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VTIAX vs. FIGSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTIAX vs. FIGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) and Fidelity Series International Growth Fund (FIGSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VTIAX achieves a 15.40% return, which is significantly higher than FIGSX's 7.48% return. Both investments have delivered pretty close results over the past 10 years, with VTIAX having a 9.85% annualized return and FIGSX not far ahead at 10.19%.


VTIAX

1D
0.60%
1M
5.53%
YTD
15.40%
6M
18.19%
1Y
33.34%
3Y*
19.78%
5Y*
8.81%
10Y*
9.85%

FIGSX

1D
1.23%
1M
3.27%
YTD
7.48%
6M
8.70%
1Y
15.33%
3Y*
13.32%
5Y*
6.48%
10Y*
10.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTIAX vs. FIGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
15.40%32.18%5.34%15.28%-16.02%8.59%11.27%21.52%-14.46%27.54%
FIGSX
Fidelity Series International Growth Fund
7.48%19.12%5.93%21.74%-22.87%16.61%18.52%35.59%-10.97%30.21%

Correlation

The correlation between VTIAX and FIGSX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.91

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2010

0.93

The correlation between VTIAX and FIGSX has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.

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Return for Risk

VTIAX vs. FIGSX — Risk / Return Rank

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

VTIAX
VTIAX Risk / Return Rank: 5858
Overall Rank
VTIAX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VTIAX Sortino Ratio Rank: 5656
Sortino Ratio Rank
VTIAX Omega Ratio Rank: 5959
Omega Ratio Rank
VTIAX Calmar Ratio Rank: 5757
Calmar Ratio Rank
VTIAX Martin Ratio Rank: 5757
Martin Ratio Rank

FIGSX
FIGSX Risk / Return Rank: 1212
Overall Rank
FIGSX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
FIGSX Sortino Ratio Rank: 1111
Sortino Ratio Rank
FIGSX Omega Ratio Rank: 1111
Omega Ratio Rank
FIGSX Calmar Ratio Rank: 1111
Calmar Ratio Rank
FIGSX Martin Ratio Rank: 1414
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.

VTIAX vs. FIGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) and Fidelity Series International Growth Fund (FIGSX). 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.


VTIAXFIGSXDifference
Sharpe ratioReturn per unit of total volatility

+1.48

Sortino ratioReturn per unit of downside risk

+1.83

Omega ratioGain probability vs. loss probability

1.43

1.16

+0.27

Calmar ratioReturn relative to maximum drawdown

2.91

1.10

+1.81

Martin ratioReturn relative to average drawdown

11.49

4.07

+7.42

VTIAX vs. FIGSX - Sharpe Ratio Comparison

The current VTIAX Sharpe Ratio is 2.31, which is higher than the FIGSX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of VTIAX and FIGSX, 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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Sharpe Ratios by Period


VTIAXFIGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

0.84

+1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.36

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.57

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.51

-0.06

Drawdowns

VTIAX vs. FIGSX - Drawdown Comparison

The maximum VTIAX drawdown since its inception was -35.83%, roughly equal to the maximum FIGSX drawdown of -34.47%. Use the drawdown chart below to compare losses from any high point for VTIAX and FIGSX.


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Drawdown Indicators


VTIAXFIGSXDifference

Max Drawdown

Largest peak-to-trough decline

-35.83%

-34.47%

-1.36%

Max Drawdown (1Y)

Largest decline over 1 year

-11.28%

-13.89%

+2.61%

Max Drawdown (3Y)

Largest decline over 3 years

-13.13%

-16.29%

+3.16%

Max Drawdown (5Y)

Largest decline over 5 years

-29.56%

-34.47%

+4.91%

Max Drawdown (10Y)

Largest decline over 10 years

-35.83%

-34.47%

-1.36%

Current Drawdown

Current decline from peak

0.00%

-2.14%

+2.14%

Average Drawdown

Average peak-to-trough decline

-8.08%

-6.46%

-1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

3.75%

-0.90%

Volatility

VTIAX vs. FIGSX - Volatility Comparison

The current volatility for Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) is 4.80%, while Fidelity Series International Growth Fund (FIGSX) has a volatility of 7.37%. This indicates that VTIAX experiences smaller price fluctuations and is considered to be less risky than FIGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTIAXFIGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

7.37%

-2.57%

Volatility (6M)

Calculated over the trailing 6-month period

11.90%

15.91%

-4.01%

Volatility (1Y)

Calculated over the trailing 1-year period

14.22%

18.26%

-4.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.04%

18.04%

-3.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.93%

17.81%

-1.88%

VTIAX vs. FIGSX - Expense Ratio Comparison

VTIAX has a 0.09% expense ratio, which is higher than FIGSX's 0.01% 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%.


Dividends

VTIAX vs. FIGSX - Dividend Comparison

VTIAX's dividend yield for the trailing twelve months is around 2.60%, less than FIGSX's 8.07% yield.


PositionTTM20252024202320222021202020192018201720162015
FIGSX
Fidelity Series International Growth Fund
8.07%8.67%4.29%1.27%3.53%8.33%16.24%3.64%7.47%3.14%2.54%3.54%
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
2.60%3.15%3.33%3.22%3.04%3.05%2.10%3.04%3.16%2.73%2.93%2.84%

Frequently Asked Questions


With a correlation of 0.91, VTIAX and FIGSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FIGSX has higher volatility (7.37%) compared to VTIAX (4.80%). In terms of maximum drawdown, VTIAX dropped -35.83% vs FIGSX's -34.47%.

VTIAX currently has the higher Sharpe Ratio (2.31 vs 0.84), 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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