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

Correlation

The correlation between VWIGX and FNDE is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

VWIGX vs. FNDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Growth Fund Investor Shares (VWIGX) and Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%90.00%100.00%NovemberDecember2025FebruaryMarchApril
79.18%
71.28%
VWIGX
FNDE

Key characteristics

Sharpe Ratio

VWIGX:

0.05

FNDE:

0.66

Sortino Ratio

VWIGX:

0.22

FNDE:

1.06

Omega Ratio

VWIGX:

1.03

FNDE:

1.14

Calmar Ratio

VWIGX:

0.02

FNDE:

0.73

Martin Ratio

VWIGX:

0.15

FNDE:

1.98

Ulcer Index

VWIGX:

7.16%

FNDE:

6.79%

Daily Std Dev

VWIGX:

23.73%

FNDE:

20.31%

Max Drawdown

VWIGX:

-65.63%

FNDE:

-43.55%

Current Drawdown

VWIGX:

-39.65%

FNDE:

-8.15%

Returns By Period

In the year-to-date period, VWIGX achieves a 3.60% return, which is significantly higher than FNDE's 3.30% return. Over the past 10 years, VWIGX has underperformed FNDE with an annualized return of 4.27%, while FNDE has yielded a comparatively higher 4.72% annualized return.


VWIGX

YTD

3.60%

1M

-0.96%

6M

-8.53%

1Y

2.03%

5Y*

3.14%

10Y*

4.27%

FNDE

YTD

3.30%

1M

-3.66%

6M

-1.97%

1Y

12.24%

5Y*

12.00%

10Y*

4.72%

*Annualized

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VWIGX vs. FNDE - Expense Ratio Comparison

VWIGX has a 0.43% expense ratio, which is higher than FNDE's 0.39% expense ratio.


Expense ratio chart for VWIGX: current value is 0.43%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VWIGX: 0.43%
Expense ratio chart for FNDE: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FNDE: 0.39%

Risk-Adjusted Performance

VWIGX vs. FNDE — Risk-Adjusted Performance Rank

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

VWIGX
The Risk-Adjusted Performance Rank of VWIGX is 2525
Overall Rank
The Sharpe Ratio Rank of VWIGX is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of VWIGX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of VWIGX is 2727
Omega Ratio Rank
The Calmar Ratio Rank of VWIGX is 2424
Calmar Ratio Rank
The Martin Ratio Rank of VWIGX is 2424
Martin Ratio Rank

FNDE
The Risk-Adjusted Performance Rank of FNDE is 6767
Overall Rank
The Sharpe Ratio Rank of FNDE is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FNDE is 6868
Sortino Ratio Rank
The Omega Ratio Rank of FNDE is 6666
Omega Ratio Rank
The Calmar Ratio Rank of FNDE is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FNDE is 5959
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.

VWIGX vs. FNDE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Growth Fund Investor Shares (VWIGX) and Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE). 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 chart of Sharpe ratio for VWIGX, currently valued at 0.05, compared to the broader market-1.000.001.002.003.00
VWIGX: 0.05
FNDE: 0.66
The chart of Sortino ratio for VWIGX, currently valued at 0.22, compared to the broader market-2.000.002.004.006.008.00
VWIGX: 0.22
FNDE: 1.06
The chart of Omega ratio for VWIGX, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.00
VWIGX: 1.03
FNDE: 1.14
The chart of Calmar ratio for VWIGX, currently valued at 0.02, compared to the broader market0.002.004.006.008.0010.00
VWIGX: 0.02
FNDE: 0.73
The chart of Martin ratio for VWIGX, currently valued at 0.15, compared to the broader market0.0010.0020.0030.0040.0050.00
VWIGX: 0.15
FNDE: 1.98

The current VWIGX Sharpe Ratio is 0.05, which is lower than the FNDE Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of VWIGX and FNDE, 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 Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.05
0.66
VWIGX
FNDE

Dividends

VWIGX vs. FNDE - Dividend Comparison

VWIGX's dividend yield for the trailing twelve months is around 0.80%, less than FNDE's 4.67% yield.


TTM20242023202220212020201920182017201620152014
VWIGX
Vanguard International Growth Fund Investor Shares
0.80%0.83%1.01%1.37%0.93%0.21%1.20%1.62%0.84%1.26%1.39%2.29%
FNDE
Schwab Fundamental Emerging Markets Large Company Index ETF
4.67%4.82%4.74%5.59%4.31%2.49%3.47%3.05%2.05%1.65%2.02%1.36%

Drawdowns

VWIGX vs. FNDE - Drawdown Comparison

The maximum VWIGX drawdown since its inception was -65.63%, which is greater than FNDE's maximum drawdown of -43.55%. Use the drawdown chart below to compare losses from any high point for VWIGX and FNDE. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-39.65%
-8.15%
VWIGX
FNDE

Volatility

VWIGX vs. FNDE - Volatility Comparison

Vanguard International Growth Fund Investor Shares (VWIGX) has a higher volatility of 13.29% compared to Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) at 11.37%. This indicates that VWIGX's price experiences larger fluctuations and is considered to be riskier than FNDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.29%
11.37%
VWIGX
FNDE