ITOT vs. FIDI
ITOT (iShares Core S&P Total U.S. Stock Market ETF) and FIDI (Fidelity International High Dividend ETF) are both exchange-traded funds - ITOT is a Large Cap Blend Equities fund tracking the S&P Total Market Index, while FIDI is a Foreign Large Cap Equities fund tracking the Fidelity® International High Dividend Index. Both are passively managed. Over the past 5 years, ITOT returned 12.72%/yr vs 10.69%/yr for FIDI. A 0.66 correlation means they provide meaningful diversification when combined. ITOT charges 0.03%/yr vs 0.39%/yr for FIDI.
Performance
ITOT vs. FIDI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ITOT achieves a 11.54% return, which is significantly higher than FIDI's 9.98% return.
ITOT
- 1D
- 1.69%
- 1M
- 2.72%
- YTD
- 11.54%
- 6M
- 11.87%
- 1Y
- 28.43%
- 3Y*
- 20.94%
- 5Y*
- 12.72%
- 10Y*
- 15.20%
FIDI
- 1D
- -0.81%
- 1M
- 0.61%
- YTD
- 9.98%
- 6M
- 10.43%
- 1Y
- 25.59%
- 3Y*
- 18.28%
- 5Y*
- 10.69%
- 10Y*
- —
ITOT vs. FIDI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 11.54% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -9.39% |
FIDI Fidelity International High Dividend ETF | 9.98% | 39.34% | -0.06% | 16.28% | -4.73% | 16.87% | -11.68% | 15.47% | -19.49% |
Correlation
The correlation between ITOT and FIDI is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Jan 18, 2018 | 0.66 |
The correlation between ITOT and FIDI has been stable across timeframes, ranging from 0.60 to 0.66 - 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
ITOT vs. FIDI — Risk / Return Rank
ITOT
FIDI
ITOT vs. FIDI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Total U.S. Stock Market ETF (ITOT) and Fidelity International High Dividend ETF (FIDI). 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.
| ITOT | FIDI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.38 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.21 | 3.70 | -0.49 |
| Martin ratioReturn relative to average drawdown | 14.33 | 13.07 | +1.26 |
Loading charts...
Drawdowns
ITOT vs. FIDI - Drawdown Comparison
The maximum ITOT drawdown since its inception was -55.20%, which is greater than FIDI's maximum drawdown of -46.34%. Use the drawdown chart below to compare losses from any high point for ITOT and FIDI.
Loading charts...
Drawdown Indicators
| ITOT | FIDI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.20% | -46.34% | -8.86% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -6.96% | -1.94% |
Max Drawdown (3Y)Largest decline over 3 years | -19.44% | -12.09% | -7.35% |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | -26.05% | +0.69% |
Max Drawdown (10Y)Largest decline over 10 years | -35.00% | — | — |
Current DrawdownCurrent decline from peak | -0.47% | -1.29% | +0.82% |
Average DrawdownAverage peak-to-trough decline | -6.96% | -9.76% | +2.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 1.96% | +0.03% |
Volatility
ITOT vs. FIDI - Volatility Comparison
iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a higher volatility of 4.81% compared to Fidelity International High Dividend ETF (FIDI) at 3.30%. This indicates that ITOT's price experiences larger fluctuations and is considered to be riskier than FIDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ITOT | FIDI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 3.30% | +1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 9.97% | 9.25% | +0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.75% | 11.83% | +0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.45% | 14.88% | +2.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 18.71% | -0.40% |
ITOT vs. FIDI - Expense Ratio Comparison
ITOT has a 0.03% expense ratio, which is lower than FIDI's 0.39% expense ratio.
Dividends
ITOT vs. FIDI - Dividend Comparison
ITOT's dividend yield for the trailing twelve months is around 1.23%, less than FIDI's 4.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIDI Fidelity International High Dividend ETF | 4.09% | 4.33% | 5.72% | 4.80% | 5.09% | 4.00% | 3.36% | 4.26% | 4.37% | 0.00% | 0.00% | 0.00% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.23% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
Frequently Asked Questions
ITOT and FIDI have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ITOT has higher volatility (4.81%) compared to FIDI (3.30%). In terms of maximum drawdown, ITOT dropped -55.20% vs FIDI's -46.34%.
On 5-year performance, ITOT leads with 12.72% vs 10.69% for FIDI. On fees, ITOT is cheaper at 0.03% per year. On volatility, FIDI has been the lower-risk option at 3.30%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, ITOT has performed better with a 12.72% return vs 10.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ITOT is cheaper with a 0.03% expense ratio, compared with 0.39% for FIDI.
FIDI has the higher dividend yield at 4.09%, compared with 1.23% for ITOT.
ITOT is categorized as Large Cap Blend Equities, while FIDI is Foreign Large Cap Equities. ITOT tracks S&P Total Market Index, while FIDI tracks Fidelity® International High Dividend Index. They also come from different issuers: iShares and Fidelity. Their fees differ too: 0.03% for ITOT and 0.39% for FIDI.
ITOT currently has the higher Sharpe Ratio (2.24 vs 2.18), 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 ITOT and FIDI
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