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

Key characteristics


VWILXFIGFX
YTD Return12.79%9.24%
1Y Return25.51%22.45%
3Y Return (Ann)-5.64%0.01%
5Y Return (Ann)8.82%7.55%
10Y Return (Ann)8.70%7.65%
Sharpe Ratio1.511.65
Sortino Ratio2.152.34
Omega Ratio1.271.28
Calmar Ratio0.681.22
Martin Ratio9.097.96
Ulcer Index2.78%2.80%
Daily Std Dev16.78%13.54%
Max Drawdown-59.49%-55.48%
Current Drawdown-21.21%-3.51%

Correlation

-0.50.00.51.00.9

The correlation between VWILX and FIGFX is 0.93, 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

In the year-to-date period, VWILX achieves a 12.79% return, which is significantly higher than FIGFX's 9.24% return. Over the past 10 years, VWILX has outperformed FIGFX with an annualized return of 8.70%, while FIGFX has yielded a comparatively lower 7.65% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.26%
2.35%
VWILX
FIGFX

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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.


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 VWILX: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%

Risk-Adjusted Performance

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.


VWILX
Sharpe ratio
The chart of Sharpe ratio for VWILX, currently valued at 1.51, compared to the broader market0.002.004.001.51
Sortino ratio
The chart of Sortino ratio for VWILX, currently valued at 2.15, compared to the broader market0.005.0010.002.15
Omega ratio
The chart of Omega ratio for VWILX, currently valued at 1.27, compared to the broader market1.002.003.004.001.27
Calmar ratio
The chart of Calmar ratio for VWILX, currently valued at 0.68, compared to the broader market0.005.0010.0015.0020.0025.000.68
Martin ratio
The chart of Martin ratio for VWILX, currently valued at 9.09, compared to the broader market0.0020.0040.0060.0080.00100.009.09
FIGFX
Sharpe ratio
The chart of Sharpe ratio for FIGFX, currently valued at 1.65, compared to the broader market0.002.004.001.65
Sortino ratio
The chart of Sortino ratio for FIGFX, currently valued at 2.34, compared to the broader market0.005.0010.002.34
Omega ratio
The chart of Omega ratio for FIGFX, currently valued at 1.28, compared to the broader market1.002.003.004.001.28
Calmar ratio
The chart of Calmar ratio for FIGFX, currently valued at 1.22, compared to the broader market0.005.0010.0015.0020.0025.001.22
Martin ratio
The chart of Martin ratio for FIGFX, currently valued at 7.96, compared to the broader market0.0020.0040.0060.0080.00100.007.96

VWILX vs. FIGFX - Sharpe Ratio Comparison

The current VWILX Sharpe Ratio is 1.51, which is comparable to the FIGFX Sharpe Ratio of 1.65. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.51
1.65
VWILX
FIGFX

Dividends

VWILX vs. FIGFX - Dividend Comparison

VWILX's dividend yield for the trailing twelve months is around 0.98%, more than FIGFX's 0.43% yield.


TTM20232022202120202019201820172016201520142013
VWILX
Vanguard International Growth Fund Admiral Shares
0.98%1.10%1.50%1.08%0.31%1.30%1.79%0.84%1.42%1.53%2.46%1.58%
FIGFX
Fidelity International Growth Fund
0.43%0.48%0.22%0.43%0.11%0.97%0.88%0.58%1.24%1.47%0.84%0.97%

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 -55.48%. Use the drawdown chart below to compare losses from any high point for VWILX and FIGFX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-21.21%
-3.51%
VWILX
FIGFX

Volatility

VWILX vs. FIGFX - Volatility Comparison

Vanguard International Growth Fund Admiral Shares (VWILX) has a higher volatility of 4.49% compared to Fidelity International Growth Fund (FIGFX) at 3.77%. This indicates that VWILX's price experiences larger fluctuations and is considered to be riskier than FIGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.49%
3.77%
VWILX
FIGFX