PortfoliosLab logo
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.

40.00%60.00%80.00%100.00%120.00%December2025FebruaryMarchAprilMay
114.86%
57.22%
VYMI
FDIVX

Key characteristics

Sharpe Ratio

VYMI:

1.04

FDIVX:

0.67

Sortino Ratio

VYMI:

1.51

FDIVX:

1.04

Omega Ratio

VYMI:

1.21

FDIVX:

1.14

Calmar Ratio

VYMI:

1.32

FDIVX:

0.52

Martin Ratio

VYMI:

4.58

FDIVX:

2.57

Ulcer Index

VYMI:

3.69%

FDIVX:

4.89%

Daily Std Dev

VYMI:

16.24%

FDIVX:

18.71%

Max Drawdown

VYMI:

-40.00%

FDIVX:

-59.98%

Current Drawdown

VYMI:

0.00%

FDIVX:

-9.87%

Returns By Period

In the year-to-date period, VYMI achieves a 14.03% return, which is significantly higher than FDIVX's 11.55% return.


VYMI

YTD

14.03%

1M

12.45%

6M

9.13%

1Y

15.46%

5Y*

15.49%

10Y*

N/A

FDIVX

YTD

11.55%

1M

16.07%

6M

5.09%

1Y

9.21%

5Y*

6.89%

10Y*

3.37%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 8181
Overall Rank
The Sharpe Ratio Rank of VYMI is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VYMI is 7979
Sortino Ratio Rank
The Omega Ratio Rank of VYMI is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VYMI is 8585
Calmar Ratio Rank
The Martin Ratio Rank of VYMI is 8181
Martin Ratio Rank

FDIVX
The Risk-Adjusted Performance Rank of FDIVX is 5757
Overall Rank
The Sharpe Ratio Rank of FDIVX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of FDIVX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of FDIVX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of FDIVX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of FDIVX is 6060
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 1.04, which is higher than the FDIVX Sharpe Ratio of 0.67. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
1.04
0.61
VYMI
FDIVX

Dividends

VYMI vs. FDIVX - Dividend Comparison

VYMI's dividend yield for the trailing twelve months is around 4.26%, more than FDIVX's 1.84% yield.


TTM20242023202220212020201920182017201620152014
VYMI
Vanguard International High Dividend Yield ETF
4.26%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
1.84%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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay0
-9.87%
VYMI
FDIVX

Volatility

VYMI vs. FDIVX - Volatility Comparison

Vanguard International High Dividend Yield ETF (VYMI) and Fidelity Diversified International Fund (FDIVX) have volatilities of 8.35% and 8.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
8.35%
8.75%
VYMI
FDIVX