PortfoliosLab logo
FDVV vs. VYM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDVV and VYM is 0.84, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

FDVV vs. VYM - Performance Comparison

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

100.00%120.00%140.00%160.00%180.00%NovemberDecember2025FebruaryMarchApril
157.38%
125.24%
FDVV
VYM

Key characteristics

Sharpe Ratio

FDVV:

0.71

VYM:

0.55

Sortino Ratio

FDVV:

1.07

VYM:

0.86

Omega Ratio

FDVV:

1.16

VYM:

1.12

Calmar Ratio

FDVV:

0.72

VYM:

0.60

Martin Ratio

FDVV:

3.30

VYM:

2.57

Ulcer Index

FDVV:

3.45%

VYM:

3.38%

Daily Std Dev

FDVV:

16.05%

VYM:

15.84%

Max Drawdown

FDVV:

-40.25%

VYM:

-56.98%

Current Drawdown

FDVV:

-8.36%

VYM:

-8.02%

Returns By Period

In the year-to-date period, FDVV achieves a -4.07% return, which is significantly lower than VYM's -2.63% return.


FDVV

YTD

-4.07%

1M

-5.04%

6M

-5.61%

1Y

10.32%

5Y*

17.90%

10Y*

N/A

VYM

YTD

-2.63%

1M

-4.46%

6M

-3.32%

1Y

7.77%

5Y*

13.55%

10Y*

9.28%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FDVV vs. VYM - Expense Ratio Comparison

FDVV has a 0.29% expense ratio, which is higher than VYM's 0.06% expense ratio.


Expense ratio chart for FDVV: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDVV: 0.29%
Expense ratio chart for VYM: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VYM: 0.06%

Risk-Adjusted Performance

FDVV vs. VYM — Risk-Adjusted Performance Rank

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

FDVV
The Risk-Adjusted Performance Rank of FDVV is 7373
Overall Rank
The Sharpe Ratio Rank of FDVV is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of FDVV is 7070
Sortino Ratio Rank
The Omega Ratio Rank of FDVV is 7373
Omega Ratio Rank
The Calmar Ratio Rank of FDVV is 7676
Calmar Ratio Rank
The Martin Ratio Rank of FDVV is 7777
Martin Ratio Rank

VYM
The Risk-Adjusted Performance Rank of VYM is 6565
Overall Rank
The Sharpe Ratio Rank of VYM is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of VYM is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VYM is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VYM is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VYM is 6969
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.

FDVV vs. VYM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity High Dividend ETF (FDVV) and Vanguard High Dividend Yield ETF (VYM). 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 chart of Sharpe ratio for FDVV, currently valued at 0.71, compared to the broader market-1.000.001.002.003.004.00
FDVV: 0.71
VYM: 0.55
The chart of Sortino ratio for FDVV, currently valued at 1.07, compared to the broader market-2.000.002.004.006.008.00
FDVV: 1.07
VYM: 0.86
The chart of Omega ratio for FDVV, currently valued at 1.16, compared to the broader market0.501.001.502.00
FDVV: 1.16
VYM: 1.12
The chart of Calmar ratio for FDVV, currently valued at 0.72, compared to the broader market0.002.004.006.008.0010.0012.00
FDVV: 0.72
VYM: 0.60
The chart of Martin ratio for FDVV, currently valued at 3.30, compared to the broader market0.0020.0040.0060.00
FDVV: 3.30
VYM: 2.57

The current FDVV Sharpe Ratio is 0.71, which is comparable to the VYM Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of FDVV and VYM, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.71
0.55
FDVV
VYM

Dividends

FDVV vs. VYM - Dividend Comparison

FDVV's dividend yield for the trailing twelve months is around 3.19%, more than VYM's 2.99% yield.


TTM20242023202220212020201920182017201620152014
FDVV
Fidelity High Dividend ETF
3.19%2.94%3.77%3.44%2.70%3.19%3.93%4.05%3.63%1.04%0.00%0.00%
VYM
Vanguard High Dividend Yield ETF
2.99%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%

Drawdowns

FDVV vs. VYM - Drawdown Comparison

The maximum FDVV drawdown since its inception was -40.25%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for FDVV and VYM. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.36%
-8.02%
FDVV
VYM

Volatility

FDVV vs. VYM - Volatility Comparison

Fidelity High Dividend ETF (FDVV) has a higher volatility of 12.11% compared to Vanguard High Dividend Yield ETF (VYM) at 11.36%. This indicates that FDVV's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.11%
11.36%
FDVV
VYM