PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FIDI vs. SCHY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIDI and SCHY is 0.91, 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.


-0.50.00.51.00.9

Performance

FIDI vs. SCHY - Performance Comparison

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

-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%SeptemberOctoberNovemberDecember2025February
1.49%
-2.73%
FIDI
SCHY

Key characteristics

Sharpe Ratio

FIDI:

0.76

SCHY:

0.41

Sortino Ratio

FIDI:

1.08

SCHY:

0.63

Omega Ratio

FIDI:

1.13

SCHY:

1.08

Calmar Ratio

FIDI:

0.87

SCHY:

0.36

Martin Ratio

FIDI:

2.08

SCHY:

0.84

Ulcer Index

FIDI:

4.52%

SCHY:

5.25%

Daily Std Dev

FIDI:

12.40%

SCHY:

10.90%

Max Drawdown

FIDI:

-46.34%

SCHY:

-24.03%

Current Drawdown

FIDI:

-3.09%

SCHY:

-6.91%

Returns By Period

In the year-to-date period, FIDI achieves a 7.29% return, which is significantly higher than SCHY's 5.02% return.


FIDI

YTD

7.29%

1M

4.95%

6M

0.84%

1Y

9.01%

5Y*

4.69%

10Y*

N/A

SCHY

YTD

5.02%

1M

3.72%

6M

-3.33%

1Y

4.24%

5Y*

N/A

10Y*

N/A

*Annualized

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. SCHY - Expense Ratio Comparison

FIDI has a 0.39% expense ratio, which is higher than SCHY's 0.14% expense ratio.


FIDI
Fidelity International High Dividend ETF
Expense ratio chart for FIDI: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for SCHY: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

FIDI vs. SCHY — 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 2727
Overall Rank
The Sharpe Ratio Rank of FIDI is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of FIDI is 2424
Sortino Ratio Rank
The Omega Ratio Rank of FIDI is 2424
Omega Ratio Rank
The Calmar Ratio Rank of FIDI is 3636
Calmar Ratio Rank
The Martin Ratio Rank of FIDI is 2323
Martin Ratio Rank

SCHY
The Risk-Adjusted Performance Rank of SCHY is 1515
Overall Rank
The Sharpe Ratio Rank of SCHY is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHY is 1414
Sortino Ratio Rank
The Omega Ratio Rank of SCHY is 1414
Omega Ratio Rank
The Calmar Ratio Rank of SCHY is 1919
Calmar Ratio Rank
The Martin Ratio Rank of SCHY is 1313
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. SCHY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International High Dividend ETF (FIDI) and Schwab International Dividend Equity ETF (SCHY). 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.


Sharpe ratio
The chart of Sharpe ratio for FIDI, currently valued at 0.76, compared to the broader market0.002.004.000.760.41
The chart of Sortino ratio for FIDI, currently valued at 1.08, compared to the broader market-2.000.002.004.006.008.0010.0012.001.080.63
The chart of Omega ratio for FIDI, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.08
The chart of Calmar ratio for FIDI, currently valued at 0.87, compared to the broader market0.005.0010.0015.000.870.36
The chart of Martin ratio for FIDI, currently valued at 2.08, compared to the broader market0.0020.0040.0060.0080.00100.002.080.84
FIDI
SCHY

The current FIDI Sharpe Ratio is 0.76, which is higher than the SCHY Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of FIDI and SCHY, 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.76
0.41
FIDI
SCHY

Dividends

FIDI vs. SCHY - Dividend Comparison

FIDI's dividend yield for the trailing twelve months is around 5.33%, more than SCHY's 4.42% yield.


TTM2024202320222021202020192018
FIDI
Fidelity International High Dividend ETF
5.33%5.72%4.80%5.09%4.00%3.36%4.26%4.37%
SCHY
Schwab International Dividend Equity ETF
4.42%4.64%3.97%3.68%1.73%0.00%0.00%0.00%

Drawdowns

FIDI vs. SCHY - Drawdown Comparison

The maximum FIDI drawdown since its inception was -46.34%, which is greater than SCHY's maximum drawdown of -24.03%. Use the drawdown chart below to compare losses from any high point for FIDI and SCHY. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.09%
-6.91%
FIDI
SCHY

Volatility

FIDI vs. SCHY - Volatility Comparison

Fidelity International High Dividend ETF (FIDI) and Schwab International Dividend Equity ETF (SCHY) have volatilities of 3.38% and 3.55%, 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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%SeptemberOctoberNovemberDecember2025February
3.38%
3.55%
FIDI
SCHY
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab