EFAD vs. FSTA
Compare and contrast key facts about ProShares MSCI EAFE Dividend Growers ETF (EFAD) and Fidelity MSCI Consumer Staples Index ETF (FSTA).
EFAD and FSTA 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. FSTA is a passively managed fund by Fidelity that tracks the performance of the MSCI USA IMI Consumer Staples Index. It was launched on Oct 21, 2013. Both EFAD and FSTA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EFAD or FSTA.
Key characteristics
| EFAD | FSTA | |
|---|---|---|
| YTD Return | 2.95% | 15.13% |
| 1Y Return | 15.84% | 22.50% |
| 3Y Return (Ann) | -4.19% | 7.07% |
| 5Y Return (Ann) | 2.14% | 9.51% |
| 10Y Return (Ann) | 2.58% | 8.50% |
| Sharpe Ratio | 1.35 | 2.20 |
| Sortino Ratio | 1.99 | 3.16 |
| Omega Ratio | 1.24 | 1.38 |
| Calmar Ratio | 0.61 | 2.25 |
| Martin Ratio | 6.13 | 14.68 |
| Ulcer Index | 2.60% | 1.50% |
| Daily Std Dev | 11.78% | 10.03% |
| Max Drawdown | -35.74% | -25.13% |
| Current Drawdown | -14.49% | -1.83% |
Correlation
The correlation between EFAD and FSTA is 0.52, 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
EFAD vs. FSTA - Performance Comparison
In the year-to-date period, EFAD achieves a 2.95% return, which is significantly lower than FSTA's 15.13% return. Over the past 10 years, EFAD has underperformed FSTA with an annualized return of 2.58%, while FSTA has yielded a comparatively higher 8.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 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.
Dividends
EFAD vs. FSTA - Dividend Comparison
EFAD's dividend yield for the trailing twelve months is around 2.34%, less than FSTA's 2.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFAD ProShares MSCI EAFE Dividend Growers ETF | 2.34% | 2.29% | 1.76% | 2.98% | 1.49% | 2.05% | 2.37% | 2.42% | 2.88% | 1.93% | 0.61% | 0.00% |
FSTA Fidelity MSCI Consumer Staples Index ETF | 2.39% | 2.66% | 2.26% | 2.15% | 2.47% | 2.46% | 3.01% | 2.42% | 2.53% | 2.86% | 2.24% | 0.45% |
Drawdowns
EFAD vs. FSTA - Drawdown Comparison
The maximum EFAD drawdown since its inception was -35.74%, which is greater than FSTA's maximum drawdown of -25.13%. Use the drawdown chart below to compare losses from any high point for EFAD and FSTA. For additional features, visit the drawdowns tool.
Volatility
EFAD vs. FSTA - Volatility Comparison
ProShares MSCI EAFE Dividend Growers ETF (EFAD) has a higher volatility of 3.32% compared to Fidelity MSCI Consumer Staples Index ETF (FSTA) at 2.87%. This indicates that EFAD's price experiences larger fluctuations and is considered to be riskier than FSTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.