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VXUS vs. FZILX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VXUSFZILX
YTD Return8.65%8.94%
1Y Return11.45%11.95%
3Y Return (Ann)1.89%2.26%
5Y Return (Ann)6.52%6.57%
Sharpe Ratio1.000.99
Daily Std Dev11.79%12.42%
Max Drawdown-35.97%-34.37%
Current Drawdown-1.03%-1.15%

Correlation

-0.50.00.51.01.0

The correlation between VXUS and FZILX is 0.98, 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

VXUS vs. FZILX - Performance Comparison

The year-to-date returns for both investments are quite close, with VXUS having a 8.65% return and FZILX slightly higher at 8.94%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20.00%25.00%30.00%35.00%40.00%FebruaryMarchAprilMayJuneJuly
35.45%
37.67%
VXUS
FZILX

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


Vanguard Total International Stock ETF

Fidelity ZERO International Index Fund

VXUS vs. FZILX - Expense Ratio Comparison

VXUS has a 0.07% expense ratio, which is higher than FZILX's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VXUS
Vanguard Total International Stock ETF
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for FZILX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

VXUS vs. FZILX - Risk-Adjusted Performance Comparison

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


VXUS
Sharpe ratio
The chart of Sharpe ratio for VXUS, currently valued at 1.00, compared to the broader market0.002.004.006.001.00
Sortino ratio
The chart of Sortino ratio for VXUS, currently valued at 1.47, compared to the broader market0.005.0010.001.47
Omega ratio
The chart of Omega ratio for VXUS, currently valued at 1.18, compared to the broader market1.002.003.001.18
Calmar ratio
The chart of Calmar ratio for VXUS, currently valued at 0.65, compared to the broader market0.005.0010.0015.0020.000.65
Martin ratio
The chart of Martin ratio for VXUS, currently valued at 2.82, compared to the broader market0.0050.00100.00150.002.82
FZILX
Sharpe ratio
The chart of Sharpe ratio for FZILX, currently valued at 0.99, compared to the broader market0.002.004.006.000.99
Sortino ratio
The chart of Sortino ratio for FZILX, currently valued at 1.49, compared to the broader market0.005.0010.001.49
Omega ratio
The chart of Omega ratio for FZILX, currently valued at 1.19, compared to the broader market1.002.003.001.19
Calmar ratio
The chart of Calmar ratio for FZILX, currently valued at 0.69, compared to the broader market0.005.0010.0015.0020.000.69
Martin ratio
The chart of Martin ratio for FZILX, currently valued at 2.91, compared to the broader market0.0050.00100.00150.002.91

VXUS vs. FZILX - Sharpe Ratio Comparison

The current VXUS Sharpe Ratio is 1.00, which roughly equals the FZILX Sharpe Ratio of 0.99. The chart below compares the 12-month rolling Sharpe Ratio of VXUS and FZILX.


Rolling 12-month Sharpe Ratio0.200.400.600.801.001.201.401.60FebruaryMarchAprilMayJuneJuly
1.00
0.99
VXUS
FZILX

Dividends

VXUS vs. FZILX - Dividend Comparison

VXUS's dividend yield for the trailing twelve months is around 2.97%, more than FZILX's 2.74% yield.


TTM20232022202120202019201820172016201520142013
VXUS
Vanguard Total International Stock ETF
2.97%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%
FZILX
Fidelity ZERO International Index Fund
2.74%2.98%2.71%2.61%1.64%2.83%0.66%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VXUS vs. FZILX - Drawdown Comparison

The maximum VXUS drawdown since its inception was -35.97%, roughly equal to the maximum FZILX drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for VXUS and FZILX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-1.03%
-1.15%
VXUS
FZILX

Volatility

VXUS vs. FZILX - Volatility Comparison

Vanguard Total International Stock ETF (VXUS) has a higher volatility of 2.67% compared to Fidelity ZERO International Index Fund (FZILX) at 2.49%. This indicates that VXUS's price experiences larger fluctuations and is considered to be riskier than FZILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
2.67%
2.49%
VXUS
FZILX