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FID vs. BFIT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FID and BFIT is 0.43, 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.


-0.50.00.51.00.4

Performance

FID vs. BFIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust S&P International Dividend Aristocrats ETF (FID) and Global X Health & Wellness ETF (BFIT). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
1.81%
0
FID
BFIT

Key characteristics

Returns By Period


FID

YTD

-0.68%

1M

0.68%

6M

1.81%

1Y

7.55%

5Y*

1.56%

10Y*

2.62%

BFIT

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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FID vs. BFIT - Expense Ratio Comparison

FID has a 0.60% expense ratio, which is higher than BFIT's 0.50% expense ratio.


FID
First Trust S&P International Dividend Aristocrats ETF
Expense ratio chart for FID: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for BFIT: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

FID vs. BFIT — Risk-Adjusted Performance Rank

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

FID
The Risk-Adjusted Performance Rank of FID is 2727
Overall Rank
The Sharpe Ratio Rank of FID is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of FID is 2626
Sortino Ratio Rank
The Omega Ratio Rank of FID is 2525
Omega Ratio Rank
The Calmar Ratio Rank of FID is 2727
Calmar Ratio Rank
The Martin Ratio Rank of FID is 2828
Martin Ratio Rank

BFIT
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FID vs. BFIT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust S&P International Dividend Aristocrats ETF (FID) and Global X Health & Wellness ETF (BFIT). 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.


Sharpe ratio
The chart of Sharpe ratio for FID, currently valued at 0.73, compared to the broader market0.002.004.000.730.42
The chart of Sortino ratio for FID, currently valued at 1.07, compared to the broader market0.005.0010.001.070.61
The chart of Omega ratio for FID, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.29
The chart of Calmar ratio for FID, currently valued at 0.56, compared to the broader market0.005.0010.0015.000.560.02
The chart of Martin ratio for FID, currently valued at 2.55, compared to the broader market0.0020.0040.0060.0080.00100.002.551.38
FID
BFIT


Rolling 12-month Sharpe Ratio-1.000.001.002.00AugustSeptemberOctoberNovemberDecember2025
0.73
0.42
FID
BFIT

Dividends

FID vs. BFIT - Dividend Comparison

FID's dividend yield for the trailing twelve months is around 4.34%, while BFIT has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FID
First Trust S&P International Dividend Aristocrats ETF
4.34%4.31%4.19%4.22%3.76%3.91%3.70%5.46%4.84%4.82%4.20%5.08%
BFIT
Global X Health & Wellness ETF
0.00%0.00%1.56%0.93%0.65%0.52%0.57%0.49%0.87%0.52%0.00%0.00%

Drawdowns

FID vs. BFIT - Drawdown Comparison


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.67%
-28.69%
FID
BFIT

Volatility

FID vs. BFIT - Volatility Comparison

First Trust S&P International Dividend Aristocrats ETF (FID) has a higher volatility of 3.26% compared to Global X Health & Wellness ETF (BFIT) at 0.00%. This indicates that FID's price experiences larger fluctuations and is considered to be riskier than BFIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%AugustSeptemberOctoberNovemberDecember2025
3.26%
0
FID
BFIT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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