FIDI vs. KMB
FIDI (Fidelity International High Dividend ETF) is Foreign Large Cap Equities fund tracking the Fidelity® International High Dividend Index, while KMB (Kimberly-Clark Corporation) is a stock. Over the past 5 years, FIDI returned 10.82%/yr vs -0.92%/yr for KMB. At a 0.21 correlation, their price movements are largely independent.
Performance
FIDI vs. KMB - Performance Comparison
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Returns By Period
In the year-to-date period, FIDI achieves a 10.87% return, which is significantly higher than KMB's 4.05% return.
FIDI
- 1D
- 0.10%
- 1M
- 0.74%
- YTD
- 10.87%
- 6M
- 12.10%
- 1Y
- 25.76%
- 3Y*
- 19.21%
- 5Y*
- 10.82%
- 10Y*
- —
KMB
- 1D
- 0.74%
- 1M
- 6.86%
- YTD
- 4.05%
- 6M
- 1.77%
- 1Y
- -19.86%
- 3Y*
- -4.95%
- 5Y*
- -0.92%
- 10Y*
- 0.95%
FIDI vs. KMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FIDI Fidelity International High Dividend ETF | 10.87% | 39.34% | -0.06% | 16.28% | -4.73% | 16.87% | -11.68% | 15.47% | -19.49% |
KMB Kimberly-Clark Corporation | 4.05% | -19.86% | 11.79% | -7.08% | -1.58% | 9.66% | 0.95% | 24.57% | 1.30% |
Correlation
The correlation between FIDI and KMB is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jan 18, 2018 | 0.21 |
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Return for Risk
FIDI vs. KMB — Risk / Return Rank
FIDI
KMB
FIDI vs. KMB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International High Dividend ETF (FIDI) and Kimberly-Clark Corporation (KMB). 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 | KMB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.97 | ||
| Sortino ratioReturn per unit of downside risk | +3.88 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 0.87 | +0.52 |
| Calmar ratioReturn relative to maximum drawdown | 3.72 | -0.67 | +4.39 |
| Martin ratioReturn relative to average drawdown | 13.17 | -1.03 | +14.19 |
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Drawdowns
FIDI vs. KMB - Drawdown Comparison
The maximum FIDI drawdown since its inception was -46.34%, which is greater than KMB's maximum drawdown of -36.97%. Use the drawdown chart below to compare losses from any high point for FIDI and KMB.
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Drawdown Indicators
| FIDI | KMB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.34% | -36.97% | -9.37% |
Max Drawdown (1Y)Largest decline over 1 year | -6.96% | -29.60% | +22.64% |
Max Drawdown (3Y)Largest decline over 3 years | -12.09% | -34.06% | +21.97% |
Max Drawdown (5Y)Largest decline over 5 years | -26.05% | -34.06% | +8.01% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.06% | — |
Current DrawdownCurrent decline from peak | -0.49% | -26.52% | +26.03% |
Average DrawdownAverage peak-to-trough decline | -9.76% | -8.85% | -0.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 19.43% | -17.46% |
Volatility
FIDI vs. KMB - Volatility Comparison
The current volatility for Fidelity International High Dividend ETF (FIDI) is 3.19%, while Kimberly-Clark Corporation (KMB) has a volatility of 8.42%. This indicates that FIDI experiences smaller price fluctuations and is considered to be less risky than KMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIDI | KMB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.19% | 8.42% | -5.23% |
Volatility (6M)Calculated over the trailing 6-month period | 9.23% | 16.67% | -7.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.81% | 25.77% | -13.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.87% | 20.19% | -5.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.71% | 21.07% | -2.36% |
Dividends
FIDI vs. KMB - Dividend Comparison
FIDI's dividend yield for the trailing twelve months is around 4.05%, less than KMB's 4.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIDI Fidelity International High Dividend ETF | 4.05% | 4.33% | 5.72% | 4.80% | 5.09% | 4.00% | 3.36% | 4.26% | 4.37% | 0.00% | 0.00% | 0.00% |
KMB Kimberly-Clark Corporation | 4.97% | 5.00% | 3.72% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% |
Frequently Asked Questions
FIDI and KMB have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KMB has higher volatility (8.42%) compared to FIDI (3.19%). In terms of maximum drawdown, FIDI dropped -46.34% vs KMB's -36.97%.
FIDI currently has the higher Sharpe Ratio (2.19 vs -0.77), 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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