FIDI vs. FID
FIDI (Fidelity International High Dividend ETF) and FID (First Trust S&P International Dividend Aristocrats ETF) are both Foreign Large Cap Equities funds - FIDI tracks the Fidelity® International High Dividend Index while FID tracks the S&P International Dividend Aristocrats Index. Both are passively managed. Over the past 5 years, FIDI returned 10.43%/yr vs 7.74%/yr for FID. A 0.79 correlation means they provide meaningful diversification when combined. FIDI charges 0.39%/yr vs 0.60%/yr for FID.
Performance
FIDI vs. FID - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with FIDI having a 8.93% return and FID slightly lower at 8.56%.
FIDI
- 1D
- -0.57%
- 1M
- 0.38%
- YTD
- 8.93%
- 6M
- 12.21%
- 1Y
- 25.24%
- 3Y*
- 19.10%
- 5Y*
- 10.43%
- 10Y*
- —
FID
- 1D
- -1.11%
- 1M
- 2.56%
- YTD
- 8.56%
- 6M
- 10.95%
- 1Y
- 23.28%
- 3Y*
- 17.43%
- 5Y*
- 7.74%
- 10Y*
- —
FIDI vs. FID - 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% | -12.01% |
FID First Trust S&P International Dividend Aristocrats ETF | 8.56% | 32.07% | 5.42% | 9.92% | -9.69% | 12.90% | -7.56% | 20.82% | -8.00% |
Correlation
The correlation between FIDI and FID is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Aug 30, 2018 | 0.79 |
The correlation between FIDI and FID has been stable across timeframes, ranging from 0.79 to 0.85 - a consistent structural relationship.
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Return for Risk
FIDI vs. FID — Risk / Return Rank
FIDI
FID
FIDI vs. FID - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International High Dividend ETF (FIDI) and First Trust S&P International Dividend Aristocrats ETF (FID). 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 | FID | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.41 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 2.62 | +1.03 |
| Martin ratioReturn relative to average drawdown | 13.04 | 9.14 | +3.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FIDI | FID | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 2.30 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.46 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.39 | -0.08 |
Drawdowns
FIDI vs. FID - Drawdown Comparison
The maximum FIDI drawdown since its inception was -46.34%, which is greater than FID's maximum drawdown of -39.79%. Use the drawdown chart below to compare losses from any high point for FIDI and FID.
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Drawdown Indicators
| FIDI | FID | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.34% | -39.79% | -6.55% |
Max Drawdown (1Y)Largest decline over 1 year | -6.96% | -8.93% | +1.97% |
Max Drawdown (3Y)Largest decline over 3 years | -12.09% | -10.97% | -1.12% |
Max Drawdown (5Y)Largest decline over 5 years | -26.05% | -29.13% | +3.08% |
Current DrawdownCurrent decline from peak | -2.24% | -1.11% | -1.13% |
Average DrawdownAverage peak-to-trough decline | -9.79% | -8.47% | -1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 2.55% | -0.61% |
Volatility
FIDI vs. FID - Volatility Comparison
Fidelity International High Dividend ETF (FIDI) and First Trust S&P International Dividend Aristocrats ETF (FID) have volatilities of 3.09% and 3.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIDI | FID | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 3.00% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 9.00% | 8.12% | +0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.60% | 10.16% | +1.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 17.04% | -2.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.73% | 18.96% | -0.23% |
FIDI vs. FID - Expense Ratio Comparison
FIDI has a 0.39% expense ratio, which is lower than FID's 0.60% expense ratio.
Dividends
FIDI vs. FID - Dividend Comparison
FIDI's dividend yield for the trailing twelve months is around 4.13%, more than FID's 4.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
FID First Trust S&P International Dividend Aristocrats ETF | 4.02% | 4.30% | 4.31% | 4.19% | 4.22% | 3.76% | 3.91% | 3.70% | 1.74% |
FIDI Fidelity International High Dividend ETF | 4.13% | 4.33% | 5.72% | 4.80% | 5.09% | 4.00% | 3.36% | 4.26% | 4.37% |
Frequently Asked Questions
FIDI and FID 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.
FIDI has higher volatility (3.09%) compared to FID (3.00%). In terms of maximum drawdown, FIDI dropped -46.34% vs FID's -39.79%.
On 5-year performance, FIDI leads with 10.43% vs 7.74% for FID. On fees, FIDI is cheaper at 0.39% per year. Their volatility is very similar. 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 7.74%. 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 0.60% for FID.
FIDI has the higher dividend yield at 4.13%, compared with 4.02% for FID.
FIDI tracks Fidelity® International High Dividend Index, while FID tracks S&P International Dividend Aristocrats Index. They also come from different issuers: Fidelity and First Trust. Their fees differ too: 0.39% for FIDI and 0.60% for FID.
FID currently has the higher Sharpe Ratio (2.30 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.
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