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VIG vs. FIDI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIG vs. FIDI - Performance Comparison

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

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VIG vs. FIDI - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VIG
Vanguard Dividend Appreciation ETF
-1.48%14.17%16.99%14.51%-9.80%23.76%15.43%29.62%-5.71%
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

In the year-to-date period, VIG achieves a -1.48% return, which is significantly lower than FIDI's 8.15% return.


VIG

1D
0.29%
1M
-4.68%
YTD
-1.48%
6M
0.22%
1Y
13.20%
3Y*
13.91%
5Y*
9.83%
10Y*
12.29%

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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VIG vs. FIDI - Expense Ratio Comparison

VIG has a 0.04% expense ratio, which is lower than FIDI's 0.39% expense ratio.


Return for Risk

VIG vs. FIDI — Risk / Return Rank

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

VIG
VIG Risk / Return Rank: 4747
Overall Rank
VIG Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 4646
Sortino Ratio Rank
VIG Omega Ratio Rank: 4848
Omega Ratio Rank
VIG Calmar Ratio Rank: 4444
Calmar Ratio Rank
VIG Martin Ratio Rank: 5252
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.

VIG vs. FIDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation ETF (VIG) 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.


VIGFIDIDifference

Sharpe ratio

Return per unit of total volatility

0.87

2.36

-1.49

Sortino ratio

Return per unit of downside risk

1.33

3.07

-1.74

Omega ratio

Gain probability vs. loss probability

1.19

1.47

-0.28

Calmar ratio

Return relative to maximum drawdown

1.20

3.59

-2.39

Martin ratio

Return relative to average drawdown

5.31

16.57

-11.26

VIG vs. FIDI - Sharpe Ratio Comparison

The current VIG Sharpe Ratio is 0.87, which is lower than the FIDI Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of VIG 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


VIGFIDIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

2.36

-1.49

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

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.31

+0.27

Correlation

The correlation between VIG 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.


Dividends

VIG vs. FIDI - Dividend Comparison

VIG's dividend yield for the trailing twelve months is around 1.60%, less than FIDI's 4.15% yield.


TTM20252024202320222021202020192018201720162015
VIG
Vanguard Dividend Appreciation ETF
1.60%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%
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

VIG vs. FIDI - Drawdown Comparison

The maximum VIG drawdown since its inception was -46.81%, roughly equal to the maximum FIDI drawdown of -46.34%. Use the drawdown chart below to compare losses from any high point for VIG and FIDI.


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Drawdown Indicators


VIGFIDIDifference

Max Drawdown

Largest peak-to-trough decline

-46.81%

-46.34%

-0.47%

Max Drawdown (1Y)

Largest decline over 1 year

-10.83%

-9.92%

-0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

-26.05%

+5.66%

Max Drawdown (10Y)

Largest decline over 10 years

-31.72%

Current Drawdown

Current decline from peak

-5.73%

-2.84%

-2.89%

Average Drawdown

Average peak-to-trough decline

-5.55%

-9.97%

+4.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

2.15%

+0.30%

Volatility

VIG vs. FIDI - Volatility Comparison

The current volatility for Vanguard Dividend Appreciation ETF (VIG) is 4.05%, while Fidelity International High Dividend ETF (FIDI) has a volatility of 4.87%. This indicates that VIG experiences smaller price fluctuations and is considered to be less risky 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


VIGFIDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

4.87%

-0.82%

Volatility (6M)

Calculated over the trailing 6-month period

7.82%

8.82%

-1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

15.28%

14.91%

+0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.26%

14.83%

-0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.04%

18.85%

-2.81%