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EFAS vs. FDHY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EFAS and FDHY 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.


Performance

EFAS vs. FDHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MSCI SuperDividend® EAFE ETF (EFAS) and Fidelity High Yield Factor ETF (FDHY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

EFAS:

12.18%

FDHY:

2.83%

Max Drawdown

EFAS:

-0.83%

FDHY:

-0.17%

Current Drawdown

EFAS:

0.00%

FDHY:

-0.06%

Returns By Period


EFAS

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FDHY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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EFAS vs. FDHY - Expense Ratio Comparison

EFAS has a 0.56% expense ratio, which is higher than FDHY's 0.45% expense ratio.


Risk-Adjusted Performance

EFAS vs. FDHY — Risk-Adjusted Performance Rank

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

EFAS
The Risk-Adjusted Performance Rank of EFAS is 8989
Overall Rank
The Sharpe Ratio Rank of EFAS is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of EFAS is 8989
Sortino Ratio Rank
The Omega Ratio Rank of EFAS is 8888
Omega Ratio Rank
The Calmar Ratio Rank of EFAS is 9393
Calmar Ratio Rank
The Martin Ratio Rank of EFAS is 8686
Martin Ratio Rank

FDHY
The Risk-Adjusted Performance Rank of FDHY is 8787
Overall Rank
The Sharpe Ratio Rank of FDHY is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of FDHY is 8686
Sortino Ratio Rank
The Omega Ratio Rank of FDHY is 8686
Omega Ratio Rank
The Calmar Ratio Rank of FDHY is 8787
Calmar Ratio Rank
The Martin Ratio Rank of FDHY is 8888
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.

EFAS vs. FDHY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI SuperDividend® EAFE ETF (EFAS) and Fidelity High Yield Factor ETF (FDHY). 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

EFAS vs. FDHY - Dividend Comparison

EFAS's dividend yield for the trailing twelve months is around 5.62%, less than FDHY's 6.71% yield.


TTM202420232022202120202019201820172016
EFAS
Global X MSCI SuperDividend® EAFE ETF
5.62%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FDHY
Fidelity High Yield Factor ETF
6.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EFAS vs. FDHY - Drawdown Comparison

The maximum EFAS drawdown since its inception was -0.83%, which is greater than FDHY's maximum drawdown of -0.17%. Use the drawdown chart below to compare losses from any high point for EFAS and FDHY. For additional features, visit the drawdowns tool.


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Volatility

EFAS vs. FDHY - Volatility Comparison


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