ETF's and index funds (and most mutual funds) track specifically defined benchmark indexes. The most precise way to compare mutual funds, index funds, and ETF's is to compare with other funds that track the same benchmark.
For example, VEU tracks the FTSE All World Ex US index. You can directly compare this, then to mutual funds and index funds that track the same index. For example, among Vanguard funds, VFWAX tracks the same benchmark. In many cases, only one mutual fund or ETF will track a particular benchmark, but you can find funds that track nearly identical benchmarks. Going to Fidelity, we see FSGDX, which tracks the MSCI all country ex US index.
To find a fund's benchmark, you can check out its prospectus, which is available from the fund's family (vanguard, fidelity, blackrock, etc) or you can just read its profile some place like finance.yahoo.com. Search for the fund or etf by ticker, then click "profile" and read under "fund summary." The benchmark should be listed there.
For a given benchmark, what's the best way to find funds that use that benchmark? Probably a google search.