ESGD vs. FNIDX
Compare and contrast key facts about iShares ESG Aware MSCI EAFE ETF (ESGD) and Fidelity International Sustainability Index Fd (FNIDX).
ESGD is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Extended ESG Focus Index. It was launched on Jun 28, 2016. FNIDX is managed by Fidelity. It was launched on May 9, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESGD or FNIDX.
Performance
ESGD vs. FNIDX - Performance Comparison
Returns By Period
In the year-to-date period, ESGD achieves a 4.68% return, which is significantly lower than FNIDX's 6.75% return.
ESGD
4.68%
-4.50%
-2.45%
11.33%
5.72%
N/A
FNIDX
6.75%
-4.87%
-0.40%
12.41%
4.75%
N/A
Key characteristics
| ESGD | FNIDX | |
|---|---|---|
| Sharpe Ratio | 0.84 | 0.88 |
| Sortino Ratio | 1.23 | 1.33 |
| Omega Ratio | 1.15 | 1.17 |
| Calmar Ratio | 1.26 | 0.80 |
| Martin Ratio | 3.84 | 4.20 |
| Ulcer Index | 2.84% | 2.86% |
| Daily Std Dev | 12.92% | 13.63% |
| Max Drawdown | -33.70% | -33.17% |
| Current Drawdown | -8.52% | -8.36% |
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ESGD vs. FNIDX - Expense Ratio Comparison
Both ESGD and FNIDX have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between ESGD and FNIDX is 0.94, 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.
Risk-Adjusted Performance
ESGD vs. FNIDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware MSCI EAFE ETF (ESGD) and Fidelity International Sustainability Index Fd (FNIDX). 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
ESGD vs. FNIDX - Dividend Comparison
ESGD's dividend yield for the trailing twelve months is around 3.06%, more than FNIDX's 2.47% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
ESGD iShares ESG Aware MSCI EAFE ETF | 3.06% | 3.02% | 2.59% | 2.75% | 1.63% | 2.57% | 2.69% | 2.65% | 0.09% |
FNIDX Fidelity International Sustainability Index Fd | 2.47% | 2.64% | 2.32% | 1.94% | 1.13% | 2.17% | 2.28% | 0.81% | 0.00% |
Drawdowns
ESGD vs. FNIDX - Drawdown Comparison
The maximum ESGD drawdown since its inception was -33.70%, roughly equal to the maximum FNIDX drawdown of -33.17%. Use the drawdown chart below to compare losses from any high point for ESGD and FNIDX. For additional features, visit the drawdowns tool.
Volatility
ESGD vs. FNIDX - Volatility Comparison
iShares ESG Aware MSCI EAFE ETF (ESGD) has a higher volatility of 3.94% compared to Fidelity International Sustainability Index Fd (FNIDX) at 3.74%. This indicates that ESGD's price experiences larger fluctuations and is considered to be riskier than FNIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.