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FID vs. VIGI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FID and VIGI is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

FID vs. VIGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust S&P International Dividend Aristocrats ETF (FID) and Vanguard International Dividend Appreciation ETF (VIGI). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
50.94%
89.33%
FID
VIGI

Key characteristics

Sharpe Ratio

FID:

0.55

VIGI:

0.46

Sortino Ratio

FID:

0.83

VIGI:

0.72

Omega Ratio

FID:

1.10

VIGI:

1.08

Calmar Ratio

FID:

0.43

VIGI:

0.53

Martin Ratio

FID:

2.31

VIGI:

1.67

Ulcer Index

FID:

2.74%

VIGI:

3.21%

Daily Std Dev

FID:

11.50%

VIGI:

11.64%

Max Drawdown

FID:

-39.78%

VIGI:

-31.01%

Current Drawdown

FID:

-8.30%

VIGI:

-10.21%

Returns By Period

In the year-to-date period, FID achieves a 4.00% return, which is significantly higher than VIGI's 2.17% return.


FID

YTD

4.00%

1M

-3.28%

6M

4.11%

1Y

7.26%

5Y*

1.69%

10Y*

2.63%

VIGI

YTD

2.17%

1M

-2.57%

6M

-0.39%

1Y

5.36%

5Y*

5.08%

10Y*

N/A

Compare stocks, funds, or ETFs

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


FID vs. VIGI - Expense Ratio Comparison

FID has a 0.60% expense ratio, which is higher than VIGI's 0.15% expense ratio.


FID
First Trust S&P International Dividend Aristocrats ETF
Expense ratio chart for FID: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for VIGI: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

FID vs. VIGI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust S&P International Dividend Aristocrats ETF (FID) and Vanguard International Dividend Appreciation ETF (VIGI). 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 FID, currently valued at 0.63, compared to the broader market0.002.004.000.630.46
The chart of Sortino ratio for FID, currently valued at 0.94, compared to the broader market-2.000.002.004.006.008.0010.000.940.72
The chart of Omega ratio for FID, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.08
The chart of Calmar ratio for FID, currently valued at 0.49, compared to the broader market0.005.0010.0015.000.490.53
The chart of Martin ratio for FID, currently valued at 2.61, compared to the broader market0.0020.0040.0060.0080.00100.002.611.67
FID
VIGI

The current FID Sharpe Ratio is 0.55, which is comparable to the VIGI Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of FID and VIGI, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.63
0.46
FID
VIGI

Dividends

FID vs. VIGI - Dividend Comparison

FID's dividend yield for the trailing twelve months is around 5.64%, more than VIGI's 1.61% yield.


TTM20232022202120202019201820172016201520142013
FID
First Trust S&P International Dividend Aristocrats ETF
5.64%4.19%4.22%3.76%3.91%3.70%5.46%4.84%4.82%4.20%5.08%5.13%
VIGI
Vanguard International Dividend Appreciation ETF
1.61%1.92%2.06%7.02%1.29%1.83%1.99%1.75%0.98%0.00%0.00%0.00%

Drawdowns

FID vs. VIGI - Drawdown Comparison

The maximum FID drawdown since its inception was -39.78%, which is greater than VIGI's maximum drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for FID and VIGI. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.30%
-10.21%
FID
VIGI

Volatility

FID vs. VIGI - Volatility Comparison

The current volatility for First Trust S&P International Dividend Aristocrats ETF (FID) is 3.37%, while Vanguard International Dividend Appreciation ETF (VIGI) has a volatility of 3.67%. This indicates that FID experiences smaller price fluctuations and is considered to be less risky than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.37%
3.67%
FID
VIGI
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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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