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FIDI vs. VEA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIDI vs. VEA - Performance Comparison

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

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FIDI vs. VEA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FIDI
Fidelity International High Dividend ETF
8.15%39.34%-0.06%16.28%-4.73%16.87%-11.68%15.47%-20.16%
VEA
Vanguard FTSE Developed Markets ETF
4.45%35.16%3.15%17.93%-15.34%11.66%9.71%22.62%-18.44%

Returns By Period

In the year-to-date period, FIDI achieves a 8.15% return, which is significantly higher than VEA's 4.45% return.


FIDI

1D
0.53%
1M
-1.68%
YTD
8.15%
6M
14.99%
1Y
35.04%
3Y*
19.16%
5Y*
11.79%
10Y*

VEA

1D
1.65%
1M
-5.45%
YTD
4.45%
6M
9.91%
1Y
31.74%
3Y*
16.71%
5Y*
8.93%
10Y*
9.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIDI vs. VEA - Expense Ratio Comparison

FIDI has a 0.39% expense ratio, which is higher than VEA's 0.03% expense ratio.


Return for Risk

FIDI vs. VEA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FIDI
FIDI Risk / Return Rank: 9494
Overall Rank
FIDI Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FIDI Sortino Ratio Rank: 9595
Sortino Ratio Rank
FIDI Omega Ratio Rank: 9595
Omega Ratio Rank
FIDI Calmar Ratio Rank: 9393
Calmar Ratio Rank
FIDI Martin Ratio Rank: 9595
Martin Ratio Rank

VEA
VEA Risk / Return Rank: 8787
Overall Rank
VEA Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
VEA Sortino Ratio Rank: 8888
Sortino Ratio Rank
VEA Omega Ratio Rank: 8787
Omega Ratio Rank
VEA Calmar Ratio Rank: 8787
Calmar Ratio Rank
VEA Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FIDI vs. VEA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International High Dividend ETF (FIDI) and Vanguard FTSE Developed Markets ETF (VEA). 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.


FIDIVEADifference

Sharpe ratio

Return per unit of total volatility

2.36

1.81

+0.56

Sortino ratio

Return per unit of downside risk

3.07

2.46

+0.61

Omega ratio

Gain probability vs. loss probability

1.47

1.36

+0.11

Calmar ratio

Return relative to maximum drawdown

3.59

2.77

+0.82

Martin ratio

Return relative to average drawdown

16.57

10.77

+5.80

FIDI vs. VEA - Sharpe Ratio Comparison

The current FIDI Sharpe Ratio is 2.36, which is higher than the VEA Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of FIDI and VEA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FIDIVEADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

1.81

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.55

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.22

+0.09

Correlation

The correlation between FIDI and VEA 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.


Dividends

FIDI vs. VEA - Dividend Comparison

FIDI's dividend yield for the trailing twelve months is around 4.15%, more than VEA's 2.88% yield.


TTM20252024202320222021202020192018201720162015
FIDI
Fidelity International High Dividend ETF
4.15%4.33%5.72%4.80%5.09%4.00%3.36%4.26%4.37%0.00%0.00%0.00%
VEA
Vanguard FTSE Developed Markets ETF
2.88%3.22%3.35%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%

Drawdowns

FIDI vs. VEA - Drawdown Comparison

The maximum FIDI drawdown since its inception was -46.34%, smaller than the maximum VEA drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for FIDI and VEA.


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Drawdown Indicators


FIDIVEADifference

Max Drawdown

Largest peak-to-trough decline

-46.34%

-60.68%

+14.34%

Max Drawdown (1Y)

Largest decline over 1 year

-9.92%

-11.63%

+1.71%

Max Drawdown (5Y)

Largest decline over 5 years

-26.05%

-29.71%

+3.66%

Max Drawdown (10Y)

Largest decline over 10 years

-35.73%

Current Drawdown

Current decline from peak

-2.84%

-7.20%

+4.36%

Average Drawdown

Average peak-to-trough decline

-9.97%

-13.39%

+3.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

2.99%

-0.84%

Volatility

FIDI vs. VEA - Volatility Comparison

The current volatility for Fidelity International High Dividend ETF (FIDI) is 4.87%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 7.92%. This indicates that FIDI experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIDIVEADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.87%

7.92%

-3.05%

Volatility (6M)

Calculated over the trailing 6-month period

8.82%

11.68%

-2.86%

Volatility (1Y)

Calculated over the trailing 1-year period

14.91%

17.67%

-2.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.83%

16.30%

-1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.85%

17.26%

+1.59%