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

Correlation

The correlation between VWILX and FIGFX is 0.82, 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

VWILX vs. FIGFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Growth Fund Admiral Shares (VWILX) and Fidelity International Growth Fund (FIGFX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VWILX:

0.07

FIGFX:

0.37

Sortino Ratio

VWILX:

0.29

FIGFX:

0.67

Omega Ratio

VWILX:

1.04

FIGFX:

1.09

Calmar Ratio

VWILX:

0.05

FIGFX:

0.43

Martin Ratio

VWILX:

0.32

FIGFX:

1.61

Ulcer Index

VWILX:

7.41%

FIGFX:

4.44%

Daily Std Dev

VWILX:

23.71%

FIGFX:

18.72%

Max Drawdown

VWILX:

-65.55%

FIGFX:

-55.48%

Current Drawdown

VWILX:

-34.90%

FIGFX:

-1.08%

Returns By Period

In the year-to-date period, VWILX achieves a 11.32% return, which is significantly higher than FIGFX's 9.83% return. Over the past 10 years, VWILX has underperformed FIGFX with an annualized return of 5.35%, while FIGFX has yielded a comparatively higher 7.29% annualized return.


VWILX

YTD

11.32%

1M

7.53%

6M

-0.82%

1Y

1.58%

3Y*

4.41%

5Y*

2.32%

10Y*

5.35%

FIGFX

YTD

9.83%

1M

5.80%

6M

6.79%

1Y

6.95%

3Y*

10.13%

5Y*

9.05%

10Y*

7.29%

*Annualized

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VWILX vs. FIGFX - Expense Ratio Comparison

VWILX has a 0.32% expense ratio, which is lower than FIGFX's 0.99% expense ratio.


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Risk-Adjusted Performance

VWILX vs. FIGFX — Risk-Adjusted Performance Rank

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

VWILX
The Risk-Adjusted Performance Rank of VWILX is 1616
Overall Rank
The Sharpe Ratio Rank of VWILX is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of VWILX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of VWILX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of VWILX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of VWILX is 1717
Martin Ratio Rank

FIGFX
The Risk-Adjusted Performance Rank of FIGFX is 3535
Overall Rank
The Sharpe Ratio Rank of FIGFX is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of FIGFX is 3333
Sortino Ratio Rank
The Omega Ratio Rank of FIGFX is 3030
Omega Ratio Rank
The Calmar Ratio Rank of FIGFX is 4242
Calmar Ratio Rank
The Martin Ratio Rank of FIGFX is 3838
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.

VWILX vs. FIGFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Growth Fund Admiral Shares (VWILX) 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.


The current VWILX Sharpe Ratio is 0.07, which is lower than the FIGFX Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of VWILX 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.


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Dividends

VWILX vs. FIGFX - Dividend Comparison

VWILX's dividend yield for the trailing twelve months is around 8.82%, more than FIGFX's 0.71% yield.


TTM20242023202220212020201920182017201620152014
VWILX
Vanguard International Growth Fund Admiral Shares
8.82%9.81%1.92%7.03%14.02%2.38%1.30%5.52%0.84%1.42%1.53%2.46%
FIGFX
Fidelity International Growth Fund
0.71%0.78%0.48%1.66%1.93%0.11%0.97%0.88%0.69%1.24%0.77%0.84%

Drawdowns

VWILX vs. FIGFX - Drawdown Comparison

The maximum VWILX drawdown since its inception was -65.55%, which is greater than FIGFX's maximum drawdown of -55.48%. Use the drawdown chart below to compare losses from any high point for VWILX and FIGFX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

VWILX vs. FIGFX - Volatility Comparison

Vanguard International Growth Fund Admiral Shares (VWILX) and Fidelity International Growth Fund (FIGFX) have volatilities of 4.05% and 3.86%, 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.


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