FIDI vs. VYMI
FIDI (Fidelity International High Dividend ETF) and VYMI (Vanguard International High Dividend Yield ETF) are both exchange-traded funds - FIDI is a Foreign Large Cap Equities fund tracking the Fidelity® International High Dividend Index, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. Both are passively managed. Over the past 5 years, FIDI returned 10.43%/yr vs 11.95%/yr for VYMI. Their correlation of 0.91 suggests significant overlap in exposure. FIDI charges 0.39%/yr vs 0.07%/yr for VYMI.
Performance
FIDI vs. VYMI - Performance Comparison
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Returns By Period
In the year-to-date period, FIDI achieves a 8.93% return, which is significantly lower than VYMI's 11.31% return.
FIDI
- 1D
- -0.57%
- 1M
- 0.38%
- YTD
- 8.93%
- 6M
- 12.21%
- 1Y
- 25.24%
- 3Y*
- 19.10%
- 5Y*
- 10.43%
- 10Y*
- —
VYMI
- 1D
- -1.01%
- 1M
- 2.05%
- YTD
- 11.31%
- 6M
- 14.77%
- 1Y
- 30.23%
- 3Y*
- 21.88%
- 5Y*
- 11.95%
- 10Y*
- 10.49%
FIDI vs. VYMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FIDI Fidelity International High Dividend ETF | 8.93% | 39.34% | -0.06% | 16.28% | -4.73% | 16.87% | -11.68% | 15.47% | -20.16% |
VYMI Vanguard International High Dividend Yield ETF | 11.31% | 38.05% | 7.06% | 17.07% | -7.02% | 15.39% | -1.11% | 18.43% | -16.95% |
Correlation
The correlation between FIDI and VYMI is 0.93, 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 | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2018 | 0.91 |
The correlation between FIDI and VYMI has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.
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Return for Risk
FIDI vs. VYMI — Risk / Return Rank
FIDI
VYMI
FIDI vs. VYMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International High Dividend ETF (FIDI) and Vanguard International High Dividend Yield ETF (VYMI). 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.
| FIDI | VYMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.43 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 2.99 | +0.65 |
| Martin ratioReturn relative to average drawdown | 13.04 | 11.80 | +1.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FIDI | VYMI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 2.35 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.81 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.62 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.65 | -0.34 |
Drawdowns
FIDI vs. VYMI - Drawdown Comparison
The maximum FIDI drawdown since its inception was -46.34%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for FIDI and VYMI.
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Drawdown Indicators
| FIDI | VYMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.34% | -40.00% | -6.34% |
Max Drawdown (1Y)Largest decline over 1 year | -6.96% | -10.14% | +3.18% |
Max Drawdown (3Y)Largest decline over 3 years | -12.09% | -12.84% | +0.75% |
Max Drawdown (5Y)Largest decline over 5 years | -26.05% | -24.05% | -2.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.00% | — |
Current DrawdownCurrent decline from peak | -2.24% | -1.40% | -0.84% |
Average DrawdownAverage peak-to-trough decline | -9.79% | -6.31% | -3.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 2.57% | -0.63% |
Volatility
FIDI vs. VYMI - Volatility Comparison
The current volatility for Fidelity International High Dividend ETF (FIDI) is 3.09%, while Vanguard International High Dividend Yield ETF (VYMI) has a volatility of 4.04%. This indicates that FIDI experiences smaller price fluctuations and is considered to be less risky than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIDI | VYMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 4.04% | -0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 9.00% | 10.73% | -1.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.60% | 12.94% | -1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 14.84% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.73% | 16.87% | +1.86% |
FIDI vs. VYMI - Expense Ratio Comparison
FIDI has a 0.39% expense ratio, which is higher than VYMI's 0.07% expense ratio.
Dividends
FIDI vs. VYMI - Dividend Comparison
FIDI's dividend yield for the trailing twelve months is around 4.13%, more than VYMI's 3.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FIDI Fidelity International High Dividend ETF | 4.13% | 4.33% | 5.72% | 4.80% | 5.09% | 4.00% | 3.36% | 4.26% | 4.37% | 0.00% | 0.00% |
VYMI Vanguard International High Dividend Yield ETF | 3.44% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
Frequently Asked Questions
With a correlation of 0.93, FIDI and VYMI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VYMI has higher volatility (4.04%) compared to FIDI (3.09%). In terms of maximum drawdown, FIDI dropped -46.34% vs VYMI's -40.00%.
On 5-year performance, VYMI leads with 11.95% vs 10.43% for FIDI. On fees, VYMI is cheaper at 0.07% per year. On volatility, FIDI has been the lower-risk option at 3.09%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VYMI has performed better with a 11.95% return vs 10.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VYMI is cheaper with a 0.07% expense ratio, compared with 0.39% for FIDI.
FIDI has the higher dividend yield at 4.13%, compared with 3.44% for VYMI.
FIDI is categorized as Foreign Large Cap Equities, while VYMI is Dividend. FIDI tracks Fidelity® International High Dividend Index, while VYMI tracks FTSE All-World ex US High Dividend Yield Index. They also come from different issuers: Fidelity and Vanguard. Their fees differ too: 0.39% for FIDI and 0.07% for VYMI.
VYMI currently has the higher Sharpe Ratio (2.35 vs 2.19), 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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