FEMD vs. AUSF
FEMD (First Eagle Mid Cap Equity ETF) and AUSF (Global X Adaptive U.S. Factor ETF) are both Mid Cap Value Equities funds. FEMD is actively managed, while AUSF is passively managed. Their 0.38 correlation means their historical movements had little consistent relationship. FEMD charges 0.55%/yr vs 0.27%/yr for AUSF.
Performance
FEMD vs. AUSF - Performance Comparison
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Returns By Period
FEMD
- 1D
- 0.16%
- 1M
- -1.30%
- 6M
- 4.95%
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
AUSF
- 1D
- -0.21%
- 1M
- 3.29%
- 6M
- 7.58%
- YTD
- 12.60%
- 1Y
- 20.12%
- 3Y*
- 19.13%
- 5Y*
- 14.47%
- 10Y*
- —
- ALL TIME*
- 12.70%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.36M | $2.26M | $3.95M | |
| $8.87K | $45.86K | $51.46K |
FEMD vs. AUSF - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
FEMD First Eagle Mid Cap Equity ETF | 3.90% |
AUSF Global X Adaptive U.S. Factor ETF | 8.25% |
Correlation
The correlation between FEMD and AUSF is 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jan 27, 2026 | 0.38 |
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Return for Risk
FEMD vs. AUSF — Risk / Return Rank
FEMD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
AUSF
FEMD vs. AUSF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Eagle Mid Cap Equity ETF (FEMD) and Global X Adaptive U.S. Factor ETF (AUSF). 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.
| FEMD | AUSF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.32 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.27 | — |
| Martin ratioReturn relative to average drawdown | — | 9.56 | — |
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Drawdowns
FEMD vs. AUSF - Drawdown Comparison
The maximum FEMD drawdown since its inception was -11.51%, smaller than the maximum AUSF drawdown of -44.25%. Use the drawdown chart below to compare losses from any high point for FEMD and AUSF.
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Drawdown Indicators
| FEMD | AUSF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.51% | -44.25% | +32.74% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.84% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.29% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -14.23% | — |
Current DrawdownCurrent decline from peak | -5.39% | -1.62% | -3.77% |
Average DrawdownAverage peak-to-trough decline | -3.42% | -4.16% | +0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.99% | — |
Volatility
FEMD vs. AUSF - Volatility Comparison
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Volatility by Period
| FEMD | AUSF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.73% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.46% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 20.02% | 10.46% | +9.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.02% | 13.62% | +6.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.02% | 18.96% | +1.06% |
FEMD vs. AUSF - Expense Ratio Comparison
FEMD has a 0.55% expense ratio, which is higher than AUSF's 0.27% expense ratio.
Dividends
FEMD vs. AUSF - Dividend Comparison
FEMD has not paid dividends to shareholders, while AUSF's dividend yield for the trailing twelve months is around 2.61%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
AUSF Global X Adaptive U.S. Factor ETF | 2.61% | 2.78% | 2.63% | 1.83% | 2.51% | 2.22% | 2.95% | 4.02% | 1.46% |
FEMD First Eagle Mid Cap Equity ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FEMD and AUSF have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AUSF is cheaper at 0.27% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AUSF is cheaper with a 0.27% expense ratio, compared with 0.55% for FEMD.
AUSF has the higher dividend yield at 2.61%, compared with 0.00% for FEMD.
They also come from different issuers: First Eagle and Global X. Their fees differ too: 0.55% for FEMD and 0.27% for AUSF.
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