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VTIAX vs. FSGGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTIAX vs. FSGGX - 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 Global ex U.S. Index Fund (FSGGX). The values are adjusted to include any dividend payments, if applicable.

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VTIAX vs. FSGGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
-1.02%32.18%5.34%15.28%-16.02%8.59%11.27%21.52%-14.46%27.54%
FSGGX
Fidelity Global ex U.S. Index Fund
-1.18%32.93%5.30%15.57%-15.75%7.74%10.73%21.36%-13.93%24.73%

Returns By Period

In the year-to-date period, VTIAX achieves a -1.02% return, which is significantly higher than FSGGX's -1.18% return. Both investments have delivered pretty close results over the past 10 years, with VTIAX having a 8.51% annualized return and FSGGX not far behind at 8.09%.


VTIAX

1D
-0.17%
1M
-11.11%
YTD
-1.02%
6M
3.45%
1Y
24.00%
3Y*
14.20%
5Y*
6.87%
10Y*
8.51%

FSGGX

1D
-0.05%
1M
-11.05%
YTD
-1.18%
6M
3.57%
1Y
23.73%
3Y*
14.32%
5Y*
6.96%
10Y*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTIAX vs. FSGGX - Expense Ratio Comparison

VTIAX has a 0.11% expense ratio, which is higher than FSGGX's 0.06% 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%.


Return for Risk

VTIAX vs. FSGGX — Risk / Return Rank

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

VTIAX
VTIAX Risk / Return Rank: 8080
Overall Rank
VTIAX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VTIAX Sortino Ratio Rank: 8080
Sortino Ratio Rank
VTIAX Omega Ratio Rank: 7878
Omega Ratio Rank
VTIAX Calmar Ratio Rank: 8181
Calmar Ratio Rank
VTIAX Martin Ratio Rank: 7878
Martin Ratio Rank

FSGGX
FSGGX Risk / Return Rank: 7878
Overall Rank
FSGGX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FSGGX Sortino Ratio Rank: 7878
Sortino Ratio Rank
FSGGX Omega Ratio Rank: 7676
Omega Ratio Rank
FSGGX Calmar Ratio Rank: 8080
Calmar Ratio Rank
FSGGX Martin Ratio Rank: 7777
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. FSGGX - 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 Global ex U.S. Index Fund (FSGGX). 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.


VTIAXFSGGXDifference

Sharpe ratio

Return per unit of total volatility

1.50

1.42

+0.07

Sortino ratio

Return per unit of downside risk

1.99

1.93

+0.07

Omega ratio

Gain probability vs. loss probability

1.30

1.29

+0.01

Calmar ratio

Return relative to maximum drawdown

1.92

1.89

+0.03

Martin ratio

Return relative to average drawdown

7.64

7.45

+0.19

VTIAX vs. FSGGX - Sharpe Ratio Comparison

The current VTIAX Sharpe Ratio is 1.50, which is comparable to the FSGGX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of VTIAX and FSGGX, 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


VTIAXFSGGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.42

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.46

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.50

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.43

-0.05

Correlation

The correlation between VTIAX and FSGGX is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VTIAX vs. FSGGX - Dividend Comparison

VTIAX's dividend yield for the trailing twelve months is around 3.03%, more than FSGGX's 2.73% yield.


TTM20252024202320222021202020192018201720162015
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
3.03%3.15%3.33%3.22%3.04%3.05%2.10%3.04%3.16%2.73%2.93%2.84%
FSGGX
Fidelity Global ex U.S. Index Fund
2.73%2.70%2.91%2.95%2.64%2.60%1.71%2.85%2.66%0.22%0.05%2.44%

Drawdowns

VTIAX vs. FSGGX - Drawdown Comparison

The maximum VTIAX drawdown since its inception was -35.83%, roughly equal to the maximum FSGGX drawdown of -34.76%. Use the drawdown chart below to compare losses from any high point for VTIAX and FSGGX.


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Drawdown Indicators


VTIAXFSGGXDifference

Max Drawdown

Largest peak-to-trough decline

-35.83%

-34.76%

-1.07%

Max Drawdown (1Y)

Largest decline over 1 year

-11.28%

-11.26%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-29.56%

-29.70%

+0.14%

Max Drawdown (10Y)

Largest decline over 10 years

-35.83%

-34.76%

-1.07%

Current Drawdown

Current decline from peak

-11.28%

-11.26%

-0.02%

Average Drawdown

Average peak-to-trough decline

-8.15%

-7.41%

-0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

2.85%

-0.01%

Volatility

VTIAX vs. FSGGX - Volatility Comparison

The current volatility for Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) is 6.80%, while Fidelity Global ex U.S. Index Fund (FSGGX) has a volatility of 7.25%. This indicates that VTIAX experiences smaller price fluctuations and is considered to be less risky than FSGGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTIAXFSGGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.80%

7.25%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

10.50%

10.84%

-0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

15.53%

16.10%

-0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.80%

15.10%

-0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.83%

16.09%

-0.26%