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VYMI vs. FDIVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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VYMI vs. FDIVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VYMI
Vanguard International High Dividend Yield ETF
6.37%38.05%7.06%17.07%-7.02%15.39%-1.11%18.43%-12.65%22.36%
FDIVX
Fidelity Diversified International Fund
-0.53%27.75%6.54%17.74%-23.86%12.79%18.91%29.72%-15.31%25.31%

Returns By Period

In the year-to-date period, VYMI achieves a 6.37% return, which is significantly higher than FDIVX's -0.53% return. Over the past 10 years, VYMI has outperformed FDIVX with an annualized return of 10.30%, while FDIVX has yielded a comparatively lower 8.37% annualized return.


VYMI

1D
0.82%
1M
-3.79%
YTD
6.37%
6M
13.78%
1Y
33.76%
3Y*
20.74%
5Y*
12.62%
10Y*
10.30%

FDIVX

1D
3.27%
1M
-7.21%
YTD
-0.53%
6M
3.48%
1Y
20.34%
3Y*
13.52%
5Y*
6.18%
10Y*
8.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VYMI vs. FDIVX - Expense Ratio Comparison

VYMI has a 0.07% expense ratio, which is lower than FDIVX's 1.01% expense ratio.


Return for Risk

VYMI vs. FDIVX — Risk / Return Rank

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

VYMI
VYMI Risk / Return Rank: 9292
Overall Rank
VYMI Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
VYMI Sortino Ratio Rank: 9292
Sortino Ratio Rank
VYMI Omega Ratio Rank: 9494
Omega Ratio Rank
VYMI Calmar Ratio Rank: 9090
Calmar Ratio Rank
VYMI Martin Ratio Rank: 9191
Martin Ratio Rank

FDIVX
FDIVX Risk / Return Rank: 6161
Overall Rank
FDIVX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FDIVX Sortino Ratio Rank: 5959
Sortino Ratio Rank
FDIVX Omega Ratio Rank: 5555
Omega Ratio Rank
FDIVX Calmar Ratio Rank: 6666
Calmar Ratio Rank
FDIVX Martin Ratio Rank: 6363
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.

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.


VYMIFDIVXDifference

Sharpe ratio

Return per unit of total volatility

2.13

1.11

+1.02

Sortino ratio

Return per unit of downside risk

2.82

1.59

+1.23

Omega ratio

Gain probability vs. loss probability

1.44

1.23

+0.22

Calmar ratio

Return relative to maximum drawdown

3.09

1.56

+1.52

Martin ratio

Return relative to average drawdown

12.68

6.13

+6.56

VYMI vs. FDIVX - Sharpe Ratio Comparison

The current VYMI Sharpe Ratio is 2.13, which is higher than the FDIVX Sharpe Ratio of 1.11. 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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Sharpe Ratios by Period


VYMIFDIVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

1.11

+1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.37

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.50

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.48

+0.15

Correlation

The correlation between VYMI and FDIVX is 0.86, 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.


Dividends

VYMI vs. FDIVX - Dividend Comparison

VYMI's dividend yield for the trailing twelve months is around 3.60%, less than FDIVX's 10.75% yield.


TTM20252024202320222021202020192018201720162015
VYMI
Vanguard International High Dividend Yield ETF
3.60%3.68%4.84%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%0.00%
FDIVX
Fidelity Diversified International Fund
10.75%10.69%3.93%4.29%1.34%10.59%0.97%1.32%7.32%4.22%1.36%0.46%

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


VYMIFDIVXDifference

Max Drawdown

Largest peak-to-trough decline

-40.00%

-60.61%

+20.61%

Max Drawdown (1Y)

Largest decline over 1 year

-11.08%

-12.38%

+1.30%

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 Drawdown

Current decline from peak

-5.77%

-9.39%

+3.62%

Average Drawdown

Average peak-to-trough decline

-6.39%

-11.72%

+5.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

3.16%

-0.46%

Volatility

VYMI vs. FDIVX - Volatility Comparison

The current volatility for Vanguard International High Dividend Yield ETF (VYMI) is 6.40%, while Fidelity Diversified International Fund (FDIVX) has a volatility of 8.78%. 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


VYMIFDIVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.40%

8.78%

-2.38%

Volatility (6M)

Calculated over the trailing 6-month period

9.90%

12.57%

-2.67%

Volatility (1Y)

Calculated over the trailing 1-year period

15.90%

18.91%

-3.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.75%

16.82%

-2.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.89%

16.81%

+0.08%