FFGX vs. VYMI
FFGX (Fidelity Fundamental Global ex-U.S. ETF) and VYMI (Vanguard International High Dividend Yield ETF) are both exchange-traded funds - FFGX is a Foreign Large Cap Equities fund actively managed by Fidelity, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. FFGX is actively managed, while VYMI is passively managed. Over the past year, FFGX returned 22.33% vs 34.68% for VYMI. Their correlation of 0.83 means they have usually moved in the same direction. FFGX charges 0.55%/yr vs 0.07%/yr for VYMI.
Performance
FFGX vs. VYMI - Performance Comparison
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Returns By Period
In the year-to-date period, FFGX achieves a 11.97% return, which is significantly lower than VYMI's 17.41% return.
FFGX
- 1D
- 0.29%
- 1M
- -1.06%
- 6M
- 5.99%
- YTD
- 11.97%
- 1Y
- 22.33%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 16.20%
VYMI
- 1D
- -0.51%
- 1M
- 4.32%
- 6M
- 11.07%
- YTD
- 17.41%
- 1Y
- 34.68%
- 3Y*
- 21.98%
- 5Y*
- 14.02%
- 10Y*
- 11.09%
- ALL TIME*
- 11.35%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.70M | $929.94K | $561.54K | |
| $78.22M | $82.35M | $92.64M |
FFGX vs. VYMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FFGX Fidelity Fundamental Global ex-U.S. ETF | 11.97% | 27.85% | -9.98% |
VYMI Vanguard International High Dividend Yield ETF | 17.41% | 38.05% | -1.56% |
Correlation
The correlation between FFGX and VYMI is 0.83, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Nov 21, 2024 | 0.83 |
The correlation between FFGX and VYMI has been stable across timeframes, ranging from 0.83 to 0.83 - a consistent structural relationship.
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Return for Risk
FFGX vs. VYMI — Risk / Return Rank
FFGX
VYMI
FFGX vs. VYMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Fundamental Global ex-U.S. ETF (FFGX) 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.
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.
| FFGX | VYMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.58 | ||
| Sortino ratioReturn per unit of downside risk | -2.02 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.48 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.66 | 3.43 | -1.77 |
| Martin ratioReturn relative to average drawdown | 5.84 | 13.55 | -7.70 |
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Drawdowns
FFGX vs. VYMI - Drawdown Comparison
The maximum FFGX drawdown since its inception was -14.95%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for FFGX and VYMI.
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Drawdown Indicators
| FFGX | VYMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.95% | -40.00% | +25.05% |
Max Drawdown (1Y)Largest decline over 1 year | -12.86% | -10.14% | -2.72% |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.84% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.05% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.00% | — |
Current DrawdownCurrent decline from peak | -4.85% | -0.51% | -4.34% |
Average DrawdownAverage peak-to-trough decline | -2.99% | -6.23% | +3.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.66% | 2.56% | +1.10% |
Volatility
FFGX vs. VYMI - Volatility Comparison
Fidelity Fundamental Global ex-U.S. ETF (FFGX) has a higher volatility of 7.10% compared to Vanguard International High Dividend Yield ETF (VYMI) at 3.62%. This indicates that FFGX'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.
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Volatility by Period
| FFGX | VYMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.10% | 3.62% | +3.48% |
Volatility (6M)Calculated over the trailing 6-month period | 18.59% | 11.39% | +7.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.38% | 13.24% | +7.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.79% | 14.85% | +5.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.79% | 16.55% | +4.24% |
FFGX vs. VYMI - Expense Ratio Comparison
FFGX has a 0.55% expense ratio, which is higher than VYMI's 0.07% expense ratio.
Dividends
FFGX vs. VYMI - Dividend Comparison
FFGX's dividend yield for the trailing twelve months is around 1.55%, less than VYMI's 3.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FFGX Fidelity Fundamental Global ex-U.S. ETF | 1.55% | 1.62% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VYMI Vanguard International High Dividend Yield ETF | 3.48% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
Frequently Asked Questions
FFGX and VYMI have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FFGX has higher volatility (7.10%) compared to VYMI (3.62%). In terms of maximum drawdown, FFGX dropped -14.95% vs VYMI's -40.00%.
On 1-year performance, VYMI leads with 34.68% vs 22.33% for FFGX. On fees, VYMI is cheaper at 0.07% per year. On volatility, VYMI has been the lower-risk option at 3.62%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, VYMI has performed better with a 34.68% return vs 22.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VYMI is cheaper with a 0.07% expense ratio, compared with 0.55% for FFGX.
VYMI has the higher dividend yield at 3.48%, compared with 1.55% for FFGX.
FFGX is categorized as Foreign Large Cap Equities, while VYMI is Dividend. They also come from different issuers: Fidelity and Vanguard. Their fees differ too: 0.55% for FFGX and 0.07% for VYMI.
VYMI currently has the higher Sharpe Ratio (2.63 vs 1.05), 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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