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VWIGX vs. FIGFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VWIGXFIGFX
YTD Return10.15%5.48%
1Y Return17.99%14.31%
3Y Return (Ann)-6.40%-1.12%
5Y Return (Ann)8.15%6.62%
10Y Return (Ann)8.24%7.25%
Sharpe Ratio1.051.09
Sortino Ratio1.531.57
Omega Ratio1.191.19
Calmar Ratio0.490.95
Martin Ratio6.295.08
Ulcer Index2.70%2.90%
Daily Std Dev16.20%13.57%
Max Drawdown-59.58%-55.48%
Current Drawdown-23.31%-6.83%

Correlation

-0.50.00.51.00.9

The correlation between VWIGX and FIGFX 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.

Performance

VWIGX vs. FIGFX - Performance Comparison

In the year-to-date period, VWIGX achieves a 10.15% return, which is significantly higher than FIGFX's 5.48% return. Over the past 10 years, VWIGX has outperformed FIGFX with an annualized return of 8.24%, while FIGFX has yielded a comparatively lower 7.25% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember
0.66%
-2.28%
VWIGX
FIGFX

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VWIGX vs. FIGFX - Expense Ratio Comparison

VWIGX has a 0.43% expense ratio, which is lower than FIGFX's 0.99% expense ratio.


FIGFX
Fidelity International Growth Fund
Expense ratio chart for FIGFX: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for VWIGX: current value at 0.43% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.43%

Risk-Adjusted Performance

VWIGX vs. FIGFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Growth Fund Investor Shares (VWIGX) and Fidelity International Growth Fund (FIGFX). 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.


VWIGX
Sharpe ratio
The chart of Sharpe ratio for VWIGX, currently valued at 1.05, compared to the broader market0.002.004.001.05
Sortino ratio
The chart of Sortino ratio for VWIGX, currently valued at 1.53, compared to the broader market0.005.0010.001.53
Omega ratio
The chart of Omega ratio for VWIGX, currently valued at 1.19, compared to the broader market1.002.003.004.001.19
Calmar ratio
The chart of Calmar ratio for VWIGX, currently valued at 0.49, compared to the broader market0.005.0010.0015.0020.0025.000.49
Martin ratio
The chart of Martin ratio for VWIGX, currently valued at 6.29, compared to the broader market0.0020.0040.0060.0080.00100.006.29
FIGFX
Sharpe ratio
The chart of Sharpe ratio for FIGFX, currently valued at 1.09, compared to the broader market0.002.004.001.09
Sortino ratio
The chart of Sortino ratio for FIGFX, currently valued at 1.57, compared to the broader market0.005.0010.001.57
Omega ratio
The chart of Omega ratio for FIGFX, currently valued at 1.19, compared to the broader market1.002.003.004.001.19
Calmar ratio
The chart of Calmar ratio for FIGFX, currently valued at 0.95, compared to the broader market0.005.0010.0015.0020.0025.000.95
Martin ratio
The chart of Martin ratio for FIGFX, currently valued at 5.08, compared to the broader market0.0020.0040.0060.0080.00100.005.08

VWIGX vs. FIGFX - Sharpe Ratio Comparison

The current VWIGX Sharpe Ratio is 1.05, which is comparable to the FIGFX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of VWIGX and FIGFX, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.05
1.09
VWIGX
FIGFX

Dividends

VWIGX vs. FIGFX - Dividend Comparison

VWIGX's dividend yield for the trailing twelve months is around 0.92%, more than FIGFX's 0.45% yield.


TTM20232022202120202019201820172016201520142013
VWIGX
Vanguard International Growth Fund Investor Shares
0.92%1.01%1.37%0.93%0.21%1.20%1.62%0.84%1.26%1.39%2.29%1.44%
FIGFX
Fidelity International Growth Fund
0.45%0.48%0.22%0.43%0.11%0.97%0.88%0.58%1.24%1.47%0.84%0.97%

Drawdowns

VWIGX vs. FIGFX - Drawdown Comparison

The maximum VWIGX drawdown since its inception was -59.58%, which is greater than FIGFX's maximum drawdown of -55.48%. Use the drawdown chart below to compare losses from any high point for VWIGX and FIGFX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-23.31%
-6.83%
VWIGX
FIGFX

Volatility

VWIGX vs. FIGFX - Volatility Comparison

Vanguard International Growth Fund Investor Shares (VWIGX) and Fidelity International Growth Fund (FIGFX) have volatilities of 3.83% and 3.74%, 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.


3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.83%
3.74%
VWIGX
FIGFX