DSTX vs. FIDI
DSTX (Distillate International Fundamental Stability & Value ETF) and FIDI (Fidelity International High Dividend ETF) are both Foreign Large Cap Equities funds - DSTX tracks the Distillate Fundamental Stability & Value Index while FIDI tracks the Fidelity® International High Dividend Index. Both are passively managed. Over the past 5 years, DSTX returned 6.37%/yr vs 10.52%/yr for FIDI. Their correlation of 0.82 suggests significant overlap in exposure. DSTX charges 0.55%/yr vs 0.39%/yr for FIDI.
Performance
DSTX vs. FIDI - Performance Comparison
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Returns By Period
In the year-to-date period, DSTX achieves a 3.98% return, which is significantly lower than FIDI's 7.55% return.
DSTX
- 1D
- -1.12%
- 1M
- -2.79%
- YTD
- 3.98%
- 6M
- 3.92%
- 1Y
- 24.12%
- 3Y*
- 16.21%
- 5Y*
- 6.37%
- 10Y*
- —
FIDI
- 1D
- -0.58%
- 1M
- -2.55%
- YTD
- 7.55%
- 6M
- 7.30%
- 1Y
- 24.00%
- 3Y*
- 18.77%
- 5Y*
- 10.52%
- 10Y*
- —
DSTX vs. FIDI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DSTX Distillate International Fundamental Stability & Value ETF | 3.98% | 41.71% | -0.44% | 20.03% | -18.85% | 1.78% | 2.59% |
FIDI Fidelity International High Dividend ETF | 7.55% | 39.34% | -0.06% | 16.28% | -4.73% | 16.87% | -0.85% |
Correlation
The correlation between DSTX and FIDI is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2020 | 0.82 |
The correlation between DSTX and FIDI has been stable across timeframes, ranging from 0.78 to 0.84 - a consistent structural relationship.
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Return for Risk
DSTX vs. FIDI — Risk / Return Rank
DSTX
FIDI
DSTX vs. FIDI - 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 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.
| DSTX | FIDI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.36 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.94 | 3.47 | -1.52 |
| Martin ratioReturn relative to average drawdown | 6.70 | 12.08 | -5.38 |
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Drawdowns
DSTX vs. FIDI - Drawdown Comparison
The maximum DSTX drawdown since its inception was -33.67%, smaller than the maximum FIDI drawdown of -46.34%. Use the drawdown chart below to compare losses from any high point for DSTX and FIDI.
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Drawdown Indicators
| DSTX | FIDI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.67% | -46.34% | +12.67% |
Max Drawdown (1Y)Largest decline over 1 year | -12.48% | -6.96% | -5.52% |
Max Drawdown (3Y)Largest decline over 3 years | -13.29% | -12.09% | -1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -32.96% | -26.05% | -6.91% |
Current DrawdownCurrent decline from peak | -6.90% | -3.47% | -3.43% |
Average DrawdownAverage peak-to-trough decline | -8.93% | -9.74% | +0.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.61% | 1.99% | +1.62% |
Volatility
DSTX vs. FIDI - Volatility Comparison
Distillate International Fundamental Stability & Value ETF (DSTX) has a higher volatility of 5.22% compared to Fidelity International High Dividend ETF (FIDI) at 3.25%. This indicates that DSTX'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
| DSTX | FIDI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 3.25% | +1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 13.36% | 9.32% | +4.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.16% | 11.78% | +4.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 14.86% | +2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.84% | 18.70% | -1.86% |
DSTX vs. FIDI - Expense Ratio Comparison
DSTX has a 0.55% expense ratio, which is higher than FIDI's 0.39% expense ratio.
Dividends
DSTX vs. FIDI - Dividend Comparison
DSTX's dividend yield for the trailing twelve months is around 2.80%, less than FIDI's 4.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DSTX Distillate International Fundamental Stability & Value ETF | 2.80% | 2.93% | 2.41% | 1.81% | 3.68% | 2.24% | 0.07% | 0.00% | 0.00% |
FIDI Fidelity International High Dividend ETF | 4.19% | 4.33% | 5.72% | 4.80% | 5.09% | 4.00% | 3.36% | 4.26% | 4.37% |
Frequently Asked Questions
DSTX and FIDI have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DSTX has higher volatility (5.22%) compared to FIDI (3.25%). In terms of maximum drawdown, DSTX dropped -33.67% vs FIDI's -46.34%.
On 5-year performance, FIDI leads with 10.52% vs 6.37% for DSTX. On fees, FIDI is cheaper at 0.39% per year. On volatility, FIDI has been the lower-risk option at 3.25%. 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 10.52% return vs 6.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FIDI is cheaper with a 0.39% expense ratio, compared with 0.55% for DSTX.
FIDI has the higher dividend yield at 4.19%, compared with 2.80% for DSTX.
DSTX tracks Distillate Fundamental Stability & Value Index, while FIDI tracks Fidelity® International High Dividend Index. They also come from different issuers: Distillate Capital and Fidelity. Their fees differ too: 0.55% for DSTX and 0.39% for FIDI.
FIDI currently has the higher Sharpe Ratio (2.05 vs 1.50), 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.
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