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VYMI vs. FDIVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VYMI and FDIVX is 0.73, 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.


Performance

VYMI vs. FDIVX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

VYMI:

1.00

FDIVX:

0.54

Sortino Ratio

VYMI:

1.37

FDIVX:

0.80

Omega Ratio

VYMI:

1.19

FDIVX:

1.11

Calmar Ratio

VYMI:

1.18

FDIVX:

0.38

Martin Ratio

VYMI:

4.12

FDIVX:

1.85

Ulcer Index

VYMI:

3.67%

FDIVX:

4.89%

Daily Std Dev

VYMI:

16.25%

FDIVX:

18.69%

Max Drawdown

VYMI:

-40.00%

FDIVX:

-59.98%

Current Drawdown

VYMI:

-0.41%

FDIVX:

-7.67%

Returns By Period

In the year-to-date period, VYMI achieves a 16.81% return, which is significantly higher than FDIVX's 14.28% return.


VYMI

YTD

16.81%

1M

5.97%

6M

14.79%

1Y

16.14%

3Y*

12.05%

5Y*

15.75%

10Y*

N/A

FDIVX

YTD

14.28%

1M

8.05%

6M

10.42%

1Y

9.93%

3Y*

9.32%

5Y*

6.98%

10Y*

3.46%

*Annualized

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VYMI vs. FDIVX - Expense Ratio Comparison

VYMI has a 0.22% expense ratio, which is lower than FDIVX's 1.01% expense ratio.


Risk-Adjusted Performance

VYMI vs. FDIVX — Risk-Adjusted Performance Rank

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

VYMI
The Risk-Adjusted Performance Rank of VYMI is 8282
Overall Rank
The Sharpe Ratio Rank of VYMI is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VYMI is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VYMI is 8080
Omega Ratio Rank
The Calmar Ratio Rank of VYMI is 8585
Calmar Ratio Rank
The Martin Ratio Rank of VYMI is 8282
Martin Ratio Rank

FDIVX
The Risk-Adjusted Performance Rank of FDIVX is 5757
Overall Rank
The Sharpe Ratio Rank of FDIVX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FDIVX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of FDIVX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of FDIVX is 5555
Calmar Ratio Rank
The Martin Ratio Rank of FDIVX is 5959
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.

VYMI vs. FDIVX - Risk-Adjusted Performance 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.


The current VYMI Sharpe Ratio is 1.00, which is higher than the FDIVX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of VYMI and FDIVX, 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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Dividends

VYMI vs. FDIVX - Dividend Comparison

VYMI's dividend yield for the trailing twelve months is around 4.16%, more than FDIVX's 1.80% yield.


TTM20242023202220212020201920182017201620152014
VYMI
Vanguard International High Dividend Yield ETF
4.16%4.84%4.58%4.71%4.30%3.22%4.20%4.29%3.21%2.39%0.00%0.00%
FDIVX
Fidelity Diversified International Fund
1.80%2.05%1.71%0.38%1.17%0.04%1.32%1.35%1.08%1.15%2.23%4.97%

Drawdowns

VYMI vs. FDIVX - Drawdown Comparison

The maximum VYMI drawdown since its inception was -40.00%, smaller than the maximum FDIVX drawdown of -59.98%. Use the drawdown chart below to compare losses from any high point for VYMI and FDIVX. For additional features, visit the drawdowns tool.


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Volatility

VYMI vs. FDIVX - Volatility Comparison

The current volatility for Vanguard International High Dividend Yield ETF (VYMI) is 2.55%, while Fidelity Diversified International Fund (FDIVX) has a volatility of 2.89%. 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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