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VEA vs. FID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VEA vs. FID

Last updated Aug 5, 2026
Documentation

VEA (Vanguard FTSE Developed Markets ETF) and FID (First Trust S&P International Dividend Aristocrats ETF) are both Foreign Large Cap Equities funds - VEA tracks the FTSE Developed All Cap ex US Index while FID tracks the S&P International Dividend Aristocrats Index. Both are passively managed. Over the past 5 years, VEA returned 9.94%/yr vs 9.14%/yr for FID. Their 0.78 correlation means they have sometimes moved together and sometimes differently. VEA charges 0.03%/yr vs 0.60%/yr for FID.

Performance

VEA vs. FID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Developed Markets ETF (VEA) and First Trust S&P International Dividend Aristocrats ETF (FID). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VEA achieves a 16.41% return, which is significantly higher than FID's 12.67% return.

VEA

1D
1.66%
1M
1.99%
6M
9.00%
YTD
16.41%
1Y
30.82%
3Y*
19.75%
5Y*
9.94%
10Y*
10.24%
ALL TIME*
5.25%

FID

1D
0.73%
1M
5.36%
6M
7.16%
YTD
12.67%
1Y
21.86%
3Y*
18.72%
5Y*
9.14%
10Y*
—
ALL TIME*
7.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

FID

First Trust S&P International Dividend Aristocrats ETF
$266.59K$254.84K$350.89K

VEA

Vanguard FTSE Developed Markets ETF
$653.63M$753.15M$792.32M

VEA vs. FID - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
VEA
Vanguard FTSE Developed Markets ETF		16.41%35.16%3.15%17.93%-15.34%11.66%9.71%22.62%-13.58%
FID
First Trust S&P International Dividend Aristocrats ETF		12.67%32.07%5.42%9.92%-9.69%12.90%-7.56%20.82%-7.38%

Correlation

The correlation between VEA and FID is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.79

Correlation (3Y)
Balances recent behavior with more history.

0.80

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.81

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2018

0.78

The correlation between VEA and FID has been stable across timeframes, ranging from 0.78 to 0.81 - a consistent structural relationship.

VEA vs. FID - Sectors Allocation Comparison

Sectors
VEA
FID

Financial Services

23.1%
20.5%

Technology

18.4%
6.2%

Industrials

17.9%
12.8%

Healthcare

7.9%
3.5%

Consumer Cyclical

7.3%
4.0%

Basic Materials

6.9%
4.6%

Consumer Defensive

5.3%
3.7%

Energy

4.5%
7.9%

Communication Services

3.2%
10.7%

Utilities

3.1%
16.9%

Real Estate

2.5%
9.4%

Financial Services

VEA
23.1%
FID
20.5%

Technology

VEA
18.4%
FID
6.2%

Industrials

VEA
17.9%
FID
12.8%

Healthcare

VEA
7.9%
FID
3.5%

Consumer Cyclical

VEA
7.3%
FID
4.0%

Basic Materials

VEA
6.9%
FID
4.6%

Consumer Defensive

VEA
5.3%
FID
3.7%

Energy

VEA
4.5%
FID
7.9%

Communication Services

VEA
3.2%
FID
10.7%

Utilities

VEA
3.1%
FID
16.9%

Real Estate

VEA
2.5%
FID
9.4%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard FTSE Developed Markets ETF

First Trust S&P International Dividend Aristocrats ETF

Often compared with VEA:
VEA vs. VXUSVEA vs. VWOVEA vs. VOOVEA vs. SCHFVEA vs. VEUVEA vs. IEFAVEA vs. VTI
Often compared with FID:
FID vs. IGROFID vs. EFAVFID vs. KNGFID vs. VIGFID vs. FDFIXFID vs. BRK-BFID vs. VIGI

Return for Risk

VEA vs. FID — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
VEA
VEA Risk / Return Rank: 6969
Overall Rank
VEA Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VEA Sortino Ratio Rank: 6767
Sortino Ratio Rank
VEA Omega Ratio Rank: 6969
Omega Ratio Rank
VEA Calmar Ratio Rank: 6868
Calmar Ratio Rank
VEA Martin Ratio Rank: 7272
Martin Ratio Rank
FID
FID Risk / Return Rank: 7575
Overall Rank
FID Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FID Sortino Ratio Rank: 8484
Sortino Ratio Rank
FID Omega Ratio Rank: 8383
Omega Ratio Rank
FID Calmar Ratio Rank: 6262
Calmar Ratio Rank
FID Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VEA vs. FID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Markets ETF (VEA) and First Trust S&P International Dividend Aristocrats ETF (FID). 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.

