EFAS vs. FDHY
Compare and contrast key facts about Global X MSCI SuperDividend® EAFE ETF (EFAS) and Fidelity High Yield Factor ETF (FDHY).
EFAS and FDHY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EFAS is a passively managed fund by Global X that tracks the performance of the MSCI EAFE Top 50 Dividend Index. It was launched on Nov 14, 2016. FDHY is an actively managed fund by Fidelity. It was launched on Jun 12, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EFAS or FDHY.
Key characteristics
| EFAS | FDHY | |
|---|---|---|
| YTD Return | 5.75% | 7.81% |
| 1Y Return | 19.60% | 13.88% |
| 3Y Return (Ann) | 4.28% | 2.05% |
| 5Y Return (Ann) | 4.05% | 4.62% |
| Sharpe Ratio | 1.54 | 2.86 |
| Sortino Ratio | 2.13 | 4.63 |
| Omega Ratio | 1.27 | 1.56 |
| Calmar Ratio | 1.97 | 1.93 |
| Martin Ratio | 8.06 | 23.59 |
| Ulcer Index | 2.48% | 0.57% |
| Daily Std Dev | 12.97% | 4.69% |
| Max Drawdown | -44.38% | -20.01% |
| Current Drawdown | -6.28% | -0.21% |
Correlation
The correlation between EFAS and FDHY is 0.49, 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
EFAS vs. FDHY - Performance Comparison
In the year-to-date period, EFAS achieves a 5.75% return, which is significantly lower than FDHY's 7.81% 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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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 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.
Dividends
EFAS vs. FDHY - Dividend Comparison
EFAS's dividend yield for the trailing twelve months is around 6.41%, which matches FDHY's 6.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
EFAS Global X MSCI SuperDividend® EAFE ETF | 6.41% | 6.37% | 7.30% | 5.20% | 4.38% | 5.75% | 6.62% | 6.17% | 0.21% |
FDHY Fidelity High Yield Factor ETF | 6.41% | 6.26% | 5.34% | 6.09% | 5.78% | 4.94% | 3.07% | 0.00% | 0.00% |
Drawdowns
EFAS vs. FDHY - Drawdown Comparison
The maximum EFAS drawdown since its inception was -44.38%, which is greater than FDHY's maximum drawdown of -20.01%. Use the drawdown chart below to compare losses from any high point for EFAS and FDHY. For additional features, visit the drawdowns tool.
Volatility
EFAS vs. FDHY - Volatility Comparison
Global X MSCI SuperDividend® EAFE ETF (EFAS) has a higher volatility of 4.97% compared to Fidelity High Yield Factor ETF (FDHY) at 1.06%. This indicates that EFAS's price experiences larger fluctuations and is considered to be riskier than FDHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.