FIDI vs. SCHF
Compare and contrast key facts about Fidelity International High Dividend ETF (FIDI) and Schwab International Equity ETF (SCHF).
FIDI and SCHF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FIDI is a passively managed fund by Fidelity that tracks the performance of the Fidelity® International High Dividend Index. It was launched on Jan 16, 2018. SCHF is a passively managed fund by Charles Schwab that tracks the performance of the FTSE Developed ex U.S. Index. It was launched on Nov 3, 2009. Both FIDI and SCHF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIDI or SCHF.
Key characteristics
| FIDI | SCHF | |
|---|---|---|
| YTD Return | 3.40% | 6.84% |
| 1Y Return | 16.02% | 18.76% |
| 3Y Return (Ann) | 3.65% | 1.98% |
| 5Y Return (Ann) | 3.85% | 6.94% |
| Sharpe Ratio | 1.28 | 1.46 |
| Sortino Ratio | 1.80 | 2.06 |
| Omega Ratio | 1.22 | 1.26 |
| Calmar Ratio | 1.88 | 1.63 |
| Martin Ratio | 6.43 | 7.98 |
| Ulcer Index | 2.52% | 2.34% |
| Daily Std Dev | 12.61% | 12.84% |
| Max Drawdown | -46.34% | -34.64% |
| Current Drawdown | -6.55% | -5.85% |
Correlation
The correlation between FIDI and SCHF is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
FIDI vs. SCHF - Performance Comparison
In the year-to-date period, FIDI achieves a 3.40% return, which is significantly lower than SCHF's 6.84% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FIDI vs. SCHF - Expense Ratio Comparison
FIDI has a 0.39% expense ratio, which is higher than SCHF's 0.06% expense ratio.
Risk-Adjusted Performance
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.
Dividends
FIDI vs. SCHF - Dividend Comparison
FIDI's dividend yield for the trailing twelve months is around 5.36%, more than SCHF's 2.73% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIDI Fidelity International High Dividend ETF | 5.36% | 4.80% | 5.09% | 4.00% | 3.36% | 4.26% | 4.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHF Schwab International Equity ETF | 2.73% | 4.03% | 2.80% | 6.39% | 3.50% | 5.89% | 6.12% | 2.35% | 5.15% | 4.51% | 2.90% | 2.21% |
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.
Volatility
FIDI vs. SCHF - Volatility Comparison
The current volatility for Fidelity International High Dividend ETF (FIDI) is 3.53%, while Schwab International Equity ETF (SCHF) has a volatility of 3.84%. 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.