FIDI vs. ITOT
FIDI (Fidelity International High Dividend ETF) and ITOT (iShares Core S&P Total U.S. Stock Market ETF) are both exchange-traded funds - FIDI is a Foreign Large Cap Equities fund tracking the Fidelity® International High Dividend Index, while ITOT is a Large Cap Blend Equities fund tracking the S&P Total Market Index. Both are passively managed. Over the past 5 years, FIDI returned 10.69%/yr vs 12.72%/yr for ITOT. A 0.66 correlation means they provide meaningful diversification when combined. FIDI charges 0.39%/yr vs 0.03%/yr for ITOT.
Performance
FIDI vs. ITOT - Performance Comparison
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Returns By Period
In the year-to-date period, FIDI achieves a 9.98% return, which is significantly lower than ITOT's 11.54% return.
FIDI
- 1D
- -0.81%
- 1M
- 0.61%
- YTD
- 9.98%
- 6M
- 10.43%
- 1Y
- 25.59%
- 3Y*
- 18.28%
- 5Y*
- 10.69%
- 10Y*
- —
ITOT
- 1D
- 1.69%
- 1M
- 2.72%
- YTD
- 11.54%
- 6M
- 11.87%
- 1Y
- 28.43%
- 3Y*
- 20.94%
- 5Y*
- 12.72%
- 10Y*
- 15.20%
FIDI vs. ITOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FIDI Fidelity International High Dividend ETF | 9.98% | 39.34% | -0.06% | 16.28% | -4.73% | 16.87% | -11.68% | 15.47% | -19.49% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 11.54% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -9.39% |
Correlation
The correlation between FIDI and ITOT is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Jan 18, 2018 | 0.66 |
The correlation between FIDI and ITOT has been stable across timeframes, ranging from 0.60 to 0.66 - a consistent structural relationship.
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Return for Risk
FIDI vs. ITOT — Risk / Return Rank
FIDI
ITOT
FIDI vs. ITOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International High Dividend ETF (FIDI) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.
| FIDI | ITOT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.40 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.70 | 3.21 | +0.49 |
| Martin ratioReturn relative to average drawdown | 13.07 | 14.33 | -1.26 |
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Drawdowns
FIDI vs. ITOT - Drawdown Comparison
The maximum FIDI drawdown since its inception was -46.34%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for FIDI and ITOT.
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Drawdown Indicators
| FIDI | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.34% | -55.20% | +8.86% |
Max Drawdown (1Y)Largest decline over 1 year | -6.96% | -8.90% | +1.94% |
Max Drawdown (3Y)Largest decline over 3 years | -12.09% | -19.44% | +7.35% |
Max Drawdown (5Y)Largest decline over 5 years | -26.05% | -25.36% | -0.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.00% | — |
Current DrawdownCurrent decline from peak | -1.29% | -0.47% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -9.76% | -6.96% | -2.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 1.99% | -0.03% |
Volatility
FIDI vs. ITOT - Volatility Comparison
The current volatility for Fidelity International High Dividend ETF (FIDI) is 3.30%, while iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a volatility of 4.81%. This indicates that FIDI experiences smaller price fluctuations and is considered to be less risky than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIDI | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.30% | 4.81% | -1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 9.25% | 9.97% | -0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.83% | 12.75% | -0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.88% | 17.45% | -2.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.71% | 18.31% | +0.40% |
FIDI vs. ITOT - Expense Ratio Comparison
FIDI has a 0.39% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Dividends
FIDI vs. ITOT - Dividend Comparison
FIDI's dividend yield for the trailing twelve months is around 4.09%, more than ITOT's 1.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIDI Fidelity International High Dividend ETF | 4.09% | 4.33% | 5.72% | 4.80% | 5.09% | 4.00% | 3.36% | 4.26% | 4.37% | 0.00% | 0.00% | 0.00% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.23% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
Frequently Asked Questions
FIDI and ITOT have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ITOT has higher volatility (4.81%) compared to FIDI (3.30%). In terms of maximum drawdown, FIDI dropped -46.34% vs ITOT's -55.20%.
On 5-year performance, ITOT leads with 12.72% vs 10.69% for FIDI. On fees, ITOT is cheaper at 0.03% per year. On volatility, FIDI has been the lower-risk option at 3.30%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, ITOT has performed better with a 12.72% return vs 10.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ITOT is cheaper with a 0.03% expense ratio, compared with 0.39% for FIDI.
FIDI has the higher dividend yield at 4.09%, compared with 1.23% for ITOT.
FIDI is categorized as Foreign Large Cap Equities, while ITOT is Large Cap Blend Equities. FIDI tracks Fidelity® International High Dividend Index, while ITOT tracks S&P Total Market Index. They also come from different issuers: Fidelity and iShares. Their fees differ too: 0.39% for FIDI and 0.03% for ITOT.
ITOT currently has the higher Sharpe Ratio (2.24 vs 2.18), 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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