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VTIAX vs. FTIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTIAX vs. FTIHX - 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 Total International Index Fund (FTIHX). The values are adjusted to include any dividend payments, if applicable.

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VTIAX vs. FTIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
1.75%32.18%5.34%15.28%-16.02%8.59%11.27%21.52%-14.46%27.54%
FTIHX
Fidelity Total International Index Fund
1.79%32.59%4.98%15.49%-16.29%8.45%11.09%21.50%-14.40%25.88%

Returns By Period

The year-to-date returns for both investments are quite close, with VTIAX having a 1.75% return and FTIHX slightly higher at 1.79%.


VTIAX

1D
2.79%
1M
-7.27%
YTD
1.75%
6M
5.72%
1Y
27.08%
3Y*
15.26%
5Y*
7.20%
10Y*
8.81%

FTIHX

1D
2.98%
1M
-7.01%
YTD
1.79%
6M
5.81%
1Y
27.20%
3Y*
15.30%
5Y*
7.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTIAX vs. FTIHX - Expense Ratio Comparison

VTIAX has a 0.11% expense ratio, which is higher than FTIHX'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. FTIHX — Risk / Return Rank

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

VTIAX
VTIAX Risk / Return Rank: 8686
Overall Rank
VTIAX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VTIAX Sortino Ratio Rank: 8686
Sortino Ratio Rank
VTIAX Omega Ratio Rank: 8484
Omega Ratio Rank
VTIAX Calmar Ratio Rank: 8888
Calmar Ratio Rank
VTIAX Martin Ratio Rank: 8787
Martin Ratio Rank

FTIHX
FTIHX Risk / Return Rank: 8686
Overall Rank
FTIHX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FTIHX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FTIHX Omega Ratio Rank: 8585
Omega Ratio Rank
FTIHX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FTIHX Martin Ratio Rank: 8787
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. FTIHX - 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 Total International Index Fund (FTIHX). 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.


VTIAXFTIHXDifference

Sharpe ratio

Return per unit of total volatility

1.76

1.74

+0.01

Sortino ratio

Return per unit of downside risk

2.32

2.32

0.00

Omega ratio

Gain probability vs. loss probability

1.35

1.35

0.00

Calmar ratio

Return relative to maximum drawdown

2.35

2.38

-0.03

Martin ratio

Return relative to average drawdown

9.21

9.30

-0.09

VTIAX vs. FTIHX - Sharpe Ratio Comparison

The current VTIAX Sharpe Ratio is 1.76, which is comparable to the FTIHX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of VTIAX and FTIHX, 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


VTIAXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

1.74

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.48

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.56

-0.16

Correlation

The correlation between VTIAX and FTIHX 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. FTIHX - Dividend Comparison

VTIAX's dividend yield for the trailing twelve months is around 2.95%, more than FTIHX's 2.73% yield.


TTM20252024202320222021202020192018201720162015
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
2.95%3.15%3.33%3.22%3.04%3.05%2.10%3.04%3.16%2.73%2.93%2.84%
FTIHX
Fidelity Total International Index Fund
2.73%2.78%2.88%2.78%2.51%2.55%1.62%2.61%2.21%0.45%0.47%0.00%

Drawdowns

VTIAX vs. FTIHX - Drawdown Comparison

The maximum VTIAX drawdown since its inception was -35.83%, roughly equal to the maximum FTIHX drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for VTIAX and FTIHX.


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Drawdown Indicators


VTIAXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-35.83%

-35.75%

-0.08%

Max Drawdown (1Y)

Largest decline over 1 year

-11.28%

-11.25%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-29.56%

-29.99%

+0.43%

Max Drawdown (10Y)

Largest decline over 10 years

-35.83%

Current Drawdown

Current decline from peak

-8.81%

-8.61%

-0.20%

Average Drawdown

Average peak-to-trough decline

-8.15%

-7.31%

-0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

2.88%

0.00%

Volatility

VTIAX vs. FTIHX - Volatility Comparison

Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) and Fidelity Total International Index Fund (FTIHX) have volatilities of 7.49% and 7.78%, 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


VTIAXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.49%

7.78%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

10.83%

11.04%

-0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

15.74%

16.05%

-0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.85%

15.09%

-0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.85%

16.02%

-0.17%