FIVA vs. IDEV
Compare and contrast key facts about Fidelity International Value Factor ETF (FIVA) and iShares Core MSCI International Developed Markets ETF (IDEV).
FIVA and IDEV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FIVA is a passively managed fund by Fidelity that tracks the performance of the Fidelity® International Value Factor Index. It was launched on Jan 16, 2018. IDEV is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Investable Market Index. It was launched on Mar 21, 2017. Both FIVA and IDEV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FIVA vs. IDEV - Performance Comparison
Loading graphics...
FIVA vs. IDEV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FIVA Fidelity International Value Factor ETF | 2.60% | 45.83% | 2.53% | 20.38% | -10.37% | 15.90% | -1.78% | 19.78% | -19.20% |
IDEV iShares Core MSCI International Developed Markets ETF | 1.32% | 32.56% | 4.54% | 17.36% | -14.99% | 13.00% | 8.32% | 23.12% | -17.81% |
Returns By Period
In the year-to-date period, FIVA achieves a 2.60% return, which is significantly higher than IDEV's 1.32% return.
FIVA
- 1D
- 3.02%
- 1M
- -7.75%
- YTD
- 2.60%
- 6M
- 12.75%
- 1Y
- 34.67%
- 3Y*
- 19.41%
- 5Y*
- 11.95%
- 10Y*
- —
IDEV
- 1D
- 3.16%
- 1M
- -7.78%
- YTD
- 1.32%
- 6M
- 6.19%
- 1Y
- 25.70%
- 3Y*
- 15.12%
- 5Y*
- 8.28%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FIVA vs. IDEV - Expense Ratio Comparison
FIVA has a 0.39% expense ratio, which is higher than IDEV's 0.05% expense ratio.
Return for Risk
FIVA vs. IDEV — Risk / Return Rank
FIVA
IDEV
FIVA vs. IDEV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International Value Factor ETF (FIVA) and iShares Core MSCI International Developed Markets ETF (IDEV). 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.
| FIVA | IDEV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.01 | 1.51 | +0.50 |
Sortino ratioReturn per unit of downside risk | 2.69 | 2.11 | +0.58 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.31 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.86 | 2.21 | +0.65 |
Martin ratioReturn relative to average drawdown | 11.23 | 8.73 | +2.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FIVA | IDEV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 1.51 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.52 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.51 | -0.08 |
Correlation
The correlation between FIVA and IDEV is 0.92, 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.
Dividends
FIVA vs. IDEV - Dividend Comparison
FIVA's dividend yield for the trailing twelve months is around 2.78%, less than IDEV's 3.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIVA Fidelity International Value Factor ETF | 2.78% | 2.68% | 3.52% | 3.63% | 3.62% | 3.76% | 2.46% | 3.61% | 3.28% | 0.00% |
IDEV iShares Core MSCI International Developed Markets ETF | 3.36% | 3.40% | 3.30% | 3.07% | 2.69% | 3.05% | 2.00% | 3.18% | 3.16% | 1.54% |
Drawdowns
FIVA vs. IDEV - Drawdown Comparison
The maximum FIVA drawdown since its inception was -39.76%, which is greater than IDEV's maximum drawdown of -34.77%. Use the drawdown chart below to compare losses from any high point for FIVA and IDEV.
Loading graphics...
Drawdown Indicators
| FIVA | IDEV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.76% | -34.77% | -4.99% |
Max Drawdown (1Y)Largest decline over 1 year | -11.71% | -11.20% | -0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -28.70% | -29.15% | +0.45% |
Current DrawdownCurrent decline from peak | -8.01% | -7.89% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -7.89% | -6.64% | -1.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 2.83% | +0.15% |
Volatility
FIVA vs. IDEV - Volatility Comparison
Fidelity International Value Factor ETF (FIVA) and iShares Core MSCI International Developed Markets ETF (IDEV) have volatilities of 7.45% and 7.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FIVA | IDEV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.45% | 7.65% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 11.09% | 10.90% | +0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.32% | 17.11% | +0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 16.12% | -0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.88% | 17.26% | +0.62% |