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Fidelity Fundamental Developed International ETF (...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
Fidelity
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity Fundamental Developed International ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Fidelity Fundamental Developed International ETF (FFDI) has returned -1.62% so far this year and 15.72% over the past 12 months.


Fidelity Fundamental Developed International ETF

1D
3.70%
1M
-7.78%
YTD
-1.62%
6M
-0.36%
1Y
15.72%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 21, 2024, FFDI's average daily return is +0.07%, while the average monthly return is +1.24%. At this rate, your investment would double in approximately 4.7 years.

Historically, 76% of months were positive and 24% were negative. The best month was Jan 2025 with a return of +6.6%, while the worst month was Mar 2026 at -7.8%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 1 months.

On a daily basis, FFDI closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +8.3%, while the worst single day was Apr 4, 2025 at -6.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.14%2.45%-7.78%-1.62%
20256.58%0.73%0.30%5.60%5.09%3.05%-2.67%2.00%2.29%0.77%-1.76%2.30%26.66%
20242.12%-4.13%-2.09%

Benchmark Metrics

Fidelity Fundamental Developed International ETF has an annualized alpha of 10.17%, beta of 0.80, and R² of 0.61 versus S&P 500 Index. Calculated based on daily prices since November 22, 2024.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (78.05%) than losses (7.78%) — typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 10.17% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha
10.17%
Beta
0.80
0.61
Upside Capture
78.05%
Downside Capture
7.78%

Expense Ratio

FFDI has an expense ratio of 0.55%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FFDI ranks 45 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


FFDI Risk / Return Rank: 4545
Overall Rank
FFDI Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
FFDI Sortino Ratio Rank: 4545
Sortino Ratio Rank
FFDI Omega Ratio Rank: 4343
Omega Ratio Rank
FFDI Calmar Ratio Rank: 4545
Calmar Ratio Rank
FFDI Martin Ratio Rank: 4848
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Fidelity Fundamental Developed International ETF (FFDI) and compare them to a chosen benchmark (S&P 500 Index).


FFDIBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.90

-0.06

Sortino ratio

Return per unit of downside risk

1.30

1.39

-0.09

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

1.23

1.40

-0.17

Martin ratio

Return relative to average drawdown

4.68

6.61

-1.93

Explore FFDI risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Fidelity Fundamental Developed International ETF provided a 2.25% dividend yield over the last twelve months, with an annual payout of $0.67 per share.


0.50%1.00%1.50%2.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.60$0.7020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$0.67$0.65$0.10

Dividend yield

2.25%2.16%0.39%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Fundamental Developed International ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.06$0.06
2025$0.00$0.00$0.05$0.00$0.00$0.29$0.00$0.00$0.03$0.00$0.00$0.28$0.65
2024$0.10$0.10

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Fundamental Developed International ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Fidelity Fundamental Developed International ETF was 14.39%, occurring on Apr 8, 2025. Recovery took 12 trading sessions.

The current Fidelity Fundamental Developed International ETF drawdown is 8.54%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.39%Mar 20, 202514Apr 8, 202512Apr 25, 202526
-11.85%Feb 26, 202622Mar 27, 2026
-6.43%Oct 7, 202533Nov 20, 202528Jan 2, 202661
-6.24%Dec 6, 202424Jan 13, 20258Jan 24, 202532
-4.53%Jul 24, 20257Aug 1, 202528Sep 11, 202535

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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