KMB vs. FIDI
KMB (Kimberly-Clark Corporation) is a stock, while FIDI (Fidelity International High Dividend ETF) is Foreign Large Cap Equities fund tracking the Fidelity® International High Dividend Index. Over the past 5 years, KMB returned -0.92%/yr vs 10.82%/yr for FIDI. At a 0.21 correlation, their price movements are largely independent.
Performance
KMB vs. FIDI - Performance Comparison
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Returns By Period
In the year-to-date period, KMB achieves a 4.05% return, which is significantly lower than FIDI's 10.87% return.
KMB
- 1D
- 0.74%
- 1M
- 6.86%
- YTD
- 4.05%
- 6M
- 1.77%
- 1Y
- -19.86%
- 3Y*
- -4.95%
- 5Y*
- -0.92%
- 10Y*
- 0.95%
FIDI
- 1D
- 0.10%
- 1M
- 0.74%
- YTD
- 10.87%
- 6M
- 12.10%
- 1Y
- 25.76%
- 3Y*
- 19.21%
- 5Y*
- 10.82%
- 10Y*
- —
KMB vs. FIDI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
KMB Kimberly-Clark Corporation | 4.05% | -19.86% | 11.79% | -7.08% | -1.58% | 9.66% | 0.95% | 24.57% | 1.30% |
FIDI Fidelity International High Dividend ETF | 10.87% | 39.34% | -0.06% | 16.28% | -4.73% | 16.87% | -11.68% | 15.47% | -19.49% |
Correlation
The correlation between KMB and FIDI is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jan 18, 2018 | 0.21 |
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Return for Risk
KMB vs. FIDI — Risk / Return Rank
KMB
FIDI
KMB vs. FIDI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kimberly-Clark Corporation (KMB) 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.
| KMB | FIDI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.97 | ||
| Sortino ratioReturn per unit of downside risk | -3.88 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.39 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | 3.72 | -4.39 |
| Martin ratioReturn relative to average drawdown | -1.03 | 13.17 | -14.19 |
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Drawdowns
KMB vs. FIDI - Drawdown Comparison
The maximum KMB drawdown since its inception was -36.97%, smaller than the maximum FIDI drawdown of -46.34%. Use the drawdown chart below to compare losses from any high point for KMB and FIDI.
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Drawdown Indicators
| KMB | FIDI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.97% | -46.34% | +9.37% |
Max Drawdown (1Y)Largest decline over 1 year | -29.60% | -6.96% | -22.64% |
Max Drawdown (3Y)Largest decline over 3 years | -34.06% | -12.09% | -21.97% |
Max Drawdown (5Y)Largest decline over 5 years | -34.06% | -26.05% | -8.01% |
Max Drawdown (10Y)Largest decline over 10 years | -34.06% | — | — |
Current DrawdownCurrent decline from peak | -26.52% | -0.49% | -26.03% |
Average DrawdownAverage peak-to-trough decline | -8.85% | -9.76% | +0.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.43% | 1.97% | +17.46% |
Volatility
KMB vs. FIDI - Volatility Comparison
Kimberly-Clark Corporation (KMB) has a higher volatility of 8.42% compared to Fidelity International High Dividend ETF (FIDI) at 3.19%. This indicates that KMB'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.
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Volatility by Period
| KMB | FIDI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.42% | 3.19% | +5.23% |
Volatility (6M)Calculated over the trailing 6-month period | 16.67% | 9.23% | +7.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.77% | 11.81% | +13.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.19% | 14.87% | +5.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.07% | 18.71% | +2.36% |
Dividends
KMB vs. FIDI - Dividend Comparison
KMB's dividend yield for the trailing twelve months is around 4.97%, more than FIDI's 4.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIDI Fidelity International High Dividend ETF | 4.05% | 4.33% | 5.72% | 4.80% | 5.09% | 4.00% | 3.36% | 4.26% | 4.37% | 0.00% | 0.00% | 0.00% |
KMB Kimberly-Clark Corporation | 4.97% | 5.00% | 3.72% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% |
Frequently Asked Questions
KMB and FIDI have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KMB has higher volatility (8.42%) compared to FIDI (3.19%). In terms of maximum drawdown, KMB dropped -36.97% vs FIDI's -46.34%.
FIDI currently has the higher Sharpe Ratio (2.19 vs -0.77), 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.
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