FQITX vs. VYMI
FQITX (Fidelity SAI International Quality Index Fund) and VYMI (Vanguard International High Dividend Yield ETF) are both funds - FQITX is a Foreign Large Cap Equities fund managed by Fidelity, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. Over the past 5 years, FQITX returned 5.37%/yr vs 12.21%/yr for VYMI. Their correlation of 0.83 suggests significant overlap in exposure. FQITX charges 0.19%/yr vs 0.07%/yr for VYMI.
Performance
FQITX vs. VYMI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FQITX achieves a 7.18% return, which is significantly lower than VYMI's 10.71% return.
FQITX
- 1D
- -1.57%
- 1M
- 1.96%
- YTD
- 7.18%
- 6M
- 6.80%
- 1Y
- 12.18%
- 3Y*
- 10.70%
- 5Y*
- 5.37%
- 10Y*
- —
VYMI
- 1D
- -0.60%
- 1M
- -0.88%
- YTD
- 10.71%
- 6M
- 10.44%
- 1Y
- 27.98%
- 3Y*
- 21.61%
- 5Y*
- 12.21%
- 10Y*
- 11.15%
FQITX vs. VYMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FQITX Fidelity SAI International Quality Index Fund | 7.18% | 17.04% | 1.04% | 18.44% | -17.12% | 14.00% | 29.60% |
VYMI Vanguard International High Dividend Yield ETF | 10.71% | 38.05% | 7.06% | 17.07% | -7.02% | 15.39% | 31.53% |
Correlation
The correlation between FQITX and VYMI is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since May 12, 2020 | 0.83 |
The correlation between FQITX and VYMI has been stable across timeframes, ranging from 0.83 to 0.84 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
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.
| FQITX | VYMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.66 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.38 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.06 | 2.77 | -1.71 |
| Martin ratioReturn relative to average drawdown | 3.66 | 10.85 | -7.18 |
Loading charts...
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 charts...
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% | -10.14% | -2.75% |
Max Drawdown (3Y)Largest decline over 3 years | -15.68% | -12.84% | -2.84% |
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 | -2.08% | -2.56% | +0.48% |
Average DrawdownAverage peak-to-trough decline | -6.79% | -6.28% | -0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 2.59% | +1.13% |
Volatility
FQITX vs. VYMI - Volatility Comparison
Fidelity SAI International Quality Index Fund (FQITX) has a higher volatility of 5.27% compared to Vanguard International High Dividend Yield ETF (VYMI) at 4.17%. 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 charts...
Volatility by Period
| FQITX | VYMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.27% | 4.17% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 13.77% | 11.21% | +2.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.64% | 13.28% | +3.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.78% | 14.87% | +1.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.46% | 16.61% | -0.15% |
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%.
Dividends
FQITX vs. VYMI - Dividend Comparison
FQITX's dividend yield for the trailing twelve months is around 1.90%, less than VYMI's 3.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FQITX Fidelity SAI International Quality Index Fund | 1.90% | 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 | 3.69% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
Frequently Asked Questions
FQITX and VYMI have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FQITX has higher volatility (5.27%) compared to VYMI (4.17%). In terms of maximum drawdown, FQITX dropped -31.39% vs VYMI's -40.00%.
VYMI currently has the higher Sharpe Ratio (2.12 vs 0.82), 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.
Find the right allocation for FQITX and VYMI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer