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VWILX vs. FIGFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

The year-to-date returns for both investments are quite close, with VWILX having a 5.88% return and FIGFX slightly higher at 5.90%. Over the past 10 years, VWILX has outperformed FIGFX with an annualized return of 9.90%, while FIGFX has yielded a comparatively lower 9.14% annualized return.


VWILX

1D
0.82%
1M
3.23%
YTD
5.88%
6M
6.93%
1Y
13.10%
3Y*
12.38%
5Y*
-1.50%
10Y*
9.90%

FIGFX

1D
-1.27%
1M
0.54%
YTD
5.90%
6M
8.25%
1Y
12.91%
3Y*
11.92%
5Y*
5.27%
10Y*
9.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWILX vs. FIGFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWILX
Vanguard International Growth Fund Admiral Shares
5.88%20.08%9.18%14.80%-30.80%-12.81%59.77%31.50%-12.58%43.17%
FIGFX
Fidelity International Growth Fund
5.90%17.91%4.90%20.89%-23.19%15.42%16.95%33.97%-11.52%28.83%

Correlation

The correlation between VWILX and FIGFX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.87

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (10Y)
Calculated over the trailing 10-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Nov 5, 2007

0.92

The correlation between VWILX and FIGFX has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.

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Return for Risk

VWILX vs. FIGFX — Risk / Return Rank

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

VWILX
VWILX Risk / Return Rank: 99
Overall Rank
VWILX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
VWILX Sortino Ratio Rank: 99
Sortino Ratio Rank
VWILX Omega Ratio Rank: 99
Omega Ratio Rank
VWILX Calmar Ratio Rank: 99
Calmar Ratio Rank
VWILX Martin Ratio Rank: 1010
Martin Ratio Rank

FIGFX
FIGFX Risk / Return Rank: 1010
Overall Rank
FIGFX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
FIGFX Sortino Ratio Rank: 99
Sortino Ratio Rank
FIGFX Omega Ratio Rank: 99
Omega Ratio Rank
FIGFX Calmar Ratio Rank: 99
Calmar Ratio Rank
FIGFX Martin Ratio Rank: 1111
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VWILX vs. FIGFX - Risk-Adjusted Trends 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.


VWILXFIGFXDifference

Sharpe ratio

Return per unit of total volatility

0.78

0.75

+0.03

Sortino ratio

Return per unit of downside risk

1.19

1.20

0.00

Omega ratio

Gain probability vs. loss probability

1.15

1.15

0.00

Calmar ratio

Return relative to maximum drawdown

0.98

0.96

+0.02

Martin ratio

Return relative to average drawdown

3.17

3.55

-0.38

VWILX vs. FIGFX - Sharpe Ratio Comparison

The current VWILX Sharpe Ratio is 0.78, which is comparable to the FIGFX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of VWILX and FIGFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VWILXFIGFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

0.75

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.29

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.51

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.30

+0.04

Drawdowns

VWILX vs. FIGFX - Drawdown Comparison

The maximum VWILX drawdown since its inception was -59.49%, which is greater than FIGFX's maximum drawdown of -55.97%. Use the drawdown chart below to compare losses from any high point for VWILX and FIGFX.


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Drawdown Indicators


VWILXFIGFXDifference

Max Drawdown

Largest peak-to-trough decline

-59.49%

-55.97%

-3.52%

Max Drawdown (1Y)

Largest decline over 1 year

-14.06%

-13.95%

-0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-20.02%

-16.51%

-3.51%

Max Drawdown (5Y)

Largest decline over 5 years

-53.56%

-34.91%

-18.65%

Max Drawdown (10Y)

Largest decline over 10 years

-54.08%

-34.91%

-19.17%

Current Drawdown

Current decline from peak

-14.95%

-3.37%

-11.58%

Average Drawdown

Average peak-to-trough decline

-15.09%

-10.40%

-4.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.36%

3.77%

+0.59%

Volatility

VWILX vs. FIGFX - Volatility Comparison

The current volatility for Vanguard International Growth Fund Admiral Shares (VWILX) is 4.72%, while Fidelity International Growth Fund (FIGFX) has a volatility of 7.22%. This indicates that VWILX experiences smaller price fluctuations and is considered to be less risky than FIGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWILXFIGFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.72%

7.22%

-2.50%

Volatility (6M)

Calculated over the trailing 6-month period

14.47%

15.84%

-1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

17.99%

18.27%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.43%

18.07%

+5.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.70%

17.83%

+3.87%

VWILX vs. FIGFX - Expense Ratio Comparison

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


Dividends

VWILX vs. FIGFX - Dividend Comparison

VWILX's dividend yield for the trailing twelve months is around 6.51%, more than FIGFX's 3.25% yield.


PositionTTM20252024202320222021202020192018201720162015
FIGFX
Fidelity International Growth Fund
3.25%3.44%0.78%0.48%1.66%1.93%0.11%0.97%0.88%0.12%1.24%0.77%
VWILX
Vanguard International Growth Fund Admiral Shares
6.51%6.89%9.81%1.92%7.03%0.36%2.38%1.30%5.52%0.84%1.42%1.53%

Frequently Asked Questions


VWILX and FIGFX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FIGFX has higher volatility (7.22%) compared to VWILX (4.72%). In terms of maximum drawdown, VWILX dropped -59.49% vs FIGFX's -55.97%.

VWILX currently has the higher Sharpe Ratio (0.78 vs 0.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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