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VIDI vs. FIDI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIDI vs. FIDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vident International Equity Fund (VIDI) and Fidelity International High Dividend ETF (FIDI). The values are adjusted to include any dividend payments, if applicable.

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VIDI vs. FIDI - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VIDI
Vident International Equity Fund
8.20%41.83%6.03%18.92%-13.83%11.93%1.18%15.84%-21.78%
FIDI
Fidelity International High Dividend ETF
8.15%39.34%-0.06%16.28%-4.73%16.87%-11.68%15.47%-20.16%

Returns By Period

The year-to-date returns for both stocks are quite close, with VIDI having a 8.20% return and FIDI slightly lower at 8.15%.


VIDI

1D
0.80%
1M
-4.59%
YTD
8.20%
6M
15.18%
1Y
45.72%
3Y*
22.22%
5Y*
10.90%
10Y*
9.55%

FIDI

1D
0.53%
1M
-1.68%
YTD
8.15%
6M
14.99%
1Y
35.04%
3Y*
19.16%
5Y*
11.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VIDI vs. FIDI - Expense Ratio Comparison

VIDI has a 0.59% expense ratio, which is higher than FIDI's 0.39% expense ratio.


Return for Risk

VIDI vs. FIDI — Risk / Return Rank

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

VIDI
VIDI Risk / Return Rank: 9595
Overall Rank
VIDI Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
VIDI Sortino Ratio Rank: 9696
Sortino Ratio Rank
VIDI Omega Ratio Rank: 9696
Omega Ratio Rank
VIDI Calmar Ratio Rank: 9393
Calmar Ratio Rank
VIDI Martin Ratio Rank: 9595
Martin Ratio Rank

FIDI
FIDI Risk / Return Rank: 9494
Overall Rank
FIDI Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FIDI Sortino Ratio Rank: 9595
Sortino Ratio Rank
FIDI Omega Ratio Rank: 9595
Omega Ratio Rank
FIDI Calmar Ratio Rank: 9393
Calmar Ratio Rank
FIDI Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VIDI vs. FIDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vident International Equity Fund (VIDI) 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.


VIDIFIDIDifference

Sharpe ratio

Return per unit of total volatility

2.67

2.36

+0.30

Sortino ratio

Return per unit of downside risk

3.39

3.07

+0.32

Omega ratio

Gain probability vs. loss probability

1.54

1.47

+0.06

Calmar ratio

Return relative to maximum drawdown

3.73

3.59

+0.14

Martin ratio

Return relative to average drawdown

16.32

16.57

-0.26

VIDI vs. FIDI - Sharpe Ratio Comparison

The current VIDI Sharpe Ratio is 2.67, which is comparable to the FIDI Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of VIDI and FIDI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VIDIFIDIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.67

2.36

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.80

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.31

+0.07

Correlation

The correlation between VIDI and FIDI 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.


Dividends

VIDI vs. FIDI - Dividend Comparison

VIDI's dividend yield for the trailing twelve months is around 4.10%, less than FIDI's 4.15% yield.


TTM20252024202320222021202020192018201720162015
VIDI
Vident International Equity Fund
4.10%4.26%4.93%4.14%5.85%4.62%2.51%3.35%2.80%2.21%1.92%2.25%
FIDI
Fidelity International High Dividend ETF
4.15%4.33%5.72%4.80%5.09%4.00%3.36%4.26%4.37%0.00%0.00%0.00%

Drawdowns

VIDI vs. FIDI - Drawdown Comparison

The maximum VIDI drawdown since its inception was -48.39%, roughly equal to the maximum FIDI drawdown of -46.34%. Use the drawdown chart below to compare losses from any high point for VIDI and FIDI.


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Drawdown Indicators


VIDIFIDIDifference

Max Drawdown

Largest peak-to-trough decline

-48.39%

-46.34%

-2.05%

Max Drawdown (1Y)

Largest decline over 1 year

-12.48%

-9.92%

-2.56%

Max Drawdown (5Y)

Largest decline over 5 years

-30.00%

-26.05%

-3.95%

Max Drawdown (10Y)

Largest decline over 10 years

-48.39%

Current Drawdown

Current decline from peak

-6.20%

-2.84%

-3.36%

Average Drawdown

Average peak-to-trough decline

-10.51%

-9.97%

-0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

2.15%

+0.70%

Volatility

VIDI vs. FIDI - Volatility Comparison

Vident International Equity Fund (VIDI) has a higher volatility of 7.06% compared to Fidelity International High Dividend ETF (FIDI) at 4.87%. This indicates that VIDI'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


VIDIFIDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.06%

4.87%

+2.19%

Volatility (6M)

Calculated over the trailing 6-month period

11.16%

8.82%

+2.34%

Volatility (1Y)

Calculated over the trailing 1-year period

17.24%

14.91%

+2.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.83%

14.83%

+1.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.99%

18.85%

-0.86%