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VTSNX vs. FIGRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTSNX and FIGRX is 0.77, 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

VTSNX vs. FIGRX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

VTSNX:

0.67

FIGRX:

0.62

Sortino Ratio

VTSNX:

1.09

FIGRX:

1.00

Omega Ratio

VTSNX:

1.15

FIGRX:

1.14

Calmar Ratio

VTSNX:

0.85

FIGRX:

0.56

Martin Ratio

VTSNX:

2.65

FIGRX:

2.79

Ulcer Index

VTSNX:

4.22%

FIGRX:

4.29%

Daily Std Dev

VTSNX:

15.59%

FIGRX:

18.64%

Max Drawdown

VTSNX:

-35.78%

FIGRX:

-60.02%

Current Drawdown

VTSNX:

-0.18%

FIGRX:

-5.72%

Returns By Period

The year-to-date returns for both stocks are quite close, with VTSNX having a 11.74% return and FIGRX slightly lower at 11.50%. Over the past 10 years, VTSNX has outperformed FIGRX with an annualized return of 5.12%, while FIGRX has yielded a comparatively lower 3.83% annualized return.


VTSNX

YTD

11.74%

1M

8.45%

6M

10.51%

1Y

10.37%

5Y*

11.57%

10Y*

5.12%

FIGRX

YTD

11.50%

1M

9.11%

6M

9.99%

1Y

11.55%

5Y*

8.22%

10Y*

3.83%

*Annualized

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VTSNX vs. FIGRX - Expense Ratio Comparison

VTSNX has a 0.08% expense ratio, which is lower than FIGRX's 0.99% expense ratio.


Risk-Adjusted Performance

VTSNX vs. FIGRX — Risk-Adjusted Performance Rank

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

VTSNX
The Risk-Adjusted Performance Rank of VTSNX is 6868
Overall Rank
The Sharpe Ratio Rank of VTSNX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSNX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VTSNX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VTSNX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VTSNX is 6868
Martin Ratio Rank

FIGRX
The Risk-Adjusted Performance Rank of FIGRX is 6363
Overall Rank
The Sharpe Ratio Rank of FIGRX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FIGRX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of FIGRX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of FIGRX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of FIGRX is 7070
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.

VTSNX vs. FIGRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) and Fidelity International Discovery Fund (FIGRX). 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 VTSNX Sharpe Ratio is 0.67, which is comparable to the FIGRX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of VTSNX and FIGRX, 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

VTSNX vs. FIGRX - Dividend Comparison

VTSNX's dividend yield for the trailing twelve months is around 2.96%, more than FIGRX's 2.58% yield.


TTM20242023202220212020201920182017201620152014
VTSNX
Vanguard Total International Stock Index Fund Institutional Shares
2.96%3.36%3.24%3.08%3.08%2.13%3.07%3.19%2.75%2.95%2.86%3.42%
FIGRX
Fidelity International Discovery Fund
2.58%2.88%1.91%0.35%2.90%0.47%1.72%1.35%1.10%1.68%1.05%0.68%

Drawdowns

VTSNX vs. FIGRX - Drawdown Comparison

The maximum VTSNX drawdown since its inception was -35.78%, smaller than the maximum FIGRX drawdown of -60.02%. Use the drawdown chart below to compare losses from any high point for VTSNX and FIGRX. For additional features, visit the drawdowns tool.


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Volatility

VTSNX vs. FIGRX - Volatility Comparison

The current volatility for Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) is 2.86%, while Fidelity International Discovery Fund (FIGRX) has a volatility of 3.11%. This indicates that VTSNX experiences smaller price fluctuations and is considered to be less risky than FIGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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