PortfoliosLab logoPortfoliosLab logo
VXUS vs. FTIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VXUS vs. FTIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Stock ETF (VXUS) and Fidelity Total International Index Fund (FTIHX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VXUS vs. FTIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VXUS
Vanguard Total International Stock ETF
3.51%32.35%5.08%15.86%-16.08%8.98%10.66%21.75%-14.43%27.46%
FTIHX
Fidelity Total International Index Fund
1.79%32.59%4.98%15.49%-16.29%8.45%11.09%21.50%-14.40%25.88%

Returns By Period

In the year-to-date period, VXUS achieves a 3.51% return, which is significantly higher than FTIHX's 1.79% return.


VXUS

1D
1.17%
1M
-5.23%
YTD
3.51%
6M
7.51%
1Y
29.24%
3Y*
15.95%
5Y*
7.57%
10Y*
9.03%

FTIHX

1D
2.98%
1M
-7.01%
YTD
1.79%
6M
5.81%
1Y
27.20%
3Y*
15.30%
5Y*
7.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VXUS vs. FTIHX - Expense Ratio Comparison

VXUS has a 0.05% expense ratio, which is lower than FTIHX's 0.06% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VXUS vs. FTIHX — Risk / Return Rank

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

VXUS
VXUS Risk / Return Rank: 8585
Overall Rank
VXUS Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 8585
Sortino Ratio Rank
VXUS Omega Ratio Rank: 8585
Omega Ratio Rank
VXUS Calmar Ratio Rank: 8585
Calmar Ratio Rank
VXUS Martin Ratio Rank: 8484
Martin Ratio Rank

FTIHX
FTIHX Risk / Return Rank: 8686
Overall Rank
FTIHX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FTIHX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FTIHX Omega Ratio Rank: 8585
Omega Ratio Rank
FTIHX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FTIHX Martin Ratio Rank: 8787
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. FTIHX - Risk-Adjusted Trends Comparison

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


VXUSFTIHXDifference

Sharpe ratio

Return per unit of total volatility

1.71

1.74

-0.04

Sortino ratio

Return per unit of downside risk

2.33

2.32

+0.01

Omega ratio

Gain probability vs. loss probability

1.35

1.35

0.00

Calmar ratio

Return relative to maximum drawdown

2.63

2.38

+0.25

Martin ratio

Return relative to average drawdown

10.05

9.30

+0.75

VXUS vs. FTIHX - Sharpe Ratio Comparison

The current VXUS Sharpe Ratio is 1.71, which is comparable to the FTIHX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of VXUS and FTIHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VXUSFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

1.74

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.48

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.56

-0.20

Correlation

The correlation between VXUS and FTIHX is 0.97, 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.


Dividends

VXUS vs. FTIHX - Dividend Comparison

VXUS's dividend yield for the trailing twelve months is around 2.93%, more than FTIHX's 2.73% yield.


TTM20252024202320222021202020192018201720162015
VXUS
Vanguard Total International Stock ETF
2.93%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%
FTIHX
Fidelity Total International Index Fund
2.73%2.78%2.88%2.78%2.51%2.55%1.62%2.61%2.21%0.45%0.47%0.00%

Drawdowns

VXUS vs. FTIHX - Drawdown Comparison

The maximum VXUS drawdown since its inception was -35.97%, roughly equal to the maximum FTIHX drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for VXUS and FTIHX.


Loading graphics...

Drawdown Indicators


VXUSFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-35.97%

-35.75%

-0.22%

Max Drawdown (1Y)

Largest decline over 1 year

-11.27%

-11.25%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-29.44%

-29.99%

+0.55%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

Current Drawdown

Current decline from peak

-7.26%

-8.61%

+1.35%

Average Drawdown

Average peak-to-trough decline

-8.29%

-7.31%

-0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

2.88%

+0.07%

Volatility

VXUS vs. FTIHX - Volatility Comparison

Vanguard Total International Stock ETF (VXUS) and Fidelity Total International Index Fund (FTIHX) have volatilities of 7.72% and 7.78%, 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.


Loading graphics...

Volatility by Period


VXUSFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.72%

7.78%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

11.54%

11.04%

+0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

17.21%

16.05%

+1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.81%

15.09%

+0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.09%

16.02%

+1.07%