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

Correlation

The correlation between VXUS and FZILX is 0.78, 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 chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Stock ETF (VXUS) and Fidelity ZERO International Index Fund (FZILX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VXUS:

0.66

FZILX:

0.73

Sortino Ratio

VXUS:

1.08

FZILX:

1.15

Omega Ratio

VXUS:

1.14

FZILX:

1.16

Calmar Ratio

VXUS:

0.86

FZILX:

0.92

Martin Ratio

VXUS:

2.71

FZILX:

2.84

Ulcer Index

VXUS:

4.29%

FZILX:

4.34%

Daily Std Dev

VXUS:

16.93%

FZILX:

16.21%

Max Drawdown

VXUS:

-35.97%

FZILX:

-34.37%

Current Drawdown

VXUS:

0.00%

FZILX:

0.00%

Returns By Period

In the year-to-date period, VXUS achieves a 13.95% return, which is significantly lower than FZILX's 14.65% return.


VXUS

YTD

13.95%

1M

9.18%

6M

12.30%

1Y

11.14%

3Y*

10.45%

5Y*

11.24%

10Y*

5.35%

FZILX

YTD

14.65%

1M

9.44%

6M

12.90%

1Y

11.77%

3Y*

11.16%

5Y*

11.35%

10Y*

N/A

*Annualized

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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%.


Risk-Adjusted Performance

VXUS vs. FZILX — Risk-Adjusted Performance Rank

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

VXUS
The Risk-Adjusted Performance Rank of VXUS is 6767
Overall Rank
The Sharpe Ratio Rank of VXUS is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VXUS is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VXUS is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VXUS is 7777
Calmar Ratio Rank
The Martin Ratio Rank of VXUS is 6868
Martin Ratio Rank

FZILX
The Risk-Adjusted Performance Rank of FZILX is 7272
Overall Rank
The Sharpe Ratio Rank of FZILX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FZILX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of FZILX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of FZILX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of FZILX is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current VXUS Sharpe Ratio is 0.66, which is comparable to the FZILX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of VXUS and FZILX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

VXUS vs. FZILX - Dividend Comparison

VXUS's dividend yield for the trailing twelve months is around 2.92%, more than FZILX's 2.62% yield.


TTM20242023202220212020201920182017201620152014
VXUS
Vanguard Total International Stock ETF
2.92%3.37%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%
FZILX
Fidelity ZERO International Index Fund
2.62%3.00%2.98%2.71%2.61%1.64%2.83%0.66%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.


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Volatility

VXUS vs. FZILX - Volatility Comparison

Vanguard Total International Stock ETF (VXUS) has a higher volatility of 3.09% compared to Fidelity ZERO International Index Fund (FZILX) at 2.79%. 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.


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