DSTX vs. FDEV
Compare and contrast key facts about Distillate International Fundamental Stability & Value ETF (DSTX) and Fidelity International Multifactor ETF (FDEV).
DSTX and FDEV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DSTX is a passively managed fund by Distillate Capital that tracks the performance of the Distillate Fundamental Stability & Value Index. It was launched on Dec 14, 2020. FDEV is a passively managed fund by Fidelity that tracks the performance of the Fidelity Targeted International Factor Index. It was launched on Feb 26, 2019. Both DSTX and FDEV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DSTX vs. FDEV - Performance Comparison
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DSTX vs. FDEV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DSTX Distillate International Fundamental Stability & Value ETF | 2.46% | 41.71% | -0.44% | 20.03% | -18.85% | 1.78% | 2.03% |
FDEV Fidelity International Multifactor ETF | 3.83% | 30.36% | 5.84% | 13.37% | -16.54% | 11.00% | 1.60% |
Returns By Period
In the year-to-date period, DSTX achieves a 2.46% return, which is significantly lower than FDEV's 3.83% return.
DSTX
- 1D
- 3.49%
- 1M
- -8.25%
- YTD
- 2.46%
- 6M
- 8.70%
- 1Y
- 33.08%
- 3Y*
- 15.84%
- 5Y*
- 6.82%
- 10Y*
- —
FDEV
- 1D
- 2.35%
- 1M
- -4.83%
- YTD
- 3.83%
- 6M
- 9.22%
- 1Y
- 25.14%
- 3Y*
- 14.97%
- 5Y*
- 7.95%
- 10Y*
- —
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DSTX vs. FDEV - Expense Ratio Comparison
DSTX has a 0.55% expense ratio, which is higher than FDEV's 0.39% expense ratio.
Return for Risk
DSTX vs. FDEV — Risk / Return Rank
DSTX
FDEV
DSTX vs. FDEV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Distillate International Fundamental Stability & Value ETF (DSTX) and Fidelity International Multifactor ETF (FDEV). 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.
| DSTX | FDEV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.84 | 1.73 | +0.12 |
Sortino ratioReturn per unit of downside risk | 2.53 | 2.41 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.35 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.57 | 2.85 | -0.28 |
Martin ratioReturn relative to average drawdown | 10.38 | 11.64 | -1.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DSTX | FDEV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 1.73 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.58 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.53 | -0.09 |
Correlation
The correlation between DSTX and FDEV is 0.85, 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.
Dividends
DSTX vs. FDEV - Dividend Comparison
DSTX's dividend yield for the trailing twelve months is around 2.84%, which matches FDEV's 2.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DSTX Distillate International Fundamental Stability & Value ETF | 2.84% | 2.93% | 2.41% | 1.81% | 3.68% | 2.24% | 0.07% | 0.00% |
FDEV Fidelity International Multifactor ETF | 2.83% | 2.86% | 2.99% | 2.80% | 2.65% | 2.81% | 1.88% | 2.73% |
Drawdowns
DSTX vs. FDEV - Drawdown Comparison
The maximum DSTX drawdown since its inception was -33.67%, which is greater than FDEV's maximum drawdown of -30.11%. Use the drawdown chart below to compare losses from any high point for DSTX and FDEV.
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Drawdown Indicators
| DSTX | FDEV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.67% | -30.11% | -3.56% |
Max Drawdown (1Y)Largest decline over 1 year | -12.48% | -8.67% | -3.81% |
Max Drawdown (5Y)Largest decline over 5 years | -33.67% | -29.02% | -4.65% |
Current DrawdownCurrent decline from peak | -8.25% | -4.83% | -3.42% |
Average DrawdownAverage peak-to-trough decline | -9.13% | -6.38% | -2.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 2.13% | +0.96% |
Volatility
DSTX vs. FDEV - Volatility Comparison
Distillate International Fundamental Stability & Value ETF (DSTX) has a higher volatility of 8.65% compared to Fidelity International Multifactor ETF (FDEV) at 6.22%. This indicates that DSTX's price experiences larger fluctuations and is considered to be riskier than FDEV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSTX | FDEV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.65% | 6.22% | +2.43% |
Volatility (6M)Calculated over the trailing 6-month period | 12.28% | 9.15% | +3.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.05% | 14.62% | +3.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 13.85% | +3.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.82% | 15.38% | +1.44% |