FIDI vs. VXUS
FIDI (Fidelity International High Dividend ETF) and VXUS (Vanguard Total International Stock ETF) are both exchange-traded funds - FIDI is a Foreign Large Cap Equities fund tracking the Fidelity® International High Dividend Index, while VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index. Both are passively managed. Over the past 5 years, FIDI returned 10.52%/yr vs 8.35%/yr for VXUS. Their correlation of 0.85 suggests significant overlap in exposure. FIDI charges 0.39%/yr vs 0.05%/yr for VXUS.
Performance
FIDI vs. VXUS - Performance Comparison
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Returns By Period
In the year-to-date period, FIDI achieves a 7.55% return, which is significantly lower than VXUS's 12.51% return.
FIDI
- 1D
- -0.58%
- 1M
- -2.55%
- YTD
- 7.55%
- 6M
- 7.30%
- 1Y
- 24.00%
- 3Y*
- 18.77%
- 5Y*
- 10.52%
- 10Y*
- —
VXUS
- 1D
- -3.04%
- 1M
- 0.39%
- YTD
- 12.51%
- 6M
- 12.35%
- 1Y
- 29.41%
- 3Y*
- 18.90%
- 5Y*
- 8.35%
- 10Y*
- 10.23%
FIDI vs. VXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FIDI Fidelity International High Dividend ETF | 7.55% | 39.34% | -0.06% | 16.28% | -4.73% | 16.87% | -11.68% | 15.47% | -19.49% |
VXUS Vanguard Total International Stock ETF | 12.51% | 32.35% | 5.08% | 15.86% | -16.08% | 8.98% | 10.66% | 21.75% | -18.65% |
Correlation
The correlation between FIDI and VXUS is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jan 18, 2018 | 0.85 |
The correlation between FIDI and VXUS has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.
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Return for Risk
FIDI vs. VXUS — Risk / Return Rank
FIDI
VXUS
FIDI vs. VXUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International High Dividend ETF (FIDI) and Vanguard Total International Stock ETF (VXUS). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FIDI | VXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.34 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.47 | 2.62 | +0.85 |
| Martin ratioReturn relative to average drawdown | 12.08 | 10.07 | +2.01 |
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Drawdowns
FIDI vs. VXUS - Drawdown Comparison
The maximum FIDI drawdown since its inception was -46.34%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for FIDI and VXUS.
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Drawdown Indicators
| FIDI | VXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.34% | -35.97% | -10.37% |
Max Drawdown (1Y)Largest decline over 1 year | -6.96% | -11.27% | +4.31% |
Max Drawdown (3Y)Largest decline over 3 years | -12.09% | -13.58% | +1.49% |
Max Drawdown (5Y)Largest decline over 5 years | -26.05% | -29.44% | +3.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.97% | — |
Current DrawdownCurrent decline from peak | -3.47% | -3.04% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -9.74% | -8.20% | -1.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 2.93% | -0.94% |
Volatility
FIDI vs. VXUS - Volatility Comparison
The current volatility for Fidelity International High Dividend ETF (FIDI) is 3.25%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 7.07%. This indicates that FIDI experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIDI | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.25% | 7.07% | -3.82% |
Volatility (6M)Calculated over the trailing 6-month period | 9.32% | 14.44% | -5.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.78% | 16.36% | -4.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.86% | 16.27% | -1.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.70% | 17.03% | +1.67% |
FIDI vs. VXUS - Expense Ratio Comparison
FIDI has a 0.39% expense ratio, which is higher than VXUS's 0.05% expense ratio.
Dividends
FIDI vs. VXUS - Dividend Comparison
FIDI's dividend yield for the trailing twelve months is around 4.19%, more than VXUS's 2.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIDI Fidelity International High Dividend ETF | 4.19% | 4.33% | 5.72% | 4.80% | 5.09% | 4.00% | 3.36% | 4.26% | 4.37% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 2.59% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
Frequently Asked Questions
FIDI and VXUS have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VXUS has higher volatility (7.07%) compared to FIDI (3.25%). In terms of maximum drawdown, FIDI dropped -46.34% vs VXUS's -35.97%.
On 5-year performance, FIDI leads with 10.52% vs 8.35% for VXUS. On fees, VXUS is cheaper at 0.05% per year. On volatility, FIDI has been the lower-risk option at 3.25%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, FIDI has performed better with a 10.52% return vs 8.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VXUS is cheaper with a 0.05% expense ratio, compared with 0.39% for FIDI.
FIDI has the higher dividend yield at 4.19%, compared with 2.59% for VXUS.
FIDI is categorized as Foreign Large Cap Equities, while VXUS is Global Equities. FIDI tracks Fidelity® International High Dividend Index, while VXUS tracks FTSE Global All Cap ex US Index. They also come from different issuers: Fidelity and Vanguard. Their fees differ too: 0.39% for FIDI and 0.05% for VXUS.
FIDI currently has the higher Sharpe Ratio (2.05 vs 1.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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