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

Correlation

The correlation between VTPSX and FSPSX is 0.76, 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

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.

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Key characteristics

Sharpe Ratio

VTPSX:

0.69

FSPSX:

0.61

Sortino Ratio

VTPSX:

1.10

FSPSX:

1.09

Omega Ratio

VTPSX:

1.15

FSPSX:

1.15

Calmar Ratio

VTPSX:

0.87

FSPSX:

0.89

Martin Ratio

VTPSX:

2.70

FSPSX:

2.58

Ulcer Index

VTPSX:

4.22%

FSPSX:

4.69%

Daily Std Dev

VTPSX:

15.58%

FSPSX:

16.77%

Max Drawdown

VTPSX:

-35.77%

FSPSX:

-33.69%

Current Drawdown

VTPSX:

0.00%

FSPSX:

0.00%

Returns By Period

In the year-to-date period, VTPSX achieves a 12.76% return, which is significantly lower than FSPSX's 15.23% return. Over the past 10 years, VTPSX has underperformed FSPSX with an annualized return of 5.29%, while FSPSX has yielded a comparatively higher 5.71% annualized return.


VTPSX

YTD

12.76%

1M

9.36%

6M

12.13%

1Y

10.61%

5Y*

11.77%

10Y*

5.29%

FSPSX

YTD

15.23%

1M

8.50%

6M

14.67%

1Y

10.73%

5Y*

12.95%

10Y*

5.71%

*Annualized

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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 Rank

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

VTPSX
The Risk-Adjusted Performance Rank of VTPSX is 6868
Overall Rank
The Sharpe Ratio Rank of VTPSX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of VTPSX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VTPSX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VTPSX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VTPSX is 6767
Martin Ratio Rank

FSPSX
The Risk-Adjusted Performance Rank of FSPSX is 6767
Overall Rank
The Sharpe Ratio Rank of FSPSX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPSX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of FSPSX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of FSPSX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of FSPSX is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current VTPSX Sharpe Ratio is 0.69, which is comparable to the FSPSX Sharpe Ratio of 0.61. 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.


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Dividends

VTPSX vs. FSPSX - Dividend Comparison

VTPSX's dividend yield for the trailing twelve months is around 2.95%, more than FSPSX's 2.52% yield.


TTM20242023202220212020201920182017201620152014
VTPSX
Vanguard Total International Stock Index Fund Institutional Plus Shares
2.95%3.37%3.25%3.09%3.09%2.13%3.08%3.20%2.77%2.97%2.89%3.44%
FSPSX
Fidelity International Index Fund
2.52%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%3.53%

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.


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Volatility

VTPSX vs. FSPSX - Volatility Comparison

The current volatility for Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) is 2.77%, while Fidelity International Index Fund (FSPSX) has a volatility of 3.17%. 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.


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