VEAFIDDifference
Sharpe ratioReturn per unit of total volatility
1.80
2.17

-0.38

Sortino ratioReturn per unit of downside risk
2.48
3.04

-0.56

Omega ratioGain probability vs. loss probability

1.33

1.39

-0.06

Calmar ratioReturn relative to maximum drawdown

2.66

2.46

+0.21

Martin ratioReturn relative to average drawdown

9.95

8.31

+1.64

VEA vs. FID - Sharpe Ratio Comparison

The current VEA Sharpe Ratio is 1.80, which is comparable to the FID Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of VEA and FID, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

VEA vs. FID - Drawdown Comparison

The maximum VEA drawdown since its inception was -60.68%, which is greater than FID's maximum drawdown of -39.79%. Use the drawdown chart below to compare losses from any high point for VEA and FID.

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Drawdown Indicators

VEAFIDDifference

Max Drawdown

Largest peak-to-trough decline

-60.68%

-39.79%

-20.89%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

-8.93%

-2.70%

Max Drawdown (3Y)

Largest decline over 3 years

-13.45%

-9.61%

-3.84%

Max Drawdown (5Y)

Largest decline over 5 years

-29.71%

-29.13%

-0.58%

Max Drawdown (10Y)

Largest decline over 10 years

-35.73%

—

—

Current Drawdown

Current decline from peak

-0.23%

-0.13%

-0.10%

Average Drawdown

Average peak-to-trough decline

-13.19%

-8.32%

-4.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

2.64%

+0.47%

Volatility

VEA vs. FID - Volatility Comparison

Vanguard FTSE Developed Markets ETF (VEA) has a higher volatility of 5.44% compared to First Trust S&P International Dividend Aristocrats ETF (FID) at 2.48%. This indicates that VEA's price experiences larger fluctuations and is considered to be riskier than FID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VEAFIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

2.48%

+2.96%

Volatility (6M)

Calculated over the trailing 6-month period

15.43%

8.51%

+6.92%

Volatility (1Y)

Calculated over the trailing 1-year period

17.29%

10.16%

+7.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.86%

17.02%

-0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.22%

18.82%

-1.60%

VEA vs. FID - Expense Ratio Comparison

VEA has a 0.03% expense ratio, which is lower than FID's 0.60% expense ratio.

Dividends

VEA vs. FID - Dividend Comparison

VEA's dividend yield for the trailing twelve months is around 2.51%, less than FID's 4.02% yield.

PositionTTM20252024202320222021202020192018201720162015
FID
First Trust S&P International Dividend Aristocrats ETF		4.02%4.30%4.31%4.19%4.22%3.76%3.91%3.70%1.74%0.00%0.00%0.00%
VEA
Vanguard FTSE Developed Markets ETF		2.51%3.22%3.35%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%

Frequently Asked Questions

VEA and FID have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VEA has higher volatility (5.44%) compared to FID (2.48%). In terms of maximum drawdown, VEA dropped -60.68% vs FID's -39.79%.

On 5-year performance, VEA leads with 9.94% vs 9.14% for FID. On fees, VEA is cheaper at 0.03% per year. On volatility, FID has been the lower-risk option at 2.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, VEA has performed better with a 9.94% return vs 9.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VEA is cheaper with a 0.03% expense ratio, compared with 0.60% for FID.

FID has the higher dividend yield at 4.02%, compared with 2.51% for VEA.

VEA tracks FTSE Developed All Cap ex US Index, while FID tracks S&P International Dividend Aristocrats Index. They also come from different issuers: Vanguard and First Trust. Their fees differ too: 0.03% for VEA and 0.60% for FID.

FID currently has the higher Sharpe Ratio (2.17 vs 1.80), 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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