VTWIX vs. FDVIX
Compare and contrast key facts about Vanguard Total World Stock Index Fund Institutional Shares (VTWIX) and Fidelity Advisor Diversified International Fund Class I (FDVIX).
VTWIX is managed by Vanguard. It was launched on Oct 9, 2008. FDVIX is managed by Fidelity. It was launched on Dec 17, 1998.
Performance
VTWIX vs. FDVIX - Performance Comparison
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VTWIX vs. FDVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTWIX Vanguard Total World Stock Index Fund Institutional Shares | -4.67% | 22.43% | 16.47% | 21.87% | -18.00% | 18.21% | 16.70% | 26.77% | -9.68% | 24.21% |
FDVIX Fidelity Advisor Diversified International Fund Class I | -3.91% | 27.55% | 6.42% | 17.36% | -23.70% | 12.95% | 19.60% | 29.83% | -15.35% | 25.62% |
Returns By Period
In the year-to-date period, VTWIX achieves a -4.67% return, which is significantly lower than FDVIX's -3.91% return. Over the past 10 years, VTWIX has outperformed FDVIX with an annualized return of 11.19%, while FDVIX has yielded a comparatively lower 8.17% annualized return.
VTWIX
- 1D
- -0.35%
- 1M
- -9.09%
- YTD
- -4.67%
- 6M
- -1.71%
- 1Y
- 17.95%
- 3Y*
- 15.67%
- 5Y*
- 8.84%
- 10Y*
- 11.19%
FDVIX
- 1D
- 0.15%
- 1M
- -12.02%
- YTD
- -3.91%
- 6M
- 0.19%
- 1Y
- 16.60%
- 3Y*
- 12.06%
- 5Y*
- 5.68%
- 10Y*
- 8.17%
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VTWIX vs. FDVIX - Expense Ratio Comparison
VTWIX has a 0.08% expense ratio, which is lower than FDVIX's 0.90% expense ratio.
Return for Risk
VTWIX vs. FDVIX — Risk / Return Rank
VTWIX
FDVIX
VTWIX vs. FDVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock Index Fund Institutional Shares (VTWIX) and Fidelity Advisor Diversified International Fund Class I (FDVIX). 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.
| VTWIX | FDVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.82 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.21 | +0.39 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.17 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.10 | +0.26 |
Martin ratioReturn relative to average drawdown | 6.40 | 4.36 | +2.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VTWIX | FDVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.82 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.34 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.49 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.40 | +0.02 |
Correlation
The correlation between VTWIX and FDVIX is 0.92, 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.
Dividends
VTWIX vs. FDVIX - Dividend Comparison
VTWIX's dividend yield for the trailing twelve months is around 1.87%, less than FDVIX's 14.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTWIX Vanguard Total World Stock Index Fund Institutional Shares | 1.87% | 1.82% | 1.94% | 2.07% | 2.19% | 1.81% | 1.66% | 2.32% | 2.55% | 2.11% | 2.40% | 2.46% |
FDVIX Fidelity Advisor Diversified International Fund Class I | 14.39% | 13.83% | 6.36% | 4.22% | 2.17% | 10.74% | 0.02% | 1.48% | 5.04% | 0.29% | 1.54% | 0.92% |
Drawdowns
VTWIX vs. FDVIX - Drawdown Comparison
The maximum VTWIX drawdown since its inception was -50.16%, smaller than the maximum FDVIX drawdown of -61.22%. Use the drawdown chart below to compare losses from any high point for VTWIX and FDVIX.
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Drawdown Indicators
| VTWIX | FDVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.16% | -61.22% | +11.06% |
Max Drawdown (1Y)Largest decline over 1 year | -11.74% | -12.54% | +0.80% |
Max Drawdown (5Y)Largest decline over 5 years | -26.39% | -35.28% | +8.89% |
Max Drawdown (10Y)Largest decline over 10 years | -34.20% | -35.28% | +1.08% |
Current DrawdownCurrent decline from peak | -9.64% | -12.41% | +2.77% |
Average DrawdownAverage peak-to-trough decline | -7.02% | -13.38% | +6.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 3.15% | -0.65% |
Volatility
VTWIX vs. FDVIX - Volatility Comparison
The current volatility for Vanguard Total World Stock Index Fund Institutional Shares (VTWIX) is 5.08%, while Fidelity Advisor Diversified International Fund Class I (FDVIX) has a volatility of 8.16%. This indicates that VTWIX experiences smaller price fluctuations and is considered to be less risky than FDVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTWIX | FDVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 8.16% | -3.08% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 12.23% | -2.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.55% | 18.74% | -2.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.61% | 16.76% | -1.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.70% | 16.88% | -0.18% |