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DMDV vs. FIDI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DMDV and FIDI is 0.87, 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.


-0.50.00.51.00.9

Performance

DMDV vs. FIDI - Performance Comparison

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

15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
24.05%
21.74%
DMDV
FIDI

Key characteristics

Returns By Period


DMDV

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FIDI

YTD

-1.21%

1M

-3.93%

6M

-2.46%

1Y

0.72%

5Y*

2.49%

10Y*

N/A

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DMDV vs. FIDI - Expense Ratio Comparison

Both DMDV and FIDI have an expense ratio of 0.39%.


DMDV
AAM S&P Developed Markets High Dividend Value ETF
Expense ratio chart for DMDV: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for FIDI: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

Risk-Adjusted Performance

DMDV vs. FIDI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AAM S&P Developed Markets High Dividend Value ETF (DMDV) 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.


Sharpe ratio
The chart of Sharpe ratio for DMDV, currently valued at 0.99, compared to the broader market0.002.004.000.990.14
The chart of Sortino ratio for DMDV, currently valued at 1.45, compared to the broader market-2.000.002.004.006.008.0010.001.450.28
The chart of Omega ratio for DMDV, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.03
The chart of Calmar ratio for DMDV, currently valued at 1.48, compared to the broader market0.005.0010.0015.001.480.17
The chart of Martin ratio for DMDV, currently valued at 4.75, compared to the broader market0.0020.0040.0060.0080.00100.004.750.52
DMDV
FIDI


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.99
0.14
DMDV
FIDI

Dividends

DMDV vs. FIDI - Dividend Comparison

DMDV has not paid dividends to shareholders, while FIDI's dividend yield for the trailing twelve months is around 4.61%.


TTM202320222021202020192018
DMDV
AAM S&P Developed Markets High Dividend Value ETF
5.14%6.98%0.44%4.45%3.13%5.35%0.27%
FIDI
Fidelity International High Dividend ETF
4.61%4.80%5.09%4.00%3.36%4.26%4.37%

Drawdowns

DMDV vs. FIDI - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.36%
-10.71%
DMDV
FIDI

Volatility

DMDV vs. FIDI - Volatility Comparison

The current volatility for AAM S&P Developed Markets High Dividend Value ETF (DMDV) is 0.00%, while Fidelity International High Dividend ETF (FIDI) has a volatility of 3.38%. This indicates that DMDV experiences smaller price fluctuations and is considered to be less risky than FIDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember0
3.38%
DMDV
FIDI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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