VTMNX vs. FTIHX
Compare and contrast key facts about Vanguard Developed Markets Index Fund Institutional Shares (VTMNX) and Fidelity Total International Index Fund (FTIHX).
VTMNX is managed by Vanguard. It was launched on Jan 4, 2001. FTIHX is a passively managed fund by Fidelity that tracks the performance of the MSCI ACWI (All Country World Index) ex USA Investable Market Index. It was launched on Jun 7, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTMNX or FTIHX.
Performance
VTMNX vs. FTIHX - Performance Comparison
Returns By Period
In the year-to-date period, VTMNX achieves a 4.30% return, which is significantly lower than FTIHX's 6.16% return.
VTMNX
4.30%
-4.12%
-1.65%
11.36%
5.86%
5.24%
FTIHX
6.16%
-4.32%
-0.57%
12.43%
5.29%
N/A
Key characteristics
| VTMNX | FTIHX | |
|---|---|---|
| Sharpe Ratio | 0.86 | 0.92 |
| Sortino Ratio | 1.25 | 1.37 |
| Omega Ratio | 1.15 | 1.17 |
| Calmar Ratio | 1.23 | 1.04 |
| Martin Ratio | 3.99 | 4.62 |
| Ulcer Index | 2.72% | 2.61% |
| Daily Std Dev | 12.63% | 13.12% |
| Max Drawdown | -60.58% | -35.75% |
| Current Drawdown | -7.92% | -7.37% |
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VTMNX vs. FTIHX - Expense Ratio Comparison
VTMNX has a 0.05% expense ratio, which is lower than FTIHX's 0.06% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between VTMNX and FTIHX is 0.97, 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.
Risk-Adjusted Performance
VTMNX vs. FTIHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Developed Markets Index Fund Institutional Shares (VTMNX) 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.
Dividends
VTMNX vs. FTIHX - Dividend Comparison
VTMNX's dividend yield for the trailing twelve months is around 3.06%, more than FTIHX's 2.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTMNX Vanguard Developed Markets Index Fund Institutional Shares | 3.06% | 3.15% | 2.91% | 3.15% | 2.04% | 3.05% | 3.34% | 2.77% | 3.06% | 2.92% | 3.71% | 2.62% |
FTIHX Fidelity Total International Index Fund | 2.62% | 2.78% | 2.51% | 2.55% | 1.62% | 2.61% | 2.21% | 1.36% | 0.40% | 0.00% | 0.00% | 0.00% |
Drawdowns
VTMNX vs. FTIHX - Drawdown Comparison
The maximum VTMNX drawdown since its inception was -60.58%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for VTMNX and FTIHX. For additional features, visit the drawdowns tool.
Volatility
VTMNX vs. FTIHX - Volatility Comparison
Vanguard Developed Markets Index Fund Institutional Shares (VTMNX) and Fidelity Total International Index Fund (FTIHX) have volatilities of 3.59% and 3.67%, 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.