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BFIT vs. FID
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BFITFID

Correlation

-0.50.00.51.00.4

The correlation between BFIT and FID is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

BFIT vs. FID - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20.00%30.00%40.00%50.00%60.00%December2024FebruaryMarchAprilMay
51.95%
33.00%
BFIT
FID

Compare stocks, funds, or ETFs

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


Global X Health & Wellness ETF

First Trust S&P International Dividend Aristocrats ETF

BFIT vs. FID - Expense Ratio Comparison

BFIT has a 0.50% expense ratio, which is lower than FID's 0.60% expense ratio.


FID
First Trust S&P International Dividend Aristocrats ETF
Expense ratio chart for FID: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for BFIT: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

BFIT vs. FID - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Health & Wellness ETF (BFIT) and First Trust S&P International Dividend Aristocrats ETF (FID). 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.


BFIT
Sharpe ratio
The chart of Sharpe ratio for BFIT, currently valued at -0.41, compared to the broader market0.002.004.00-0.41
Sortino ratio
The chart of Sortino ratio for BFIT, currently valued at -0.49, compared to the broader market-2.000.002.004.006.008.00-0.49
Omega ratio
The chart of Omega ratio for BFIT, currently valued at 0.94, compared to the broader market0.501.001.502.002.500.94
Calmar ratio
The chart of Calmar ratio for BFIT, currently valued at -0.17, compared to the broader market0.002.004.006.008.0010.0012.00-0.17
Martin ratio
The chart of Martin ratio for BFIT, currently valued at -0.89, compared to the broader market0.0020.0040.0060.0080.00-0.89
FID
Sharpe ratio
The chart of Sharpe ratio for FID, currently valued at 0.38, compared to the broader market0.002.004.000.38
Sortino ratio
The chart of Sortino ratio for FID, currently valued at 0.63, compared to the broader market-2.000.002.004.006.008.000.63
Omega ratio
The chart of Omega ratio for FID, currently valued at 1.07, compared to the broader market0.501.001.502.002.501.07
Calmar ratio
The chart of Calmar ratio for FID, currently valued at 0.22, compared to the broader market0.002.004.006.008.0010.0012.000.22
Martin ratio
The chart of Martin ratio for FID, currently valued at 1.14, compared to the broader market0.0020.0040.0060.0080.001.14

BFIT vs. FID - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-0.500.000.501.00December2024FebruaryMarchAprilMay
-0.41
0.38
BFIT
FID

Dividends

BFIT vs. FID - Dividend Comparison

BFIT has not paid dividends to shareholders, while FID's dividend yield for the trailing twelve months is around 4.26%.


TTM20232022202120202019201820172016201520142013
BFIT
Global X Health & Wellness ETF
1.65%1.56%0.93%0.65%0.52%0.57%0.49%0.87%0.52%0.00%0.00%0.00%
FID
First Trust S&P International Dividend Aristocrats ETF
4.26%4.19%4.22%3.76%3.91%3.70%5.46%4.83%4.81%4.27%5.07%5.12%

Drawdowns

BFIT vs. FID - Drawdown Comparison


-30.00%-25.00%-20.00%-15.00%-10.00%December2024FebruaryMarchAprilMay
-28.69%
-10.20%
BFIT
FID

Volatility

BFIT vs. FID - Volatility Comparison

The current volatility for Global X Health & Wellness ETF (BFIT) is 0.00%, while First Trust S&P International Dividend Aristocrats ETF (FID) has a volatility of 3.96%. This indicates that BFIT experiences smaller price fluctuations and is considered to be less risky than FID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%December2024FebruaryMarchAprilMay0
3.96%
BFIT
FID