EFAD vs. FIDI
Compare and contrast key facts about ProShares MSCI EAFE Dividend Growers ETF (EFAD) and Fidelity International High Dividend ETF (FIDI).
EFAD and FIDI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EFAD is a passively managed fund by ProShares that tracks the performance of the MSCI EAFE Dividend Masters Index. It was launched on Aug 19, 2014. FIDI is a passively managed fund by Fidelity that tracks the performance of the Fidelity® International High Dividend Index. It was launched on Jan 16, 2018. Both EFAD and FIDI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EFAD vs. FIDI - Performance Comparison
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EFAD vs. FIDI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EFAD ProShares MSCI EAFE Dividend Growers ETF | -0.30% | 15.87% | -1.88% | 11.91% | -21.34% | 8.41% | 8.75% | 24.66% | -13.69% |
FIDI Fidelity International High Dividend ETF | 8.15% | 39.34% | -0.06% | 16.28% | -4.73% | 16.87% | -11.68% | 15.47% | -20.16% |
Returns By Period
In the year-to-date period, EFAD achieves a -0.30% return, which is significantly lower than FIDI's 8.15% return.
EFAD
- 1D
- 1.40%
- 1M
- -3.80%
- YTD
- -0.30%
- 6M
- -0.83%
- 1Y
- 9.85%
- 3Y*
- 6.18%
- 5Y*
- 1.31%
- 10Y*
- 4.14%
FIDI
- 1D
- 0.53%
- 1M
- -1.68%
- YTD
- 8.15%
- 6M
- 14.99%
- 1Y
- 35.04%
- 3Y*
- 19.16%
- 5Y*
- 11.79%
- 10Y*
- —
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EFAD vs. FIDI - Expense Ratio Comparison
EFAD has a 0.50% expense ratio, which is higher than FIDI's 0.39% expense ratio.
Return for Risk
EFAD vs. FIDI — Risk / Return Rank
EFAD
FIDI
EFAD vs. FIDI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares MSCI EAFE Dividend Growers ETF (EFAD) and Fidelity International High Dividend ETF (FIDI). 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.
| EFAD | FIDI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 2.36 | -1.67 |
Sortino ratioReturn per unit of downside risk | 1.03 | 3.07 | -2.03 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.47 | -0.34 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 3.59 | -2.60 |
Martin ratioReturn relative to average drawdown | 3.58 | 16.57 | -13.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EFAD | FIDI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 2.36 | -1.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.80 | -0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.31 | -0.14 |
Correlation
The correlation between EFAD and FIDI is 0.80, 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
EFAD vs. FIDI - Dividend Comparison
EFAD's dividend yield for the trailing twelve months is around 2.89%, less than FIDI's 4.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFAD ProShares MSCI EAFE Dividend Growers ETF | 2.89% | 2.83% | 2.64% | 2.29% | 1.76% | 2.98% | 1.49% | 2.05% | 2.37% | 2.42% | 2.88% | 1.94% |
FIDI Fidelity International High Dividend ETF | 4.15% | 4.33% | 5.72% | 4.80% | 5.09% | 4.00% | 3.36% | 4.26% | 4.37% | 0.00% | 0.00% | 0.00% |
Drawdowns
EFAD vs. FIDI - Drawdown Comparison
The maximum EFAD drawdown since its inception was -35.74%, smaller than the maximum FIDI drawdown of -46.34%. Use the drawdown chart below to compare losses from any high point for EFAD and FIDI.
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Drawdown Indicators
| EFAD | FIDI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.74% | -46.34% | +10.60% |
Max Drawdown (1Y)Largest decline over 1 year | -10.18% | -9.92% | -0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -35.74% | -26.05% | -9.69% |
Max Drawdown (10Y)Largest decline over 10 years | -35.74% | — | — |
Current DrawdownCurrent decline from peak | -5.85% | -2.84% | -3.01% |
Average DrawdownAverage peak-to-trough decline | -10.41% | -9.97% | -0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.15% | +0.68% |
Volatility
EFAD vs. FIDI - Volatility Comparison
ProShares MSCI EAFE Dividend Growers ETF (EFAD) has a higher volatility of 6.47% compared to Fidelity International High Dividend ETF (FIDI) at 4.87%. This indicates that EFAD's price experiences larger fluctuations and is considered to be riskier than FIDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFAD | FIDI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.47% | 4.87% | +1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 9.85% | 8.82% | +1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.41% | 14.91% | -0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.27% | 14.83% | -0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.62% | 18.85% | -3.23% |