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FDIVX vs. VYMI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDIVX and VYMI 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

FDIVX vs. VYMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Diversified International Fund (FDIVX) and Vanguard International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025
2.88%
5.20%
FDIVX
VYMI

Key characteristics

Sharpe Ratio

FDIVX:

0.72

VYMI:

1.04

Sortino Ratio

FDIVX:

1.07

VYMI:

1.45

Omega Ratio

FDIVX:

1.13

VYMI:

1.18

Calmar Ratio

FDIVX:

0.44

VYMI:

1.52

Martin Ratio

FDIVX:

2.36

VYMI:

3.82

Ulcer Index

FDIVX:

4.19%

VYMI:

3.31%

Daily Std Dev

FDIVX:

13.68%

VYMI:

12.21%

Max Drawdown

FDIVX:

-59.31%

VYMI:

-40.00%

Current Drawdown

FDIVX:

-14.51%

VYMI:

-2.82%

Returns By Period

In the year-to-date period, FDIVX achieves a 5.81% return, which is significantly higher than VYMI's 4.55% return.


FDIVX

YTD

5.81%

1M

5.81%

6M

2.89%

1Y

10.25%

5Y*

3.27%

10Y*

3.70%

VYMI

YTD

4.55%

1M

4.55%

6M

5.20%

1Y

13.29%

5Y*

7.78%

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.


FDIVX vs. VYMI - Expense Ratio Comparison

FDIVX has a 1.01% expense ratio, which is higher than VYMI's 0.22% expense ratio.


FDIVX
Fidelity Diversified International Fund
Expense ratio chart for FDIVX: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%
Expense ratio chart for VYMI: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%

Risk-Adjusted Performance

FDIVX vs. VYMI — Risk-Adjusted Performance Rank

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

FDIVX
The Risk-Adjusted Performance Rank of FDIVX is 3434
Overall Rank
The Sharpe Ratio Rank of FDIVX is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of FDIVX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of FDIVX is 3131
Omega Ratio Rank
The Calmar Ratio Rank of FDIVX is 3434
Calmar Ratio Rank
The Martin Ratio Rank of FDIVX is 3434
Martin Ratio Rank

VYMI
The Risk-Adjusted Performance Rank of VYMI is 4343
Overall Rank
The Sharpe Ratio Rank of VYMI is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of VYMI is 4040
Sortino Ratio Rank
The Omega Ratio Rank of VYMI is 3939
Omega Ratio Rank
The Calmar Ratio Rank of VYMI is 5555
Calmar Ratio Rank
The Martin Ratio Rank of VYMI is 4040
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.

FDIVX vs. VYMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Diversified International Fund (FDIVX) and Vanguard International High Dividend Yield ETF (VYMI). 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 FDIVX, currently valued at 0.72, compared to the broader market-1.000.001.002.003.004.000.721.04
The chart of Sortino ratio for FDIVX, currently valued at 1.07, compared to the broader market0.002.004.006.008.0010.0012.001.071.45
The chart of Omega ratio for FDIVX, currently valued at 1.13, compared to the broader market1.002.003.004.001.131.18
The chart of Calmar ratio for FDIVX, currently valued at 0.44, compared to the broader market0.005.0010.0015.0020.000.441.52
The chart of Martin ratio for FDIVX, currently valued at 2.36, compared to the broader market0.0020.0040.0060.0080.002.363.82
FDIVX
VYMI

The current FDIVX Sharpe Ratio is 0.72, which is lower than the VYMI Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of FDIVX and VYMI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025
0.72
1.04
FDIVX
VYMI

Dividends

FDIVX vs. VYMI - Dividend Comparison

FDIVX's dividend yield for the trailing twelve months is around 1.94%, less than VYMI's 4.63% yield.


TTM20242023202220212020201920182017201620152014
FDIVX
Fidelity Diversified International Fund
1.94%2.05%1.71%0.38%1.17%0.04%1.32%1.35%1.08%1.15%2.23%4.97%
VYMI
Vanguard International High Dividend Yield ETF
4.63%4.84%4.58%4.71%4.30%3.22%4.20%4.29%3.21%2.39%0.00%0.00%

Drawdowns

FDIVX vs. VYMI - Drawdown Comparison

The maximum FDIVX drawdown since its inception was -59.31%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for FDIVX and VYMI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025
-14.51%
-2.82%
FDIVX
VYMI

Volatility

FDIVX vs. VYMI - Volatility Comparison

Fidelity Diversified International Fund (FDIVX) has a higher volatility of 3.77% compared to Vanguard International High Dividend Yield ETF (VYMI) at 3.45%. This indicates that FDIVX's price experiences larger fluctuations and is considered to be riskier than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025
3.77%
3.45%
FDIVX
VYMI
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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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