VYMI vs. FDIVX
VYMI (Vanguard International High Dividend Yield ETF) and FDIVX (Fidelity Diversified International Fund) are both funds - VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index, while FDIVX is a Foreign Large Cap Equities fund actively managed by Fidelity. VYMI is passively managed, while FDIVX is actively managed. Over the past 10 years, VYMI returned 11.00%/yr vs 9.53%/yr for FDIVX. Their correlation of 0.86 means they have usually moved in the same direction. VYMI charges 0.07%/yr vs 0.66%/yr for FDIVX.
Performance
VYMI vs. FDIVX - Performance Comparison
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Returns By Period
In the year-to-date period, VYMI achieves a 18.16% return, which is significantly higher than FDIVX's 13.28% return. Over the past 10 years, VYMI has outperformed FDIVX with an annualized return of 11.00%, while FDIVX has yielded a comparatively lower 9.53% annualized return.
VYMI
- 1D
- 0.45%
- 1M
- 4.99%
- 6M
- 10.02%
- YTD
- 18.16%
- 1Y
- 33.89%
- 3Y*
- 22.89%
- 5Y*
- 13.93%
- 10Y*
- 11.00%
- ALL TIME*
- 11.40%
FDIVX
- 1D
- 1.01%
- 1M
- 0.00%
- 6M
- 6.80%
- YTD
- 13.28%
- 1Y
- 23.39%
- 3Y*
- 17.13%
- 5Y*
- 7.16%
- 10Y*
- 9.53%
- ALL TIME*
- 8.38%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $81.12M | $82.35M | $91.64M |
VYMI vs. FDIVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VYMI Vanguard International High Dividend Yield ETF | 18.16% | 38.05% | 7.06% | 17.07% | -7.02% | 15.39% | -1.11% | 18.43% | -12.65% | 22.36% |
FDIVX Fidelity Diversified International Fund | 13.28% | 27.75% | 6.54% | 17.74% | -23.86% | 12.79% | 18.91% | 29.72% | -15.31% | 25.31% |
Correlation
The correlation between VYMI and FDIVX is 0.85, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.85 |
Correlation (3Y) Balances recent behavior with more history. | 0.85 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2016 | 0.86 |
The correlation between VYMI and FDIVX has been stable across timeframes, ranging from 0.85 to 0.86 - a consistent structural relationship.
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Return for Risk
VYMI vs. FDIVX — Risk / Return Rank
VYMI
FDIVX
VYMI vs. FDIVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International High Dividend Yield ETF (VYMI) and Fidelity Diversified International Fund (FDIVX). 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.
| VYMI | FDIVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.22 | ||
| Sortino ratioReturn per unit of downside risk | +1.55 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.25 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.36 | 2.06 | +1.30 |
| Martin ratioReturn relative to average drawdown | 13.26 | 7.74 | +5.52 |
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Drawdowns
VYMI vs. FDIVX - Drawdown Comparison
The maximum VYMI drawdown since its inception was -40.00%, smaller than the maximum FDIVX drawdown of -60.61%. Use the drawdown chart below to compare losses from any high point for VYMI and FDIVX.
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Drawdown Indicators
| VYMI | FDIVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.00% | -60.61% | +20.61% |
Max Drawdown (1Y)Largest decline over 1 year | -10.14% | -12.38% | +2.24% |
Max Drawdown (3Y)Largest decline over 3 years | -12.84% | -14.63% | +1.79% |
Max Drawdown (5Y)Largest decline over 5 years | -24.05% | -35.60% | +11.55% |
Max Drawdown (10Y)Largest decline over 10 years | -40.00% | -35.60% | -4.40% |
Current DrawdownCurrent decline from peak | 0.00% | -1.78% | +1.78% |
Average DrawdownAverage peak-to-trough decline | -6.22% | -11.63% | +5.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 3.29% | -0.73% |
Volatility
VYMI vs. FDIVX - Volatility Comparison
The current volatility for Vanguard International High Dividend Yield ETF (VYMI) is 3.30%, while Fidelity Diversified International Fund (FDIVX) has a volatility of 5.99%. This indicates that VYMI experiences smaller price fluctuations and is considered to be less risky than FDIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VYMI | FDIVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.30% | 5.99% | -2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 11.30% | 16.49% | -5.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.22% | 18.74% | -5.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.85% | 17.53% | -2.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.55% | 16.89% | -0.34% |
VYMI vs. FDIVX - Expense Ratio Comparison
VYMI has a 0.07% expense ratio, which is lower than FDIVX's 0.66% expense ratio.
Dividends
VYMI vs. FDIVX - Dividend Comparison
VYMI's dividend yield for the trailing twelve months is around 3.46%, less than FDIVX's 9.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDIVX Fidelity Diversified International Fund | 9.44% | 10.69% | 3.93% | 4.29% | 1.34% | 10.59% | 0.97% | 1.32% | 7.32% | 4.22% | 1.36% | 0.46% |
VYMI Vanguard International High Dividend Yield ETF | 3.46% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% |
Frequently Asked Questions
VYMI and FDIVX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FDIVX has higher volatility (5.99%) compared to VYMI (3.30%). In terms of maximum drawdown, VYMI dropped -40.00% vs FDIVX's -60.61%.
VYMI currently has the higher Sharpe Ratio (2.59 vs 1.36), 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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