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FIDI vs. DMDV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIDI and DMDV is 0.67, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

FIDI vs. DMDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International High Dividend ETF (FIDI) and AAM S&P Developed Markets High Dividend Value ETF (DMDV). The values are adjusted to include any dividend payments, if applicable.

20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
41.60%
24.05%
FIDI
DMDV

Key characteristics

Returns By Period


FIDI

YTD

14.97%

1M

2.16%

6M

9.04%

1Y

13.82%

5Y*

13.54%

10Y*

N/A

DMDV

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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FIDI vs. DMDV - Expense Ratio Comparison

Both FIDI and DMDV have an expense ratio of 0.39%.


Expense ratio chart for FIDI: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FIDI: 0.39%
Expense ratio chart for DMDV: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DMDV: 0.39%

Risk-Adjusted Performance

FIDI vs. DMDV — Risk-Adjusted Performance Rank

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

FIDI
The Risk-Adjusted Performance Rank of FIDI is 7575
Overall Rank
The Sharpe Ratio Rank of FIDI is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of FIDI is 7373
Sortino Ratio Rank
The Omega Ratio Rank of FIDI is 7373
Omega Ratio Rank
The Calmar Ratio Rank of FIDI is 8484
Calmar Ratio Rank
The Martin Ratio Rank of FIDI is 6969
Martin Ratio Rank

DMDV
The Risk-Adjusted Performance Rank of DMDV is 5959
Overall Rank
The Sharpe Ratio Rank of DMDV is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of DMDV is 6363
Sortino Ratio Rank
The Omega Ratio Rank of DMDV is 6161
Omega Ratio Rank
The Calmar Ratio Rank of DMDV is 4646
Calmar Ratio Rank
The Martin Ratio Rank of DMDV is 6666
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.

FIDI vs. DMDV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International High Dividend ETF (FIDI) and AAM S&P Developed Markets High Dividend Value ETF (DMDV). 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 FIDI, currently valued at 0.82, compared to the broader market-1.000.001.002.003.004.00
FIDI: 0.82
DMDV: 0.89
The chart of Sortino ratio for FIDI, currently valued at 1.20, compared to the broader market-2.000.002.004.006.008.00
FIDI: 1.20
DMDV: 1.32
The chart of Omega ratio for FIDI, currently valued at 1.17, compared to the broader market0.501.001.502.002.50
FIDI: 1.17
DMDV: 1.24
The chart of Calmar ratio for FIDI, currently valued at 1.09, compared to the broader market0.002.004.006.008.0010.0012.00
FIDI: 1.09
DMDV: 1.29
The chart of Martin ratio for FIDI, currently valued at 2.76, compared to the broader market0.0020.0040.0060.00
FIDI: 2.76
DMDV: 3.22


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.82
0.89
FIDI
DMDV

Dividends

FIDI vs. DMDV - Dividend Comparison

FIDI's dividend yield for the trailing twelve months is around 5.04%, while DMDV has not paid dividends to shareholders.


TTM2024202320222021202020192018
FIDI
Fidelity International High Dividend ETF
5.04%5.72%4.80%5.09%4.00%3.36%4.26%4.37%
DMDV
AAM S&P Developed Markets High Dividend Value ETF
2.12%3.51%6.98%0.44%4.45%3.13%5.35%0.27%

Drawdowns

FIDI vs. DMDV - Drawdown Comparison


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril0
-2.36%
FIDI
DMDV

Volatility

FIDI vs. DMDV - Volatility Comparison

Fidelity International High Dividend ETF (FIDI) has a higher volatility of 10.24% compared to AAM S&P Developed Markets High Dividend Value ETF (DMDV) at 0.00%. This indicates that FIDI's price experiences larger fluctuations and is considered to be riskier than DMDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.24%
0
FIDI
DMDV