FIDI vs. VWO
Compare and contrast key facts about Fidelity International High Dividend ETF (FIDI) and Vanguard FTSE Emerging Markets ETF (VWO).
FIDI and VWO 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. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005. Both FIDI and VWO 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 VWO.
Key characteristics
| FIDI | VWO | |
|---|---|---|
| YTD Return | 0.98% | 11.54% |
| 1Y Return | 9.80% | 16.00% |
| 3Y Return (Ann) | 3.14% | -1.40% |
| 5Y Return (Ann) | 3.39% | 4.44% |
| Sharpe Ratio | 0.97 | 1.25 |
| Sortino Ratio | 1.39 | 1.83 |
| Omega Ratio | 1.17 | 1.23 |
| Calmar Ratio | 1.42 | 0.79 |
| Martin Ratio | 4.66 | 6.82 |
| Ulcer Index | 2.66% | 2.74% |
| Daily Std Dev | 12.76% | 14.96% |
| Max Drawdown | -46.34% | -67.68% |
| Current Drawdown | -8.74% | -10.21% |
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.
Performance
FIDI vs. VWO - Performance Comparison
In the year-to-date period, FIDI achieves a 0.98% return, which is significantly lower than VWO's 11.54% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FIDI vs. VWO - Expense Ratio Comparison
FIDI has a 0.39% expense ratio, which is higher than VWO's 0.08% expense ratio.
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.
Dividends
FIDI vs. VWO - Dividend Comparison
FIDI's dividend yield for the trailing twelve months is around 5.49%, more than VWO's 2.66% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIDI Fidelity International High Dividend ETF | 5.49% | 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 | 2.66% | 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.
Volatility
FIDI vs. VWO - Volatility Comparison
The current volatility for Fidelity International High Dividend ETF (FIDI) is 3.75%, while Vanguard FTSE Emerging Markets ETF (VWO) has a volatility of 4.73%. 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.