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AVNV vs. FIDI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVNV vs. FIDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis All International Markets Value ETF (AVNV) and Fidelity International High Dividend ETF (FIDI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AVNV achieves a 13.17% return, which is significantly lower than FIDI's 15.39% return.


AVNV

1D
0.75%
1M
1.13%
6M
6.01%
YTD
13.17%
1Y
30.47%
3Y*
20.85%
5Y*
10Y*
ALL TIME*
21.56%

FIDI

1D
-0.17%
1M
5.79%
6M
9.31%
YTD
15.39%
1Y
31.09%
3Y*
20.22%
5Y*
12.48%
10Y*
ALL TIME*
6.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$874.47K$818.79K$748.70K
$1.67M$1.97M$1.82M

AVNV vs. FIDI - Yearly Performance Comparison


2026 (YTD)202520242023
AVNV
Avantis All International Markets Value ETF
13.17%39.93%5.43%9.65%
FIDI
Fidelity International High Dividend ETF
15.39%39.34%-0.06%10.47%

Correlation

The correlation between AVNV and FIDI is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.77

Correlation (3Y)
Balances recent behavior with more history.

0.88

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2023

0.88

The correlation between AVNV and FIDI shifts across timeframes, from 0.77 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

AVNV vs. FIDI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AVNV
AVNV Risk / Return Rank: 7878
Overall Rank
AVNV Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
AVNV Sortino Ratio Rank: 7979
Sortino Ratio Rank
AVNV Omega Ratio Rank: 8080
Omega Ratio Rank
AVNV Calmar Ratio Rank: 7373
Calmar Ratio Rank
AVNV Martin Ratio Rank: 7474
Martin Ratio Rank

FIDI
FIDI Risk / Return Rank: 9393
Overall Rank
FIDI Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FIDI Sortino Ratio Rank: 9393
Sortino Ratio Rank
FIDI Omega Ratio Rank: 9393
Omega Ratio Rank
FIDI Calmar Ratio Rank: 9393
Calmar Ratio Rank
FIDI Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AVNV vs. FIDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis All International Markets Value ETF (AVNV) and Fidelity International High Dividend ETF (FIDI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AVNVFIDIDifference
Sharpe ratioReturn per unit of total volatility

-0.78

Sortino ratioReturn per unit of downside risk

-1.01

Omega ratioGain probability vs. loss probability

1.35

1.48

-0.13

Calmar ratioReturn relative to maximum drawdown

2.63

4.49

-1.86

Martin ratioReturn relative to average drawdown

9.46

15.56

-6.10

AVNV vs. FIDI - Sharpe Ratio Comparison

The current AVNV Sharpe Ratio is 1.91, which is comparable to the FIDI Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of AVNV and FIDI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AVNV vs. FIDI - Drawdown Comparison

The maximum AVNV drawdown since its inception was -13.89%, smaller than the maximum FIDI drawdown of -46.34%. Use the drawdown chart below to compare losses from any high point for AVNV and FIDI.


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Drawdown Indicators


AVNVFIDIDifference

Max Drawdown

Largest peak-to-trough decline

-13.89%

-46.34%

+32.45%

Max Drawdown (1Y)

Largest decline over 1 year

-11.66%

-6.96%

-4.70%

Max Drawdown (3Y)

Largest decline over 3 years

-13.89%

-12.09%

-1.80%

Max Drawdown (5Y)

Largest decline over 5 years

-26.05%

Current Drawdown

Current decline from peak

-2.07%

-1.09%

-0.98%

Average Drawdown

Average peak-to-trough decline

-2.52%

-9.63%

+7.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

2.00%

+1.23%

Volatility

AVNV vs. FIDI - Volatility Comparison

Avantis All International Markets Value ETF (AVNV) has a higher volatility of 5.05% compared to Fidelity International High Dividend ETF (FIDI) at 2.78%. This indicates that AVNV's price experiences larger fluctuations and is considered to be riskier than FIDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVNVFIDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.05%

2.78%

+2.27%

Volatility (6M)

Calculated over the trailing 6-month period

13.99%

9.27%

+4.72%

Volatility (1Y)

Calculated over the trailing 1-year period

16.03%

11.62%

+4.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.08%

14.81%

+0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.08%

18.61%

-3.53%

AVNV vs. FIDI - Expense Ratio Comparison

AVNV has a 0.34% expense ratio, which is lower than FIDI's 0.39% expense ratio.


Dividends

AVNV vs. FIDI - Dividend Comparison

AVNV's dividend yield for the trailing twelve months is around 2.62%, less than FIDI's 3.90% yield.


PositionTTM20252024202320222021202020192018
AVNV
Avantis All International Markets Value ETF
2.62%3.14%3.51%1.64%0.00%0.00%0.00%0.00%0.00%
FIDI
Fidelity International High Dividend ETF
3.90%4.33%5.72%4.80%5.09%4.00%3.36%4.26%4.37%

Frequently Asked Questions


AVNV and FIDI have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVNV has higher volatility (5.05%) compared to FIDI (2.78%). In terms of maximum drawdown, AVNV dropped -13.89% vs FIDI's -46.34%.

On 3-year performance, AVNV leads with 20.85% vs 20.22% for FIDI. On fees, AVNV is cheaper at 0.34% per year. On volatility, FIDI has been the lower-risk option at 2.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, AVNV has performed better with a 20.85% return vs 20.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AVNV is cheaper with a 0.34% expense ratio, compared with 0.39% for FIDI.

FIDI has the higher dividend yield at 3.90%, compared with 2.62% for AVNV.

They also come from different issuers: Avantis and Fidelity. Their fees differ too: 0.34% for AVNV and 0.39% for FIDI.

FIDI currently has the higher Sharpe Ratio (2.69 vs 1.91), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AVNV and FIDI

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