FIDI vs. CIL
FIDI (Fidelity International High Dividend ETF) and CIL (VictoryShares International Volatility Wtd ETF) are both Foreign Large Cap Equities funds - FIDI tracks the Fidelity® International High Dividend Index while CIL tracks the Nasdaq Victory International 500 Volatility Weighted Index. Both are passively managed. Over the past 5 years, FIDI returned 10.43%/yr vs 7.45%/yr for CIL. A 0.74 correlation means they provide meaningful diversification when combined. FIDI charges 0.39%/yr vs 0.45%/yr for CIL.
Performance
FIDI vs. CIL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FIDI achieves a 8.93% return, which is significantly higher than CIL's 5.44% return.
FIDI
- 1D
- -0.57%
- 1M
- 0.38%
- YTD
- 8.93%
- 6M
- 12.21%
- 1Y
- 25.24%
- 3Y*
- 19.10%
- 5Y*
- 10.43%
- 10Y*
- —
CIL
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 5.44%
- 6M
- 7.94%
- 1Y
- 17.37%
- 3Y*
- 15.59%
- 5Y*
- 7.45%
- 10Y*
- 8.21%
FIDI vs. CIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FIDI Fidelity International High Dividend ETF | 8.93% | 39.34% | -0.06% | 16.28% | -4.73% | 16.87% | -11.68% | 15.47% | -20.16% |
CIL VictoryShares International Volatility Wtd ETF | 5.44% | 32.99% | 3.76% | 16.29% | -16.00% | 11.07% | 7.21% | 19.13% | -16.82% |
Correlation
The correlation between FIDI and CIL is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2018 | 0.74 |
The correlation between FIDI and CIL shifts across timeframes, from 0.71 (1 year) to 0.88 (3 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FIDI vs. CIL — Risk / Return Rank
FIDI
CIL
FIDI vs. CIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International High Dividend ETF (FIDI) and VictoryShares International Volatility Wtd ETF (CIL). 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.
| FIDI | CIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.49 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 3.95 | -0.30 |
| Martin ratioReturn relative to average drawdown | 13.04 | 16.75 | -3.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| FIDI | CIL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 2.24 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.46 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.43 | -0.13 |
Drawdowns
FIDI vs. CIL - Drawdown Comparison
The maximum FIDI drawdown since its inception was -46.34%, which is greater than CIL's maximum drawdown of -36.27%. Use the drawdown chart below to compare losses from any high point for FIDI and CIL.
Loading charts...
Drawdown Indicators
| FIDI | CIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.34% | -36.27% | -10.07% |
Max Drawdown (1Y)Largest decline over 1 year | -6.96% | -4.60% | -2.36% |
Max Drawdown (3Y)Largest decline over 3 years | -12.09% | -11.96% | -0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -26.05% | -29.89% | +3.84% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.27% | — |
Current DrawdownCurrent decline from peak | -2.24% | -0.58% | -1.66% |
Average DrawdownAverage peak-to-trough decline | -9.79% | -6.56% | -3.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 1.07% | +0.87% |
Volatility
FIDI vs. CIL - Volatility Comparison
Fidelity International High Dividend ETF (FIDI) has a higher volatility of 3.09% compared to VictoryShares International Volatility Wtd ETF (CIL) at 0.00%. This indicates that FIDI's price experiences larger fluctuations and is considered to be riskier than CIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FIDI | CIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 0.00% | +3.09% |
Volatility (6M)Calculated over the trailing 6-month period | 9.00% | 4.23% | +4.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.60% | 8.19% | +3.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 16.49% | -1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.73% | 17.17% | +1.56% |
FIDI vs. CIL - Expense Ratio Comparison
FIDI has a 0.39% expense ratio, which is lower than CIL's 0.45% expense ratio.
Dividends
FIDI vs. CIL - Dividend Comparison
FIDI's dividend yield for the trailing twelve months is around 4.13%, more than CIL's 1.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIL VictoryShares International Volatility Wtd ETF | 1.67% | 2.70% | 3.46% | 2.91% | 2.41% | 3.04% | 1.73% | 2.69% | 2.85% | 2.17% | 2.34% | 0.43% |
FIDI Fidelity International High Dividend ETF | 4.13% | 4.33% | 5.72% | 4.80% | 5.09% | 4.00% | 3.36% | 4.26% | 4.37% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FIDI and CIL have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FIDI has higher volatility (3.09%) compared to CIL (0.00%). In terms of maximum drawdown, FIDI dropped -46.34% vs CIL's -36.27%.
On 5-year performance, FIDI leads with 10.43% vs 7.45% for CIL. On fees, FIDI is cheaper at 0.39% per year. On volatility, CIL has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, FIDI has performed better with a 10.43% return vs 7.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FIDI is cheaper with a 0.39% expense ratio, compared with 0.45% for CIL.
FIDI has the higher dividend yield at 4.13%, compared with 1.67% for CIL.
FIDI tracks Fidelity® International High Dividend Index, while CIL tracks Nasdaq Victory International 500 Volatility Weighted Index. They also come from different issuers: Fidelity and Crestview. Their fees differ too: 0.39% for FIDI and 0.45% for CIL.
CIL currently has the higher Sharpe Ratio (2.24 vs 2.19), 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.
Find the right allocation for FIDI and CIL
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer