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

Correlation

The correlation between FIDI and VIGI is 0.79, 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.


-0.50.00.51.00.8

Performance

FIDI vs. VIGI - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
4.85%
41.43%
FIDI
VIGI

Key characteristics

Sharpe Ratio

FIDI:

0.03

VIGI:

0.39

Sortino Ratio

FIDI:

0.12

VIGI:

0.62

Omega Ratio

FIDI:

1.01

VIGI:

1.07

Calmar Ratio

FIDI:

0.03

VIGI:

0.46

Martin Ratio

FIDI:

0.09

VIGI:

1.37

Ulcer Index

FIDI:

3.73%

VIGI:

3.31%

Daily Std Dev

FIDI:

12.36%

VIGI:

11.52%

Max Drawdown

FIDI:

-46.34%

VIGI:

-31.01%

Current Drawdown

FIDI:

-10.10%

VIGI:

-9.15%

Returns By Period

In the year-to-date period, FIDI achieves a -0.53% return, which is significantly lower than VIGI's 3.37% return.


FIDI

YTD

-0.53%

1M

-3.04%

6M

-2.55%

1Y

0.35%

5Y*

2.62%

10Y*

N/A

VIGI

YTD

3.37%

1M

-2.21%

6M

-0.22%

1Y

4.53%

5Y*

5.27%

10Y*

N/A

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. VIGI - Expense Ratio Comparison

FIDI has a 0.39% expense ratio, which is higher than VIGI's 0.15% 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 VIGI: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

FIDI vs. VIGI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International High Dividend ETF (FIDI) and Vanguard International Dividend Appreciation ETF (VIGI). 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 0.03, compared to the broader market0.002.004.000.030.39
The chart of Sortino ratio for FIDI, currently valued at 0.12, compared to the broader market-2.000.002.004.006.008.0010.000.120.62
The chart of Omega ratio for FIDI, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.001.011.07
The chart of Calmar ratio for FIDI, currently valued at 0.03, compared to the broader market0.005.0010.0015.000.030.46
The chart of Martin ratio for FIDI, currently valued at 0.09, compared to the broader market0.0020.0040.0060.0080.00100.000.091.37
FIDI
VIGI

The current FIDI Sharpe Ratio is 0.03, which is lower than the VIGI Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of FIDI and VIGI, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.03
0.39
FIDI
VIGI

Dividends

FIDI vs. VIGI - Dividend Comparison

FIDI's dividend yield for the trailing twelve months is around 5.75%, more than VIGI's 1.92% yield.


TTM20232022202120202019201820172016
FIDI
Fidelity International High Dividend ETF
5.75%4.80%5.09%4.00%3.36%4.26%4.37%0.00%0.00%
VIGI
Vanguard International Dividend Appreciation ETF
1.92%1.92%2.06%7.02%1.29%1.83%1.99%1.75%0.98%

Drawdowns

FIDI vs. VIGI - Drawdown Comparison

The maximum FIDI drawdown since its inception was -46.34%, which is greater than VIGI's maximum drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for FIDI and VIGI. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.10%
-9.15%
FIDI
VIGI

Volatility

FIDI vs. VIGI - Volatility Comparison

Fidelity International High Dividend ETF (FIDI) and Vanguard International Dividend Appreciation ETF (VIGI) have volatilities of 3.41% and 3.54%, 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%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.41%
3.54%
FIDI
VIGI
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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.

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