FDIVX vs. VEA

In the year-to-date period, FDIVX achieves a 14.28% return, which is significantly lower than VEA's 15.21% return. Over the past 10 years, FDIVX has underperformed VEA with an annualized return of 3.46%, while VEA has yielded a comparatively higher 5.79% annualized return.

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FDIVX has a 1.01% expense ratio, which is higher than VEA's 0.05% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Diversified International Fund (FDIVX) and Vanguard FTSE Developed Markets ETF (VEA). 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.

The current FDIVX Sharpe Ratio is 0.54, which is comparable to the VEA Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of FDIVX and VEA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FDIVX's dividend yield for the trailing twelve months is around 1.80%, less than VEA's 2.84% yield.

The maximum FDIVX drawdown since its inception was -59.98%, roughly equal to the maximum VEA drawdown of -60.69%. Use the drawdown chart below to compare losses from any high point for FDIVX and VEA. For additional features, visit the drawdowns tool.

Fidelity Diversified International Fund (FDIVX) and Vanguard FTSE Developed Markets ETF (VEA) have volatilities of 2.89% and 2.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.