FIDI vs. ZDIVX
Compare and contrast key facts about Fidelity International High Dividend ETF (FIDI) and Zacks Dividend Fund (ZDIVX).
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. ZDIVX is managed by Zacks. It was launched on Jan 31, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIDI or ZDIVX.
Key characteristics
| FIDI | ZDIVX | |
|---|---|---|
| YTD Return | 4.89% | 20.91% |
| 1Y Return | 17.85% | 26.77% |
| 3Y Return (Ann) | 4.04% | 4.32% |
| 5Y Return (Ann) | 4.15% | 6.86% |
| Sharpe Ratio | 1.39 | 2.41 |
| Sortino Ratio | 1.94 | 3.22 |
| Omega Ratio | 1.24 | 1.45 |
| Calmar Ratio | 1.99 | 1.96 |
| Martin Ratio | 7.00 | 14.40 |
| Ulcer Index | 2.48% | 1.84% |
| Daily Std Dev | 12.53% | 10.96% |
| Max Drawdown | -46.34% | -35.27% |
| Current Drawdown | -5.21% | -0.47% |
Correlation
The correlation between FIDI and ZDIVX is 0.71, 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.
Performance
FIDI vs. ZDIVX - Performance Comparison
In the year-to-date period, FIDI achieves a 4.89% return, which is significantly lower than ZDIVX's 20.91% 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. ZDIVX - Expense Ratio Comparison
FIDI has a 0.39% expense ratio, which is lower than ZDIVX's 1.30% expense ratio.
Risk-Adjusted Performance
FIDI vs. ZDIVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International High Dividend ETF (FIDI) and Zacks Dividend Fund (ZDIVX). 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. ZDIVX - Dividend Comparison
FIDI's dividend yield for the trailing twelve months is around 5.28%, more than ZDIVX's 1.47% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FIDI Fidelity International High Dividend ETF | 5.28% | 4.80% | 5.09% | 4.00% | 3.36% | 4.26% | 4.37% | 0.00% | 0.00% | 0.00% | 0.00% |
ZDIVX Zacks Dividend Fund | 1.47% | 2.08% | 1.70% | 1.21% | 2.19% | 1.65% | 1.86% | 1.31% | 1.60% | 1.84% | 0.91% |
Drawdowns
FIDI vs. ZDIVX - Drawdown Comparison
The maximum FIDI drawdown since its inception was -46.34%, which is greater than ZDIVX's maximum drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for FIDI and ZDIVX. For additional features, visit the drawdowns tool.
Volatility
FIDI vs. ZDIVX - Volatility Comparison
The current volatility for Fidelity International High Dividend ETF (FIDI) is 3.28%, while Zacks Dividend Fund (ZDIVX) has a volatility of 3.69%. This indicates that FIDI experiences smaller price fluctuations and is considered to be less risky than ZDIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.