EFFI vs. FID
EFFI (Harbor Osmosis International Resource Efficient ETF) and FID (First Trust S&P International Dividend Aristocrats ETF) are both Foreign Large Cap Equities funds. EFFI is actively managed, while FID is passively managed. Over the past year, EFFI returned 23.06% vs 22.20% for FID. Their 0.76 correlation means they have sometimes moved together and sometimes differently. EFFI charges 0.55%/yr vs 0.60%/yr for FID.
Performance
EFFI vs. FID - Performance Comparison
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Returns By Period
In the year-to-date period, EFFI achieves a 9.65% return, which is significantly lower than FID's 11.85% return.
EFFI
- 1D
- 0.06%
- 1M
- 2.94%
- 6M
- 6.20%
- YTD
- 9.65%
- 1Y
- 23.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 23.59%
FID
- 1D
- -0.13%
- 1M
- 4.60%
- 6M
- 7.03%
- YTD
- 11.85%
- 1Y
- 22.20%
- 3Y*
- 18.43%
- 5Y*
- 9.02%
- 10Y*
- —
- ALL TIME*
- 7.73%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.17K | $7.76K | $7.96K | |
| $249.39K | $252.43K | $349.18K |
EFFI vs. FID - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EFFI Harbor Osmosis International Resource Efficient ETF | 9.65% | 33.41% | -3.24% |
FID First Trust S&P International Dividend Aristocrats ETF | 11.85% | 32.07% | -2.78% |
Correlation
The correlation between EFFI and FID is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2024 | 0.76 |
The correlation between EFFI and FID has been stable across timeframes, ranging from 0.76 to 0.79 - a consistent structural relationship.
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Return for Risk
EFFI vs. FID — Risk / Return Rank
EFFI
FID
EFFI vs. FID - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harbor Osmosis International Resource Efficient ETF (EFFI) and First Trust S&P International Dividend Aristocrats ETF (FID). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EFFI | FID | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.39 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | 2.50 | -0.30 |
| Martin ratioReturn relative to average drawdown | 8.26 | 8.44 | -0.18 |
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Drawdowns
EFFI vs. FID - Drawdown Comparison
The maximum EFFI drawdown since its inception was -13.64%, smaller than the maximum FID drawdown of -39.79%. Use the drawdown chart below to compare losses from any high point for EFFI and FID.
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Drawdown Indicators
| EFFI | FID | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.64% | -39.79% | +26.15% |
Max Drawdown (1Y)Largest decline over 1 year | -10.55% | -8.93% | -1.62% |
Max Drawdown (3Y)Largest decline over 3 years | — | -9.61% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.13% | — |
Current DrawdownCurrent decline from peak | -0.88% | -0.86% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -1.75% | -8.33% | +6.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 2.64% | +0.16% |
Volatility
EFFI vs. FID - Volatility Comparison
Harbor Osmosis International Resource Efficient ETF (EFFI) has a higher volatility of 4.04% compared to First Trust S&P International Dividend Aristocrats ETF (FID) at 2.46%. This indicates that EFFI's price experiences larger fluctuations and is considered to be riskier than FID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFFI | FID | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 2.46% | +1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 12.41% | 8.49% | +3.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.81% | 10.16% | +4.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.34% | 17.02% | -0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 18.82% | -2.48% |
EFFI vs. FID - Expense Ratio Comparison
EFFI has a 0.55% expense ratio, which is lower than FID's 0.60% expense ratio.
Dividends
EFFI vs. FID - Dividend Comparison
EFFI's dividend yield for the trailing twelve months is around 3.95%, less than FID's 4.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
EFFI Harbor Osmosis International Resource Efficient ETF | 3.95% | 4.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FID First Trust S&P International Dividend Aristocrats ETF | 4.05% | 4.30% | 4.31% | 4.19% | 4.22% | 3.76% | 3.91% | 3.70% | 1.74% |
Frequently Asked Questions
EFFI and FID have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EFFI has higher volatility (4.04%) compared to FID (2.46%). In terms of maximum drawdown, EFFI dropped -13.64% vs FID's -39.79%.
On 1-year performance, EFFI leads with 23.06% vs 22.20% for FID. On fees, EFFI is cheaper at 0.55% per year. On volatility, FID has been the lower-risk option at 2.46%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, EFFI has performed better with a 23.06% return vs 22.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EFFI is cheaper with a 0.55% expense ratio, compared with 0.60% for FID.
FID has the higher dividend yield at 4.05%, compared with 3.95% for EFFI.
They also come from different issuers: Harbor and First Trust. Their fees differ too: 0.55% for EFFI and 0.60% for FID.
FID currently has the higher Sharpe Ratio (2.20 vs 1.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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