SCHY vs. FIDI
SCHY (Schwab International Dividend Equity ETF) and FIDI (Fidelity International High Dividend ETF) are both exchange-traded funds - SCHY is a Dividend fund tracking the Dow Jones International Dividend 100 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, SCHY returned 7.84%/yr vs 10.32%/yr for FIDI. Their correlation of 0.90 suggests significant overlap in exposure. SCHY charges 0.08%/yr vs 0.39%/yr for FIDI.
Performance
SCHY vs. FIDI - Performance Comparison
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Returns By Period
In the year-to-date period, SCHY achieves a 8.25% return, which is significantly lower than FIDI's 8.93% return.
SCHY
- 1D
- 0.72%
- 1M
- -0.28%
- YTD
- 8.25%
- 6M
- 10.91%
- 1Y
- 21.88%
- 3Y*
- 15.12%
- 5Y*
- 7.84%
- 10Y*
- —
FIDI
- 1D
- 0.43%
- 1M
- -0.25%
- YTD
- 8.93%
- 6M
- 12.21%
- 1Y
- 24.28%
- 3Y*
- 18.71%
- 5Y*
- 10.32%
- 10Y*
- —
SCHY vs. FIDI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SCHY Schwab International Dividend Equity ETF | 8.25% | 33.98% | -1.79% | 14.27% | -9.43% | 3.42% |
FIDI Fidelity International High Dividend ETF | 8.93% | 39.34% | -0.06% | 16.28% | -4.73% | 2.21% |
Correlation
The correlation between SCHY and FIDI is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2021 | 0.90 |
The correlation between SCHY and FIDI has been stable across timeframes, ranging from 0.90 to 0.90 - a consistent structural relationship.
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Return for Risk
SCHY vs. FIDI — Risk / Return Rank
SCHY
FIDI
SCHY vs. FIDI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab International Dividend Equity ETF (SCHY) 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.
| SCHY | FIDI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.37 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 3.51 | -1.09 |
| Martin ratioReturn relative to average drawdown | 7.52 | 12.39 | -4.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCHY | FIDI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 2.09 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.70 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.31 | +0.34 |
Drawdowns
SCHY vs. FIDI - Drawdown Comparison
The maximum SCHY drawdown since its inception was -24.04%, smaller than the maximum FIDI drawdown of -46.34%. Use the drawdown chart below to compare losses from any high point for SCHY and FIDI.
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Drawdown Indicators
| SCHY | FIDI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.04% | -46.34% | +22.30% |
Max Drawdown (1Y)Largest decline over 1 year | -9.11% | -6.96% | -2.15% |
Max Drawdown (3Y)Largest decline over 3 years | -12.16% | -12.09% | -0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -24.04% | -26.05% | +2.01% |
Current DrawdownCurrent decline from peak | -4.87% | -2.24% | -2.63% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -9.77% | +4.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 1.96% | +0.96% |
Volatility
SCHY vs. FIDI - Volatility Comparison
Schwab International Dividend Equity ETF (SCHY) has a higher volatility of 2.87% compared to Fidelity International High Dividend ETF (FIDI) at 2.64%. This indicates that SCHY'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
| SCHY | FIDI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 2.64% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 9.87% | 9.13% | +0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.95% | 11.68% | +0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.26% | 14.85% | -1.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.22% | 18.72% | -5.50% |
SCHY vs. FIDI - Expense Ratio Comparison
SCHY has a 0.08% expense ratio, which is lower than FIDI's 0.39% expense ratio.
Dividends
SCHY vs. FIDI - Dividend Comparison
SCHY's dividend yield for the trailing twelve months is around 3.43%, less than FIDI's 4.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
FIDI Fidelity International High Dividend ETF | 4.13% | 4.33% | 5.72% | 4.80% | 5.09% | 4.00% | 3.36% | 4.26% | 4.37% |
SCHY Schwab International Dividend Equity ETF | 3.43% | 3.55% | 4.64% | 3.97% | 3.67% | 1.73% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.90, SCHY and FIDI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
SCHY has higher volatility (2.87%) compared to FIDI (2.64%). In terms of maximum drawdown, SCHY dropped -24.04% vs FIDI's -46.34%.
On 5-year performance, FIDI leads with 10.32% vs 7.84% for SCHY. On fees, SCHY is cheaper at 0.08% per year. On volatility, FIDI has been the lower-risk option at 2.64%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, FIDI has performed better with a 10.32% return vs 7.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCHY is cheaper with a 0.08% expense ratio, compared with 0.39% for FIDI.
FIDI has the higher dividend yield at 4.13%, compared with 3.43% for SCHY.
SCHY is categorized as Dividend, while FIDI is Foreign Large Cap Equities. SCHY tracks Dow Jones International Dividend 100 Index, while FIDI tracks Fidelity® International High Dividend Index. They also come from different issuers: Charles Schwab and Fidelity. Their fees differ too: 0.08% for SCHY and 0.39% for FIDI.
FIDI currently has the higher Sharpe Ratio (2.09 vs 1.84), 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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