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EFU vs. FMAG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EFU vs. FMAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort MSCI EAFE (EFU) and Fidelity Magellan ETF (FMAG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EFU achieves a -16.12% return, which is significantly lower than FMAG's 8.06% return.


EFU

1D
1.27%
1M
-7.02%
YTD
-16.12%
6M
-19.44%
1Y
-30.25%
3Y*
-23.88%
5Y*
-15.08%
10Y*
-19.60%

FMAG

1D
-0.67%
1M
3.83%
YTD
8.06%
6M
7.93%
1Y
11.99%
3Y*
20.89%
5Y*
11.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EFU vs. FMAG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EFU
ProShares UltraShort MSCI EAFE
-16.12%-41.07%-1.04%-25.36%24.26%-21.38%
FMAG
Fidelity Magellan ETF
8.06%10.40%28.52%31.25%-26.92%25.37%

Correlation

The correlation between EFU and FMAG is -0.62, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.62

Correlation (3Y)
Calculated over the trailing 3-year period

-0.62

Correlation (5Y)
Calculated over the trailing 5-year period

-0.68

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2021

-0.68

The correlation between EFU and FMAG has been stable across timeframes, ranging from -0.68 to -0.62 - a consistent structural relationship.

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Return for Risk

EFU vs. FMAG — Risk / Return Rank

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

EFU
EFU Risk / Return Rank: 11
Overall Rank
EFU Sharpe Ratio Rank: 11
Sharpe Ratio Rank
EFU Sortino Ratio Rank: 22
Sortino Ratio Rank
EFU Omega Ratio Rank: 22
Omega Ratio Rank
EFU Calmar Ratio Rank: 11
Calmar Ratio Rank
EFU Martin Ratio Rank: 11
Martin Ratio Rank

FMAG
FMAG Risk / Return Rank: 2222
Overall Rank
FMAG Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
FMAG Sortino Ratio Rank: 2323
Sortino Ratio Rank
FMAG Omega Ratio Rank: 2222
Omega Ratio Rank
FMAG Calmar Ratio Rank: 2020
Calmar Ratio Rank
FMAG Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EFU vs. FMAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort MSCI EAFE (EFU) and Fidelity Magellan ETF (FMAG). 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.


EFUFMAGDifference
Sharpe ratioReturn per unit of total volatility

-1.83

Sortino ratioReturn per unit of downside risk

-2.64

Omega ratioGain probability vs. loss probability

0.84

1.15

-0.31

Calmar ratioReturn relative to maximum drawdown

-0.89

0.86

-1.75

Martin ratioReturn relative to average drawdown

-1.50

3.05

-4.55

EFU vs. FMAG - Sharpe Ratio Comparison

The current EFU Sharpe Ratio is -0.98, which is lower than the FMAG Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of EFU and FMAG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EFUFMAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.98

0.85

-1.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.45

0.60

-1.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.44

0.62

-1.06

Drawdowns

EFU vs. FMAG - Drawdown Comparison

The maximum EFU drawdown since its inception was -99.36%, which is greater than FMAG's maximum drawdown of -32.93%. Use the drawdown chart below to compare losses from any high point for EFU and FMAG.


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Drawdown Indicators


EFUFMAGDifference

Max Drawdown

Largest peak-to-trough decline

-99.36%

-32.93%

-66.43%

Max Drawdown (1Y)

Largest decline over 1 year

-34.19%

-13.97%

-20.22%

Max Drawdown (3Y)

Largest decline over 3 years

-64.29%

-20.12%

-44.17%

Max Drawdown (5Y)

Largest decline over 5 years

-75.42%

-32.93%

-42.49%

Max Drawdown (10Y)

Largest decline over 10 years

-90.41%

Current Drawdown

Current decline from peak

-99.35%

-0.67%

-98.68%

Average Drawdown

Average peak-to-trough decline

-87.13%

-8.99%

-78.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.14%

3.95%

+16.19%

Volatility

EFU vs. FMAG - Volatility Comparison

ProShares UltraShort MSCI EAFE (EFU) has a higher volatility of 10.10% compared to Fidelity Magellan ETF (FMAG) at 3.65%. This indicates that EFU's price experiences larger fluctuations and is considered to be riskier than FMAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EFUFMAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.10%

3.65%

+6.45%

Volatility (6M)

Calculated over the trailing 6-month period

26.06%

11.33%

+14.73%

Volatility (1Y)

Calculated over the trailing 1-year period

30.91%

14.23%

+16.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.34%

19.85%

+13.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.20%

19.69%

+14.51%

EFU vs. FMAG - Expense Ratio Comparison

EFU has a 0.95% expense ratio, which is higher than FMAG's 0.59% expense ratio.


Dividends

EFU vs. FMAG - Dividend Comparison

EFU's dividend yield for the trailing twelve months is around 5.38%, more than FMAG's 0.08% yield.


PositionTTM20252024202320222021202020192018
EFU
ProShares UltraShort MSCI EAFE
5.38%5.57%3.87%6.41%1.47%0.00%0.06%0.95%0.17%
FMAG
Fidelity Magellan ETF
0.08%0.09%0.15%0.34%0.23%0.03%0.00%0.00%0.00%

Frequently Asked Questions


EFU and FMAG have a correlation of -0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EFU has higher volatility (10.10%) compared to FMAG (3.65%). In terms of maximum drawdown, EFU dropped -99.36% vs FMAG's -32.93%.

On 5-year performance, FMAG leads with 11.90% vs -15.08% for EFU. On fees, FMAG is cheaper at 0.59% per year. On volatility, FMAG has been the lower-risk option at 3.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FMAG has performed better with a 11.90% return vs -15.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FMAG is cheaper with a 0.59% expense ratio, compared with 0.95% for EFU.

EFU has the higher dividend yield at 5.38%, compared with 0.08% for FMAG.

EFU is categorized as Leveraged Equities, while FMAG is Global Equities. They also come from different issuers: ProShares and Fidelity. Their fees differ too: 0.95% for EFU and 0.59% for FMAG.

FMAG currently has the higher Sharpe Ratio (0.85 vs -0.98), 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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