.


Return for Risk

VSTCX vs. FIQIX — Risk / Return Rank

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

VSTCX
VSTCX Risk / Return Rank: 6868
Overall Rank
VSTCX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
VSTCX Sortino Ratio Rank: 6969
Sortino Ratio Rank
VSTCX Omega Ratio Rank: 6262
Omega Ratio Rank
VSTCX Calmar Ratio Rank: 7171
Calmar Ratio Rank
VSTCX Martin Ratio Rank: 7474
Martin Ratio Rank

FIQIX
FIQIX Risk / Return Rank: 5656
Overall Rank
FIQIX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FIQIX Sortino Ratio Rank: 5656
Sortino Ratio Rank
FIQIX Omega Ratio Rank: 5959
Omega Ratio Rank
FIQIX Calmar Ratio Rank: 5454
Calmar Ratio Rank
FIQIX Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VSTCX vs. FIQIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Strategic Small-Cap Equity Fund (VSTCX) and Fidelity Advisor International Small Cap Fund Class Z (FIQIX). 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.


VSTCXFIQIXDifference

Sharpe ratio

Return per unit of total volatility

1.15

1.11

+0.04

Sortino ratio

Return per unit of downside risk

1.69

1.47

+0.22

Omega ratio

Gain probability vs. loss probability

1.23

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.59

1.28

+0.32

Martin ratio

Return relative to average drawdown

7.00

4.66

+2.34

VSTCX vs. FIQIX - Sharpe Ratio Comparison

The current VSTCX Sharpe Ratio is 1.15, which is comparable to the FIQIX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of VSTCX and FIQIX, 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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Sharpe Ratios by Period


VSTCXFIQIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

1.11

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.39

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.50

-0.15

Correlation

The correlation between VSTCX and FIQIX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VSTCX vs. FIQIX - Dividend Comparison

VSTCX's dividend yield for the trailing twelve months is around 7.61%, more than FIQIX's 3.78% yield.


TTM20252024202320222021202020192018201720162015
VSTCX
Vanguard Strategic Small-Cap Equity Fund
7.61%7.55%9.66%2.50%7.44%19.92%1.24%4.14%11.74%5.76%1.35%2.33%
FIQIX
Fidelity Advisor International Small Cap Fund Class Z
3.78%3.68%2.73%1.99%0.83%7.39%0.93%2.47%6.33%0.00%0.00%0.00%

Drawdowns

VSTCX vs. FIQIX - Drawdown Comparison

The maximum VSTCX drawdown since its inception was -62.50%, which is greater than FIQIX's maximum drawdown of -36.61%. Use the drawdown chart below to compare losses from any high point for VSTCX and FIQIX.


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Drawdown Indicators


VSTCXFIQIXDifference

Max Drawdown

Largest peak-to-trough decline

-62.50%

-36.61%

-25.89%

Max Drawdown (1Y)

Largest decline over 1 year

-14.47%

-10.72%

-3.75%

Max Drawdown (5Y)

Largest decline over 5 years

-27.47%

-30.95%

+3.48%

Max Drawdown (10Y)

Largest decline over 10 years

-48.08%

Current Drawdown

Current decline from peak

-7.95%

-10.40%

+2.45%

Average Drawdown

Average peak-to-trough decline

-10.73%

-6.88%

-3.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

2.93%

+0.36%

Volatility

VSTCX vs. FIQIX - Volatility Comparison

Vanguard Strategic Small-Cap Equity Fund (VSTCX) has a higher volatility of 6.04% compared to Fidelity Advisor International Small Cap Fund Class Z (FIQIX) at 5.72%. This indicates that VSTCX's price experiences larger fluctuations and is considered to be riskier than FIQIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSTCXFIQIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.04%

5.72%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

12.99%

8.69%

+4.30%

Volatility (1Y)

Calculated over the trailing 1-year period

22.55%

13.29%

+9.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.01%

13.36%

+8.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.44%

15.11%

+8.33%