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

Correlation

The correlation between DMDV and FIDI is 0.86, 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.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%SeptemberOctoberNovemberDecember2025February
2.78%
2.22%
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

7.88%

1M

5.52%

6M

2.21%

1Y

9.89%

5Y*

4.66%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 Rank

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

DMDV
The Risk-Adjusted Performance Rank of DMDV is 5959
Overall Rank
The Sharpe Ratio Rank of DMDV is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of DMDV is 6363
Sortino Ratio Rank
The Omega Ratio Rank of DMDV is 6161
Omega Ratio Rank
The Calmar Ratio Rank of DMDV is 4646
Calmar Ratio Rank
The Martin Ratio Rank of DMDV is 6666
Martin Ratio Rank

FIDI
The Risk-Adjusted Performance Rank of FIDI is 3131
Overall Rank
The Sharpe Ratio Rank of FIDI is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of FIDI is 2828
Sortino Ratio Rank
The Omega Ratio Rank of FIDI is 2929
Omega Ratio Rank
The Calmar Ratio Rank of FIDI is 4040
Calmar Ratio Rank
The Martin Ratio Rank of FIDI is 2525
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.

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 1.04, compared to the broader market0.002.004.006.001.040.90
The chart of Sortino ratio for DMDV, currently valued at 1.52, compared to the broader market0.005.0010.001.521.27
The chart of Omega ratio for DMDV, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.16
The chart of Calmar ratio for DMDV, currently valued at 1.46, compared to the broader market0.005.0010.0015.0020.001.461.04
The chart of Martin ratio for DMDV, currently valued at 4.41, compared to the broader market0.0020.0040.0060.0080.00100.00120.004.412.49
DMDV
FIDI


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.04
0.90
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 5.30%.


TTM2024202320222021202020192018
DMDV
AAM S&P Developed Markets High Dividend Value ETF
3.05%3.51%6.98%0.44%4.45%3.13%5.35%0.27%
FIDI
Fidelity International High Dividend ETF
5.30%5.72%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%SeptemberOctoberNovemberDecember2025February
-2.36%
-2.55%
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 3.28%. 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%SeptemberOctoberNovemberDecember2025February0
3.28%
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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