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EFAD vs. FSTA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EFAD and FSTA is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

EFAD vs. FSTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares MSCI EAFE Dividend Growers ETF (EFAD) and Fidelity MSCI Consumer Staples Index ETF (FSTA). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

EFAD:

7.98%

FSTA:

3.58%

Max Drawdown

EFAD:

-1.22%

FSTA:

-1.09%

Current Drawdown

EFAD:

-0.84%

FSTA:

-1.09%

Returns By Period


EFAD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FSTA

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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EFAD vs. FSTA - Expense Ratio Comparison

EFAD has a 0.50% expense ratio, which is higher than FSTA's 0.08% expense ratio.


Risk-Adjusted Performance

EFAD vs. FSTA — Risk-Adjusted Performance Rank

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

EFAD
The Risk-Adjusted Performance Rank of EFAD is 6666
Overall Rank
The Sharpe Ratio Rank of EFAD is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of EFAD is 7474
Sortino Ratio Rank
The Omega Ratio Rank of EFAD is 6868
Omega Ratio Rank
The Calmar Ratio Rank of EFAD is 6262
Calmar Ratio Rank
The Martin Ratio Rank of EFAD is 5555
Martin Ratio Rank

FSTA
The Risk-Adjusted Performance Rank of FSTA is 7474
Overall Rank
The Sharpe Ratio Rank of FSTA is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of FSTA is 7272
Sortino Ratio Rank
The Omega Ratio Rank of FSTA is 6868
Omega Ratio Rank
The Calmar Ratio Rank of FSTA is 8484
Calmar Ratio Rank
The Martin Ratio Rank of FSTA is 7878
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.

EFAD vs. FSTA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares MSCI EAFE Dividend Growers ETF (EFAD) and Fidelity MSCI Consumer Staples Index ETF (FSTA). 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.



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Dividends

EFAD vs. FSTA - Dividend Comparison

EFAD's dividend yield for the trailing twelve months is around 2.39%, more than FSTA's 2.17% yield.


TTM20242023202220212020201920182017201620152014
EFAD
ProShares MSCI EAFE Dividend Growers ETF
2.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSTA
Fidelity MSCI Consumer Staples Index ETF
2.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EFAD vs. FSTA - Drawdown Comparison

The maximum EFAD drawdown since its inception was -1.22%, which is greater than FSTA's maximum drawdown of -1.09%. Use the drawdown chart below to compare losses from any high point for EFAD and FSTA. For additional features, visit the drawdowns tool.


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Volatility

EFAD vs. FSTA - Volatility Comparison


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