EASG vs. FXAIX

Last updated Jun 23, 2026

EASG (Xtrackers MSCI EAFE ESG Leaders Equity ETF) and FXAIX (Fidelity 500 Index Fund) are both funds - EASG is a Foreign Large Cap Equities fund tracking the MSCI EAFE ESG Leaders Index, while FXAIX is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, EASG returned 7.62%/yr vs 14.10%/yr for FXAIX. A 0.77 correlation means they provide meaningful diversification when combined. EASG charges 0.14%/yr vs 0.02%/yr for FXAIX.

Performance

EASG vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with EASG having a 10.59% return and FXAIX slightly lower at 10.19%.

EASG

• 1D: -0.10%
• 1M: 2.70%
• YTD: 10.59%
• 6M: 11.16%
• 1Y: 23.38%
• 3Y*: 14.91%
• 5Y*: 7.62%
• 10Y*: —

FXAIX

• 1D: 1.09%
• 1M: 0.47%
• YTD: 10.19%
• 6M: 9.68%
• 1Y: 27.18%
• 3Y*: 20.98%
• 5Y*: 14.10%
• 10Y*: 15.58%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EASG vs. FXAIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
EASG Xtrackers MSCI EAFE ESG Leaders Equity ETF	10.59%	25.19%	2.26%	18.80%	-16.94%	11.36%	10.73%	23.66%	-5.41%
FXAIX Fidelity 500 Index Fund	10.19%	17.84%	25.01%	26.29%	-18.14%	28.71%	18.42%	31.48%	-8.16%

Correlation

The correlation between EASG and FXAIX is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.76
Correlation (3Y) Calculated over the trailing 3-year period	0.72
Correlation (5Y) Calculated over the trailing 5-year period	0.75
Correlation (All Time) Calculated using the full available price history since Nov 2, 2018	0.77

The correlation between EASG and FXAIX has been stable across timeframes, ranging from 0.72 to 0.77 - a consistent structural relationship.

Return for Risk

EASG vs. FXAIX — Risk / Return Rank

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

EASG

EASG Risk / Return Rank: 43
EASG Sharpe Ratio Rank: 43
EASG Sortino Ratio Rank: 42
EASG Omega Ratio Rank: 41
EASG Calmar Ratio Rank: 41
EASG Martin Ratio Rank: 46

FXAIX

FXAIX Risk / Return Rank: 66
FXAIX Sharpe Ratio Rank: 64
FXAIX Sortino Ratio Rank: 59
FXAIX Omega Ratio Rank: 61
FXAIX Calmar Ratio Rank: 68
FXAIX Martin Ratio Rank: 79

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.

EASG vs. FXAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) and Fidelity 500 Index Fund (FXAIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	EASG	FXAIX	Difference
Sharpe ratio: Return per unit of total volatility	1.47	2.17	-0.70
Sortino ratio: Return per unit of downside risk	2.10	2.93	-0.83
Omega ratio: Gain probability vs. loss probability	1.26	1.39	-0.13
Calmar ratio: Return relative to maximum drawdown	2.00	3.04	-1.04
Martin ratio: Return relative to average drawdown	7.41	13.75	-6.34

EASG vs. FXAIX - Sharpe Ratio Comparison

The current EASG Sharpe Ratio is 1.47, which is lower than the FXAIX Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of EASG and FXAIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EASG vs. FXAIX - Drawdown Comparison

The maximum EASG drawdown since its inception was -32.06%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for EASG and FXAIX.

Drawdown Indicators

	EASG	FXAIX	Difference
Max Drawdown Largest peak-to-trough decline	-32.06%	-33.79%	+1.73%
Max Drawdown (1Y) Largest decline over 1 year	-11.74%	-8.89%	-2.85%
Max Drawdown (3Y) Largest decline over 3 years	-16.14%	-18.76%	+2.62%
Max Drawdown (5Y) Largest decline over 5 years	-31.42%	-24.50%	-6.92%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.79%	—
Current Drawdown Current decline from peak	-0.10%	-1.36%	+1.26%
Average Drawdown Average peak-to-trough decline	-6.15%	-3.79%	-2.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.16%	1.96%	+1.20%

Volatility

EASG vs. FXAIX - Volatility Comparison

Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) and Fidelity 500 Index Fund (FXAIX) have volatilities of 4.85% and 4.77%, 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.

Volatility by Period

	EASG	FXAIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.85%	4.77%	+0.08%
Volatility (6M) Calculated over the trailing 6-month period	13.13%	9.91%	+3.22%
Volatility (1Y) Calculated over the trailing 1-year period	15.97%	12.47%	+3.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.71%	17.01%	-0.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.36%	18.11%	+0.25%

EASG vs. FXAIX - Expense Ratio Comparison

EASG has a 0.14% expense ratio, which is higher than FXAIX's 0.02% 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%.

Dividends

EASG vs. FXAIX - Dividend Comparison

EASG's dividend yield for the trailing twelve months is around 3.84%, more than FXAIX's 1.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EASG Xtrackers MSCI EAFE ESG Leaders Equity ETF	3.84%	4.18%	2.93%	2.51%	2.47%	2.69%	1.70%	2.94%	0.85%	0.00%	0.00%	0.00%
FXAIX Fidelity 500 Index Fund	1.04%	1.11%	1.25%	1.45%	1.69%	1.22%	1.60%	2.06%	2.72%	1.97%	2.52%	2.83%

Frequently Asked Questions

Can I hold both EASG and FXAIX in my portfolio?

EASG and FXAIX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EASG or FXAIX?

EASG has higher volatility (4.85%) compared to FXAIX (4.77%). In terms of maximum drawdown, EASG dropped -32.06% vs FXAIX's -33.79%.

Which has better risk-adjusted returns?

FXAIX currently has the higher Sharpe Ratio (2.17 vs 1.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.