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

Correlation

The correlation between FIDI and VWO is 0.69, 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.


-0.50.00.51.00.7

Performance

FIDI vs. VWO - Performance Comparison

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

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-2.85%
4.59%
FIDI
VWO

Key characteristics

Sharpe Ratio

FIDI:

0.02

VWO:

0.94

Sortino Ratio

FIDI:

0.11

VWO:

1.39

Omega Ratio

FIDI:

1.01

VWO:

1.18

Calmar Ratio

FIDI:

0.03

VWO:

0.59

Martin Ratio

FIDI:

0.08

VWO:

3.79

Ulcer Index

FIDI:

3.68%

VWO:

3.67%

Daily Std Dev

FIDI:

12.38%

VWO:

14.85%

Max Drawdown

FIDI:

-46.34%

VWO:

-67.68%

Current Drawdown

FIDI:

-10.38%

VWO:

-9.86%

Returns By Period

In the year-to-date period, FIDI achieves a -0.84% return, which is significantly lower than VWO's 11.97% return.


FIDI

YTD

-0.84%

1M

-3.34%

6M

-3.36%

1Y

0.04%

5Y*

2.59%

10Y*

N/A

VWO

YTD

11.97%

1M

0.56%

6M

4.28%

1Y

14.31%

5Y*

3.34%

10Y*

4.11%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FIDI vs. VWO - Expense Ratio Comparison

FIDI has a 0.39% expense ratio, which is higher than VWO's 0.08% 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 VWO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

FIDI vs. VWO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International High Dividend ETF (FIDI) and Vanguard FTSE Emerging Markets ETF (VWO). 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 0.02, compared to the broader market0.002.004.000.020.94
The chart of Sortino ratio for FIDI, currently valued at 0.11, compared to the broader market-2.000.002.004.006.008.0010.000.111.39
The chart of Omega ratio for FIDI, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.001.011.18
The chart of Calmar ratio for FIDI, currently valued at 0.03, compared to the broader market0.005.0010.0015.000.030.59
The chart of Martin ratio for FIDI, currently valued at 0.08, compared to the broader market0.0020.0040.0060.0080.00100.000.083.79
FIDI
VWO

The current FIDI Sharpe Ratio is 0.02, which is lower than the VWO Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of FIDI and VWO, 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
0.02
0.94
FIDI
VWO

Dividends

FIDI vs. VWO - Dividend Comparison

FIDI's dividend yield for the trailing twelve months is around 5.76%, more than VWO's 3.16% yield.


TTM20232022202120202019201820172016201520142013
FIDI
Fidelity International High Dividend ETF
5.76%4.80%5.09%4.00%3.36%4.26%4.37%0.00%0.00%0.00%0.00%0.00%
VWO
Vanguard FTSE Emerging Markets ETF
3.16%3.52%4.11%2.63%1.91%3.24%2.88%2.30%2.52%3.26%2.86%2.73%

Drawdowns

FIDI vs. VWO - Drawdown Comparison

The maximum FIDI drawdown since its inception was -46.34%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for FIDI and VWO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.38%
-9.86%
FIDI
VWO

Volatility

FIDI vs. VWO - Volatility Comparison

The current volatility for Fidelity International High Dividend ETF (FIDI) is 3.38%, while Vanguard FTSE Emerging Markets ETF (VWO) has a volatility of 4.31%. This indicates that FIDI experiences smaller price fluctuations and is considered to be less risky than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.38%
4.31%
FIDI
VWO
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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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