DMXF vs. FIDI
DMXF (iShares ESG Advanced MSCI EAFE ETF) and FIDI (Fidelity International High Dividend ETF) are both Foreign Large Cap Equities funds - DMXF tracks the MSCI EAFE Choice ESG Screened Index while FIDI tracks the Fidelity® International High Dividend Index. Both are passively managed. Over the past 5 years, DMXF returned 7.21%/yr vs 12.70%/yr for FIDI. Their 0.80 correlation means they have sometimes moved together and sometimes differently. DMXF charges 0.12%/yr vs 0.39%/yr for FIDI.
Performance
DMXF vs. FIDI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DMXF achieves a 13.19% return, which is significantly lower than FIDI's 15.58% return.
DMXF
- 1D
- -0.66%
- 1M
- -0.14%
- 6M
- 9.04%
- YTD
- 13.19%
- 1Y
- 22.77%
- 3Y*
- 14.62%
- 5Y*
- 7.21%
- 10Y*
- —
- ALL TIME*
- 11.10%
FIDI
- 1D
- -0.92%
- 1M
- 5.97%
- 6M
- 10.31%
- YTD
- 15.58%
- 1Y
- 31.31%
- 3Y*
- 19.48%
- 5Y*
- 12.70%
- 10Y*
- —
- ALL TIME*
- 6.50%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $11.27M | $15.45M | $8.92M | |
| $1.62M | $1.95M | $1.81M |
DMXF vs. FIDI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DMXF iShares ESG Advanced MSCI EAFE ETF | 13.19% | 22.07% | 3.99% | 20.52% | -19.25% | 10.90% | 22.80% |
FIDI Fidelity International High Dividend ETF | 15.58% | 39.34% | -0.06% | 16.28% | -4.73% | 16.87% | 12.15% |
Correlation
The correlation between DMXF and FIDI is 0.76, 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. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.80 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2020 | 0.80 |
The correlation between DMXF and FIDI has been stable across timeframes, ranging from 0.76 to 0.82 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DMXF vs. FIDI — Risk / Return Rank
DMXF
FIDI
DMXF vs. FIDI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced MSCI EAFE ETF (DMXF) 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.
| DMXF | FIDI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -1.74 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.48 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | 4.51 | -2.61 |
| Martin ratioReturn relative to average drawdown | 7.17 | 15.65 | -8.48 |
Loading charts...
Drawdowns
DMXF vs. FIDI - Drawdown Comparison
The maximum DMXF drawdown since its inception was -34.52%, smaller than the maximum FIDI drawdown of -46.34%. Use the drawdown chart below to compare losses from any high point for DMXF and FIDI.
Loading charts...
Drawdown Indicators
| DMXF | FIDI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.52% | -46.34% | +11.82% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -6.96% | -4.88% |
Max Drawdown (3Y)Largest decline over 3 years | -16.54% | -12.09% | -4.45% |
Max Drawdown (5Y)Largest decline over 5 years | -34.52% | -26.05% | -8.47% |
Current DrawdownCurrent decline from peak | -1.47% | -0.92% | -0.55% |
Average DrawdownAverage peak-to-trough decline | -7.51% | -9.63% | +2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 2.00% | +1.14% |
Volatility
DMXF vs. FIDI - Volatility Comparison
iShares ESG Advanced MSCI EAFE ETF (DMXF) has a higher volatility of 5.40% compared to Fidelity International High Dividend ETF (FIDI) at 2.97%. This indicates that DMXF'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.
Loading charts...
Volatility by Period
| DMXF | FIDI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.40% | 2.97% | +2.43% |
Volatility (6M)Calculated over the trailing 6-month period | 14.99% | 9.31% | +5.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.34% | 11.62% | +5.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.89% | 14.81% | +3.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.34% | 18.62% | -1.28% |
DMXF vs. FIDI - Expense Ratio Comparison
DMXF has a 0.12% expense ratio, which is lower than FIDI's 0.39% expense ratio.
Dividends
DMXF vs. FIDI - Dividend Comparison
DMXF's dividend yield for the trailing twelve months is around 4.21%, more than FIDI's 3.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DMXF iShares ESG Advanced MSCI EAFE ETF | 4.21% | 4.85% | 2.92% | 2.29% | 2.37% | 1.91% | 0.31% | 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
DMXF and FIDI have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DMXF has higher volatility (5.40%) compared to FIDI (2.97%). In terms of maximum drawdown, DMXF dropped -34.52% vs FIDI's -46.34%.
On 5-year performance, FIDI leads with 12.70% vs 7.21% for DMXF. On fees, DMXF is cheaper at 0.12% per year. On volatility, FIDI has been the lower-risk option at 2.97%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, FIDI has performed better with a 12.70% return vs 7.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DMXF is cheaper with a 0.12% expense ratio, compared with 0.39% for FIDI.
DMXF has the higher dividend yield at 4.21%, compared with 3.90% for FIDI.
DMXF tracks MSCI EAFE Choice ESG Screened Index, while FIDI tracks Fidelity® International High Dividend Index. They also come from different issuers: iShares and Fidelity. Their fees differ too: 0.12% for DMXF and 0.39% for FIDI.
FIDI currently has the higher Sharpe Ratio (2.71 vs 1.31), 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.
Find the right allocation for DMXF and FIDI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer