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VTPSX vs. FSPSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VTPSX vs. FSPSX - Performance Comparison

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

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
-0.13%
-2.82%
VTPSX
FSPSX

Returns By Period

In the year-to-date period, VTPSX achieves a 6.51% return, which is significantly higher than FSPSX's 4.37% return. Over the past 10 years, VTPSX has underperformed FSPSX with an annualized return of 4.79%, while FSPSX has yielded a comparatively higher 5.04% annualized return.


VTPSX

YTD

6.51%

1M

-3.48%

6M

0.45%

1Y

12.72%

5Y (annualized)

5.50%

10Y (annualized)

4.79%

FSPSX

YTD

4.37%

1M

-4.17%

6M

-2.17%

1Y

10.74%

5Y (annualized)

5.77%

10Y (annualized)

5.04%

Key characteristics


VTPSXFSPSX
Sharpe Ratio1.060.87
Sortino Ratio1.521.28
Omega Ratio1.191.16
Calmar Ratio1.151.23
Martin Ratio5.153.80
Ulcer Index2.48%2.87%
Daily Std Dev12.01%12.47%
Max Drawdown-35.77%-33.69%
Current Drawdown-6.97%-8.70%

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VTPSX vs. FSPSX - Expense Ratio Comparison

VTPSX has a 0.07% expense ratio, which is higher than FSPSX's 0.04% 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%.


VTPSX
Vanguard Total International Stock Index Fund Institutional Plus Shares
Expense ratio chart for VTPSX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for FSPSX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Correlation

-0.50.00.51.01.0

The correlation between VTPSX and FSPSX is 0.96, 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

VTPSX vs. FSPSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) and Fidelity International Index Fund (FSPSX). 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.


Sharpe ratio
The chart of Sharpe ratio for VTPSX, currently valued at 1.06, compared to the broader market-1.000.001.002.003.004.005.001.060.87
The chart of Sortino ratio for VTPSX, currently valued at 1.52, compared to the broader market0.005.0010.001.521.28
The chart of Omega ratio for VTPSX, currently valued at 1.19, compared to the broader market1.002.003.004.001.191.16
The chart of Calmar ratio for VTPSX, currently valued at 1.15, compared to the broader market0.005.0010.0015.0020.001.151.23
The chart of Martin ratio for VTPSX, currently valued at 5.15, compared to the broader market0.0020.0040.0060.0080.00100.005.153.80
VTPSX
FSPSX

The current VTPSX Sharpe Ratio is 1.06, which is comparable to the FSPSX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of VTPSX and FSPSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.06
0.87
VTPSX
FSPSX

Dividends

VTPSX vs. FSPSX - Dividend Comparison

VTPSX's dividend yield for the trailing twelve months is around 3.01%, less than FSPSX's 3.05% yield.


TTM20232022202120202019201820172016201520142013
VTPSX
Vanguard Total International Stock Index Fund Institutional Plus Shares
3.01%3.25%3.09%3.09%2.13%3.08%3.20%2.77%2.97%2.89%3.44%2.74%
FSPSX
Fidelity International Index Fund
3.05%2.79%2.66%3.07%1.84%3.18%2.79%2.36%2.99%2.79%3.53%2.59%

Drawdowns

VTPSX vs. FSPSX - Drawdown Comparison

The maximum VTPSX drawdown since its inception was -35.77%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for VTPSX and FSPSX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.97%
-8.70%
VTPSX
FSPSX

Volatility

VTPSX vs. FSPSX - Volatility Comparison

The current volatility for Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) is 3.48%, while Fidelity International Index Fund (FSPSX) has a volatility of 3.71%. This indicates that VTPSX experiences smaller price fluctuations and is considered to be less risky than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.48%
3.71%
VTPSX
FSPSX