FQITX vs. VYMI
Compare and contrast key facts about Fidelity SAI International Quality Index Fund (FQITX) and Vanguard International High Dividend Yield ETF (VYMI).
FQITX is managed by Fidelity. It was launched on May 11, 2020. VYMI is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US High Dividend Yield Index. It was launched on Feb 25, 2016.
Performance
FQITX vs. VYMI - Performance Comparison
Loading graphics...
FQITX vs. VYMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FQITX Fidelity SAI International Quality Index Fund | -3.63% | 17.04% | 1.04% | 18.44% | -17.12% | 14.00% | 29.60% |
VYMI Vanguard International High Dividend Yield ETF | 6.37% | 38.05% | 7.06% | 17.07% | -7.02% | 15.39% | 33.32% |
Returns By Period
In the year-to-date period, FQITX achieves a -3.63% return, which is significantly lower than VYMI's 6.37% return.
FQITX
- 1D
- 3.04%
- 1M
- -7.57%
- YTD
- -3.63%
- 6M
- -1.44%
- 1Y
- 8.80%
- 3Y*
- 7.48%
- 5Y*
- 4.82%
- 10Y*
- —
VYMI
- 1D
- 0.82%
- 1M
- -3.79%
- YTD
- 6.37%
- 6M
- 13.78%
- 1Y
- 33.76%
- 3Y*
- 20.74%
- 5Y*
- 12.62%
- 10Y*
- 10.30%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FQITX vs. VYMI - Expense Ratio Comparison
FQITX has a 0.19% expense ratio, which is higher than VYMI's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
FQITX vs. VYMI — Risk / Return Rank
FQITX
VYMI
FQITX vs. VYMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI International Quality Index Fund (FQITX) 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.
| FQITX | VYMI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.52 | 2.13 | -1.61 |
Sortino ratioReturn per unit of downside risk | 0.85 | 2.82 | -1.97 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.44 | -0.33 |
Calmar ratioReturn relative to maximum drawdown | 0.61 | 3.09 | -2.48 |
Martin ratioReturn relative to average drawdown | 2.28 | 12.68 | -10.41 |
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
| FQITX | VYMI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.52 | 2.13 | -1.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.86 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.63 | -0.08 |
Correlation
The correlation between FQITX and VYMI is 0.83, 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
FQITX vs. VYMI - Dividend Comparison
FQITX's dividend yield for the trailing twelve months is around 2.12%, less than VYMI's 3.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FQITX Fidelity SAI International Quality Index Fund | 2.12% | 2.04% | 1.60% | 2.54% | 3.13% | 11.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VYMI Vanguard International High Dividend Yield ETF | 3.60% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
Drawdowns
FQITX vs. VYMI - Drawdown Comparison
The maximum FQITX drawdown since its inception was -31.39%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for FQITX and VYMI.
Loading graphics...
Drawdown Indicators
| FQITX | VYMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.39% | -40.00% | +8.61% |
Max Drawdown (1Y)Largest decline over 1 year | -12.89% | -11.08% | -1.81% |
Max Drawdown (5Y)Largest decline over 5 years | -31.39% | -24.05% | -7.34% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.00% | — |
Current DrawdownCurrent decline from peak | -9.97% | -5.77% | -4.20% |
Average DrawdownAverage peak-to-trough decline | -6.94% | -6.39% | -0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 2.70% | +0.75% |
Volatility
FQITX vs. VYMI - Volatility Comparison
Fidelity SAI International Quality Index Fund (FQITX) has a higher volatility of 8.06% compared to Vanguard International High Dividend Yield ETF (VYMI) at 6.40%. This indicates that FQITX's price experiences larger fluctuations and is considered to be riskier than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FQITX | VYMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.06% | 6.40% | +1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 12.19% | 9.90% | +2.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.17% | 15.90% | +2.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.46% | 14.75% | +1.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 16.89% | -0.55% |