VTIAX vs. FSGEX
VTIAX (Vanguard Total International Stock Index Fund Admiral Shares) and FSGEX (Fidelity Series Global ex U.S. Index Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, VTIAX returned 9.85%/yr vs 9.96%/yr for FSGEX. With a 0.99 correlation, they move nearly in lockstep. VTIAX charges 0.09%/yr vs 0.01%/yr for FSGEX.
Performance
VTIAX vs. FSGEX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with VTIAX having a 15.40% return and FSGEX slightly higher at 15.85%. Both investments have delivered pretty close results over the past 10 years, with VTIAX having a 9.85% annualized return and FSGEX not far ahead at 9.96%.
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%
FSGEX
- 1D
- 0.76%
- 1M
- 6.16%
- YTD
- 15.85%
- 6M
- 18.73%
- 1Y
- 33.95%
- 3Y*
- 20.16%
- 5Y*
- 9.06%
- 10Y*
- 9.96%
VTIAX vs. FSGEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FSGEX Fidelity Series Global ex U.S. Index Fund | 15.85% | 32.99% | 5.34% | 15.56% | -15.75% | 7.77% | 10.75% | 21.41% | -13.99% | 27.47% |
Correlation
The correlation between VTIAX and FSGEX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2010 | 0.99 |
The correlation between VTIAX and FSGEX has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
VTIAX vs. FSGEX — Risk / Return Rank
VTIAX
FSGEX
VTIAX vs. FSGEX - 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 Global ex U.S. Index Fund (FSGEX). 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.
| VTIAX | FSGEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.43 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 2.98 | -0.07 |
| Martin ratioReturn relative to average drawdown | 11.49 | 11.69 | -0.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VTIAX | FSGEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.31 | 2.31 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.59 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.62 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.42 | +0.03 |
Drawdowns
VTIAX vs. FSGEX - Drawdown Comparison
The maximum VTIAX drawdown since its inception was -35.83%, roughly equal to the maximum FSGEX drawdown of -34.74%. Use the drawdown chart below to compare losses from any high point for VTIAX and FSGEX.
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Drawdown Indicators
| VTIAX | FSGEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.83% | -34.74% | -1.09% |
Max Drawdown (1Y)Largest decline over 1 year | -11.28% | -11.24% | -0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -13.13% | -13.34% | +0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -29.56% | -29.66% | +0.10% |
Max Drawdown (10Y)Largest decline over 10 years | -35.83% | -34.74% | -1.09% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -8.08% | -8.45% | +0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 2.86% | -0.01% |
Volatility
VTIAX vs. FSGEX - Volatility Comparison
Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) and Fidelity Series Global ex U.S. Index Fund (FSGEX) have volatilities of 4.80% and 4.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTIAX | FSGEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 4.95% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 11.90% | 12.28% | -0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.22% | 14.56% | -0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.04% | 15.40% | -0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.93% | 16.22% | -0.29% |
VTIAX vs. FSGEX - Expense Ratio Comparison
VTIAX has a 0.09% expense ratio, which is higher than FSGEX'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. FSGEX - Dividend Comparison
VTIAX's dividend yield for the trailing twelve months is around 2.60%, which matches FSGEX's 2.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSGEX Fidelity Series Global ex U.S. Index Fund | 2.61% | 3.02% | 2.98% | 2.90% | 2.78% | 2.59% | 1.68% | 2.10% | 2.86% | 2.48% | 2.56% | 2.61% |
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 0.99, VTIAX and FSGEX 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.
FSGEX has higher volatility (4.95%) compared to VTIAX (4.80%). In terms of maximum drawdown, VTIAX dropped -35.83% vs FSGEX's -34.74%.
VTIAX currently has the higher Sharpe Ratio (2.31 vs 2.31), 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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