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VXUS vs. FBGRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VXUS vs. FBGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Stock ETF (VXUS) and Fidelity Blue Chip Growth Fund (FBGRX). 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 VXUS having a 13.69% return and FBGRX slightly higher at 13.86%. Over the past 10 years, VXUS has underperformed FBGRX with an annualized return of 10.22%, while FBGRX has yielded a comparatively higher 21.66% annualized return.


VXUS

1D
0.40%
1M
0.78%
YTD
13.69%
6M
15.52%
1Y
30.12%
3Y*
18.37%
5Y*
8.32%
10Y*
10.22%

FBGRX

1D
2.59%
1M
0.76%
YTD
13.86%
6M
15.39%
1Y
38.88%
3Y*
30.04%
5Y*
15.33%
10Y*
21.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VXUS vs. FBGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VXUS
Vanguard Total International Stock ETF
13.69%32.35%5.08%15.86%-16.08%8.98%10.66%21.75%-14.43%27.46%
FBGRX
Fidelity Blue Chip Growth Fund
13.86%19.91%39.77%55.61%-38.45%22.64%62.20%33.43%1.02%36.01%

Correlation

The correlation between VXUS and FBGRX is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.71

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

0.66

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

0.71

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

0.72

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2011

0.74

The correlation between VXUS and FBGRX has been stable across timeframes, ranging from 0.66 to 0.74 - a consistent structural relationship.

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Return for Risk

VXUS vs. FBGRX — Risk / Return Rank

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

VXUS
VXUS Risk / Return Rank: 6161
Overall Rank
VXUS Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 6060
Sortino Ratio Rank
VXUS Omega Ratio Rank: 6363
Omega Ratio Rank
VXUS Calmar Ratio Rank: 5858
Calmar Ratio Rank
VXUS Martin Ratio Rank: 6262
Martin Ratio Rank

FBGRX
FBGRX Risk / Return Rank: 7474
Overall Rank
FBGRX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FBGRX Sortino Ratio Rank: 6767
Sortino Ratio Rank
FBGRX Omega Ratio Rank: 6767
Omega Ratio Rank
FBGRX Calmar Ratio Rank: 7979
Calmar Ratio Rank
FBGRX Martin Ratio Rank: 8282
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.

VXUS vs. FBGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock ETF (VXUS) and Fidelity Blue Chip Growth Fund (FBGRX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VXUSFBGRXDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.33

1.35

-0.02

Calmar ratioReturn relative to maximum drawdown

2.53

2.95

-0.42

Martin ratioReturn relative to average drawdown

9.72

12.23

-2.51

VXUS vs. FBGRX - Sharpe Ratio Comparison

The current VXUS Sharpe Ratio is 1.77, which is comparable to the FBGRX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of VXUS and FBGRX, 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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Drawdowns

VXUS vs. FBGRX - Drawdown Comparison

The maximum VXUS drawdown since its inception was -35.97%, smaller than the maximum FBGRX drawdown of -58.64%. Use the drawdown chart below to compare losses from any high point for VXUS and FBGRX.


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Drawdown Indicators


VXUSFBGRXDifference

Max Drawdown

Largest peak-to-trough decline

-35.97%

-58.64%

+22.67%

Max Drawdown (1Y)

Largest decline over 1 year

-11.27%

-12.65%

+1.38%

Max Drawdown (3Y)

Largest decline over 3 years

-13.58%

-27.07%

+13.49%

Max Drawdown (5Y)

Largest decline over 5 years

-29.44%

-43.08%

+13.64%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

-43.08%

+7.11%

Current Drawdown

Current decline from peak

-1.47%

-3.97%

+2.50%

Average Drawdown

Average peak-to-trough decline

-8.21%

-12.52%

+4.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

3.05%

-0.12%

Volatility

VXUS vs. FBGRX - Volatility Comparison

Vanguard Total International Stock ETF (VXUS) and Fidelity Blue Chip Growth Fund (FBGRX) have volatilities of 6.71% and 6.86%, 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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Volatility by Period


VXUSFBGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.71%

6.86%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

14.02%

14.15%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

16.09%

18.25%

-2.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.21%

24.99%

-8.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.20%

23.74%

-6.54%

VXUS vs. FBGRX - Expense Ratio Comparison

VXUS has a 0.05% expense ratio, which is lower than FBGRX's 0.79% expense ratio.


Dividends

VXUS vs. FBGRX - Dividend Comparison

VXUS's dividend yield for the trailing twelve months is around 2.67%, more than FBGRX's 1.67% yield.


PositionTTM20252024202320222021202020192018201720162015
FBGRX
Fidelity Blue Chip Growth Fund
1.67%1.90%5.95%0.93%0.57%8.73%6.40%3.70%6.32%4.23%4.05%5.30%
VXUS
Vanguard Total International Stock ETF
2.67%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Frequently Asked Questions


VXUS and FBGRX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FBGRX has higher volatility (6.86%) compared to VXUS (6.71%). In terms of maximum drawdown, VXUS dropped -35.97% vs FBGRX's -58.64%.

FBGRX currently has the higher Sharpe Ratio (2.05 vs 1.77), 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.

Portfolio Optimizer

Find the right allocation for VXUS and FBGRX

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