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

Correlation

The correlation between FIDI and SCHF is 0.66, 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. SCHF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International High Dividend ETF (FIDI) and Schwab International Equity ETF (SCHF). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
21.13%
52.12%
FIDI
SCHF

Key characteristics

Sharpe Ratio

FIDI:

0.82

SCHF:

0.69

Sortino Ratio

FIDI:

1.20

SCHF:

1.07

Omega Ratio

FIDI:

1.17

SCHF:

1.14

Calmar Ratio

FIDI:

1.09

SCHF:

0.88

Martin Ratio

FIDI:

2.76

SCHF:

2.65

Ulcer Index

FIDI:

4.75%

SCHF:

4.44%

Daily Std Dev

FIDI:

15.94%

SCHF:

17.18%

Max Drawdown

FIDI:

-46.34%

SCHF:

-34.64%

Current Drawdown

FIDI:

0.00%

SCHF:

-0.59%

Returns By Period

In the year-to-date period, FIDI achieves a 14.97% return, which is significantly higher than SCHF's 10.22% return.


FIDI

YTD

14.97%

1M

1.98%

6M

9.04%

1Y

13.40%

5Y*

13.10%

10Y*

N/A

SCHF

YTD

10.22%

1M

1.09%

6M

5.84%

1Y

11.68%

5Y*

13.37%

10Y*

6.54%

*Annualized

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FIDI vs. SCHF - Expense Ratio Comparison

FIDI has a 0.39% expense ratio, which is higher than SCHF's 0.06% expense ratio.


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 SCHF: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHF: 0.06%

Risk-Adjusted Performance

FIDI vs. SCHF — 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 7676
Overall Rank
The Sharpe Ratio Rank of FIDI is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of FIDI is 7474
Sortino Ratio Rank
The Omega Ratio Rank of FIDI is 7575
Omega Ratio Rank
The Calmar Ratio Rank of FIDI is 8484
Calmar Ratio Rank
The Martin Ratio Rank of FIDI is 7171
Martin Ratio Rank

SCHF
The Risk-Adjusted Performance Rank of SCHF is 7272
Overall Rank
The Sharpe Ratio Rank of SCHF is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHF is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SCHF is 6969
Omega Ratio Rank
The Calmar Ratio Rank of SCHF is 8080
Calmar Ratio Rank
The Martin Ratio Rank of SCHF is 7070
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. SCHF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International High Dividend ETF (FIDI) and Schwab International Equity ETF (SCHF). 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
SCHF: 0.69
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
SCHF: 1.07
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
SCHF: 1.14
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
SCHF: 0.88
The chart of Martin ratio for FIDI, currently valued at 2.76, compared to the broader market0.0020.0040.0060.00
FIDI: 2.76
SCHF: 2.65

The current FIDI Sharpe Ratio is 0.82, which is comparable to the SCHF Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of FIDI and SCHF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.82
0.69
FIDI
SCHF

Dividends

FIDI vs. SCHF - Dividend Comparison

FIDI's dividend yield for the trailing twelve months is around 5.04%, more than SCHF's 2.96% yield.


TTM20242023202220212020201920182017201620152014
FIDI
Fidelity International High Dividend ETF
5.04%5.72%4.80%5.09%4.00%3.36%4.26%4.37%0.00%0.00%0.00%0.00%
SCHF
Schwab International Equity ETF
2.96%3.26%2.97%2.80%3.19%2.08%2.95%3.06%2.35%2.58%2.26%2.90%

Drawdowns

FIDI vs. SCHF - Drawdown Comparison

The maximum FIDI drawdown since its inception was -46.34%, which is greater than SCHF's maximum drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for FIDI and SCHF. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril0
-0.59%
FIDI
SCHF

Volatility

FIDI vs. SCHF - Volatility Comparison

The current volatility for Fidelity International High Dividend ETF (FIDI) is 10.24%, while Schwab International Equity ETF (SCHF) has a volatility of 11.46%. This indicates that FIDI experiences smaller price fluctuations and is considered to be less risky than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.24%
11.46%
FIDI
SCHF