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FQITX vs. VYMI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.8

Performance

FQITX vs. VYMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI International Quality Index Fund (FQITX) and Vanguard International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%SeptemberOctoberNovemberDecember2025February
1.08%
5.20%
FQITX
VYMI

Key characteristics

Sharpe Ratio

FQITX:

0.66

VYMI:

1.42

Sortino Ratio

FQITX:

1.01

VYMI:

1.93

Omega Ratio

FQITX:

1.12

VYMI:

1.24

Calmar Ratio

FQITX:

0.67

VYMI:

2.08

Martin Ratio

FQITX:

1.66

VYMI:

5.16

Ulcer Index

FQITX:

5.24%

VYMI:

3.35%

Daily Std Dev

FQITX:

13.26%

VYMI:

12.18%

Max Drawdown

FQITX:

-37.32%

VYMI:

-40.00%

Current Drawdown

FQITX:

-4.55%

VYMI:

-0.74%

Returns By Period

In the year-to-date period, FQITX achieves a 7.50% return, which is significantly higher than VYMI's 6.79% return.


FQITX

YTD

7.50%

1M

7.50%

6M

1.08%

1Y

6.63%

5Y*

N/A

10Y*

N/A

VYMI

YTD

6.79%

1M

6.10%

6M

5.20%

1Y

15.13%

5Y*

7.74%

10Y*

N/A

*Annualized

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 lower than VYMI's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VYMI
Vanguard International High Dividend Yield ETF
Expense ratio chart for VYMI: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
Expense ratio chart for FQITX: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

FQITX vs. VYMI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FQITX
The Risk-Adjusted Performance Rank of FQITX is 3232
Overall Rank
The Sharpe Ratio Rank of FQITX is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of FQITX is 3232
Sortino Ratio Rank
The Omega Ratio Rank of FQITX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of FQITX is 4949
Calmar Ratio Rank
The Martin Ratio Rank of FQITX is 2424
Martin Ratio Rank

VYMI
The Risk-Adjusted Performance Rank of VYMI is 5555
Overall Rank
The Sharpe Ratio Rank of VYMI is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of VYMI is 5353
Sortino Ratio Rank
The Omega Ratio Rank of VYMI is 5353
Omega Ratio Rank
The Calmar Ratio Rank of VYMI is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VYMI is 4949
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FQITX vs. VYMI - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for FQITX, currently valued at 0.66, compared to the broader market-1.000.001.002.003.004.000.661.42
The chart of Sortino ratio for FQITX, currently valued at 1.01, compared to the broader market0.002.004.006.008.0010.0012.001.011.93
The chart of Omega ratio for FQITX, currently valued at 1.12, compared to the broader market1.002.003.004.001.121.24
The chart of Calmar ratio for FQITX, currently valued at 0.67, compared to the broader market0.005.0010.0015.0020.000.672.08
The chart of Martin ratio for FQITX, currently valued at 1.66, compared to the broader market0.0020.0040.0060.0080.001.665.16
FQITX
VYMI

The current FQITX Sharpe Ratio is 0.66, which is lower than the VYMI Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of FQITX and VYMI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.66
1.42
FQITX
VYMI

Dividends

FQITX vs. VYMI - Dividend Comparison

FQITX's dividend yield for the trailing twelve months is around 1.49%, less than VYMI's 4.53% yield.


TTM202420232022202120202019201820172016
FQITX
Fidelity SAI International Quality Index Fund
1.49%1.60%2.54%3.13%1.77%0.74%0.00%0.00%0.00%0.00%
VYMI
Vanguard International High Dividend Yield ETF
4.53%4.84%4.58%4.71%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 -37.32%, 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. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.55%
-0.74%
FQITX
VYMI

Volatility

FQITX vs. VYMI - Volatility Comparison

Fidelity SAI International Quality Index Fund (FQITX) has a higher volatility of 3.82% compared to Vanguard International High Dividend Yield ETF (VYMI) at 3.29%. 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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.82%
3.29%
FQITX
VYMI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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