VTPSX vs. FSPSX
Compare and contrast key facts about Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) and Fidelity International Index Fund (FSPSX).
VTPSX is managed by Vanguard. It was launched on Nov 30, 2010. FSPSX is managed by Fidelity. It was launched on Nov 5, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTPSX or FSPSX.
Key characteristics
| VTPSX | FSPSX | |
|---|---|---|
| YTD Return | 8.83% | 7.12% |
| 1Y Return | 19.50% | 18.43% |
| 3Y Return (Ann) | 1.14% | 2.41% |
| 5Y Return (Ann) | 5.94% | 6.27% |
| 10Y Return (Ann) | 5.15% | 5.44% |
| Sharpe Ratio | 1.65 | 1.49 |
| Sortino Ratio | 2.32 | 2.13 |
| Omega Ratio | 1.29 | 1.26 |
| Calmar Ratio | 1.40 | 1.85 |
| Martin Ratio | 9.34 | 7.70 |
| Ulcer Index | 2.14% | 2.44% |
| Daily Std Dev | 12.16% | 12.67% |
| Max Drawdown | -35.77% | -33.69% |
| Current Drawdown | -4.94% | -6.29% |
Correlation
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.
Performance
VTPSX vs. FSPSX - Performance Comparison
In the year-to-date period, VTPSX achieves a 8.83% return, which is significantly higher than FSPSX's 7.12% return. Over the past 10 years, VTPSX has underperformed FSPSX with an annualized return of 5.15%, while FSPSX has yielded a comparatively higher 5.44% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
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.
Dividends
VTPSX vs. FSPSX - Dividend Comparison
VTPSX's dividend yield for the trailing twelve months is around 2.94%, less than FSPSX's 2.97% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTPSX Vanguard Total International Stock Index Fund Institutional Plus Shares | 2.94% | 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 | 2.97% | 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.
Volatility
VTPSX vs. FSPSX - Volatility Comparison
Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) and Fidelity International Index Fund (FSPSX) have volatilities of 3.66% and 3.85%, 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.