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AUSF vs. FELG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AUSF and FELG is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

AUSF vs. FELG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Adaptive U.S. Factor ETF (AUSF) and Fidelity Enhanced Large Cap Growth ETF (FELG). The values are adjusted to include any dividend payments, if applicable.

20.00%25.00%30.00%35.00%40.00%45.00%OctoberNovemberDecember2025February
32.12%
37.86%
AUSF
FELG

Key characteristics

Sharpe Ratio

AUSF:

1.36

FELG:

1.12

Sortino Ratio

AUSF:

2.01

FELG:

1.54

Omega Ratio

AUSF:

1.24

FELG:

1.21

Calmar Ratio

AUSF:

2.06

FELG:

1.53

Martin Ratio

AUSF:

5.59

FELG:

5.63

Ulcer Index

AUSF:

2.76%

FELG:

3.62%

Daily Std Dev

AUSF:

11.41%

FELG:

18.24%

Max Drawdown

AUSF:

-44.24%

FELG:

-13.29%

Current Drawdown

AUSF:

-1.90%

FELG:

-6.09%

Returns By Period

In the year-to-date period, AUSF achieves a 4.98% return, which is significantly higher than FELG's -2.32% return.


AUSF

YTD

4.98%

1M

0.91%

6M

4.80%

1Y

15.13%

5Y*

16.16%

10Y*

N/A

FELG

YTD

-2.32%

1M

-3.71%

6M

7.10%

1Y

18.60%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


AUSF vs. FELG - Expense Ratio Comparison

AUSF has a 0.27% expense ratio, which is higher than FELG's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


AUSF
Global X Adaptive U.S. Factor ETF
Expense ratio chart for AUSF: current value at 0.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.27%
Expense ratio chart for FELG: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Risk-Adjusted Performance

AUSF vs. FELG — Risk-Adjusted Performance Rank

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

AUSF
The Risk-Adjusted Performance Rank of AUSF is 6767
Overall Rank
The Sharpe Ratio Rank of AUSF is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of AUSF is 6969
Sortino Ratio Rank
The Omega Ratio Rank of AUSF is 6565
Omega Ratio Rank
The Calmar Ratio Rank of AUSF is 7373
Calmar Ratio Rank
The Martin Ratio Rank of AUSF is 6161
Martin Ratio Rank

FELG
The Risk-Adjusted Performance Rank of FELG is 5656
Overall Rank
The Sharpe Ratio Rank of FELG is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of FELG is 5151
Sortino Ratio Rank
The Omega Ratio Rank of FELG is 5555
Omega Ratio Rank
The Calmar Ratio Rank of FELG is 6262
Calmar Ratio Rank
The Martin Ratio Rank of FELG is 6161
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.

AUSF vs. FELG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Adaptive U.S. Factor ETF (AUSF) and Fidelity Enhanced Large Cap Growth ETF (FELG). 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.


Sharpe ratio
The chart of Sharpe ratio for AUSF, currently valued at 1.36, compared to the broader market0.002.004.001.361.12
The chart of Sortino ratio for AUSF, currently valued at 2.01, compared to the broader market-2.000.002.004.006.008.0010.0012.002.011.54
The chart of Omega ratio for AUSF, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.241.21
The chart of Calmar ratio for AUSF, currently valued at 2.06, compared to the broader market0.005.0010.0015.0020.002.061.53
The chart of Martin ratio for AUSF, currently valued at 5.59, compared to the broader market0.0020.0040.0060.0080.00100.005.595.63
AUSF
FELG

The current AUSF Sharpe Ratio is 1.36, which is comparable to the FELG Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of AUSF and FELG, 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 Ratio1.001.502.002.503.00Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16Feb 23
1.36
1.12
AUSF
FELG

Dividends

AUSF vs. FELG - Dividend Comparison

AUSF's dividend yield for the trailing twelve months is around 2.76%, more than FELG's 0.45% yield.


TTM2024202320222021202020192018
AUSF
Global X Adaptive U.S. Factor ETF
2.76%2.63%1.83%2.51%2.22%2.95%4.03%1.46%
FELG
Fidelity Enhanced Large Cap Growth ETF
0.45%0.44%0.11%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AUSF vs. FELG - Drawdown Comparison

The maximum AUSF drawdown since its inception was -44.24%, which is greater than FELG's maximum drawdown of -13.29%. Use the drawdown chart below to compare losses from any high point for AUSF and FELG. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2025February
-1.90%
-6.09%
AUSF
FELG

Volatility

AUSF vs. FELG - Volatility Comparison

The current volatility for Global X Adaptive U.S. Factor ETF (AUSF) is 2.60%, while Fidelity Enhanced Large Cap Growth ETF (FELG) has a volatility of 5.29%. This indicates that AUSF experiences smaller price fluctuations and is considered to be less risky than FELG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2025February
2.60%
5.29%
AUSF
FELG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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