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VIDI vs. FIDI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VIDI and FIDI is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

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.

5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
18.64%
21.13%
VIDI
FIDI

Key characteristics

Sharpe Ratio

VIDI:

0.73

FIDI:

0.82

Sortino Ratio

VIDI:

1.12

FIDI:

1.20

Omega Ratio

VIDI:

1.15

FIDI:

1.17

Calmar Ratio

VIDI:

0.88

FIDI:

1.09

Martin Ratio

VIDI:

3.52

FIDI:

2.76

Ulcer Index

VIDI:

3.64%

FIDI:

4.75%

Daily Std Dev

VIDI:

17.65%

FIDI:

15.94%

Max Drawdown

VIDI:

-48.39%

FIDI:

-46.34%

Current Drawdown

VIDI:

-1.82%

FIDI:

0.00%

Returns By Period

In the year-to-date period, VIDI achieves a 6.41% return, which is significantly lower than FIDI's 14.97% return.


VIDI

YTD

6.41%

1M

-0.41%

6M

3.49%

1Y

11.65%

5Y*

12.45%

10Y*

4.10%

FIDI

YTD

14.97%

1M

1.98%

6M

9.04%

1Y

13.40%

5Y*

13.10%

10Y*

N/A

*Annualized

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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.


Expense ratio chart for VIDI: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VIDI: 0.59%
Expense ratio chart for FIDI: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FIDI: 0.39%

Risk-Adjusted Performance

VIDI vs. FIDI — Risk-Adjusted Performance Rank

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

VIDI
The Risk-Adjusted Performance Rank of VIDI is 7474
Overall Rank
The Sharpe Ratio Rank of VIDI is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of VIDI is 7272
Sortino Ratio Rank
The Omega Ratio Rank of VIDI is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VIDI is 8181
Calmar Ratio Rank
The Martin Ratio Rank of VIDI is 7878
Martin Ratio Rank

FIDI
The Risk-Adjusted Performance Rank of FIDI is 7676
Overall Rank
The Sharpe Ratio Rank of FIDI is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of FIDI is 7474
Sortino Ratio Rank
The Omega Ratio Rank of FIDI is 7575
Omega Ratio Rank
The Calmar Ratio Rank of FIDI is 8484
Calmar Ratio Rank
The Martin Ratio Rank of FIDI is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VIDI vs. FIDI - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for VIDI, currently valued at 0.73, compared to the broader market-1.000.001.002.003.004.00
VIDI: 0.73
FIDI: 0.82
The chart of Sortino ratio for VIDI, currently valued at 1.12, compared to the broader market-2.000.002.004.006.008.00
VIDI: 1.12
FIDI: 1.20
The chart of Omega ratio for VIDI, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
VIDI: 1.15
FIDI: 1.17
The chart of Calmar ratio for VIDI, currently valued at 0.88, compared to the broader market0.002.004.006.008.0010.0012.00
VIDI: 0.88
FIDI: 1.09
The chart of Martin ratio for VIDI, currently valued at 3.52, compared to the broader market0.0020.0040.0060.00
VIDI: 3.52
FIDI: 2.76

The current VIDI Sharpe Ratio is 0.73, which is comparable to the FIDI Sharpe Ratio of 0.82. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.73
0.82
VIDI
FIDI

Dividends

VIDI vs. FIDI - Dividend Comparison

VIDI's dividend yield for the trailing twelve months is around 4.65%, less than FIDI's 5.04% yield.


TTM20242023202220212020201920182017201620152014
VIDI
Vident International Equity Fund
4.65%4.93%4.14%5.84%4.62%2.51%3.35%2.80%2.21%1.92%2.25%2.41%
FIDI
Fidelity International High Dividend ETF
5.04%5.72%4.80%5.09%4.00%3.36%4.26%4.37%0.00%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. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.82%
0
VIDI
FIDI

Volatility

VIDI vs. FIDI - Volatility Comparison

Vident International Equity Fund (VIDI) has a higher volatility of 11.63% compared to Fidelity International High Dividend ETF (FIDI) at 10.24%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.63%
10.24%
VIDI
FIDI