FIDI vs. EFAS
FIDI (Fidelity International High Dividend ETF) and EFAS (Global X MSCI SuperDividend® EAFE ETF) are both Foreign Large Cap Equities funds - FIDI tracks the Fidelity® International High Dividend Index while EFAS tracks the MSCI EAFE Top 50 Dividend Index. Both are passively managed. Over the past 5 years, FIDI returned 10.43%/yr vs 12.04%/yr for EFAS. Their correlation of 0.81 suggests significant overlap in exposure. FIDI charges 0.39%/yr vs 0.56%/yr for EFAS.
Performance
FIDI vs. EFAS - Performance Comparison
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Returns By Period
In the year-to-date period, FIDI achieves a 8.93% return, which is significantly lower than EFAS's 12.96% return.
FIDI
- 1D
- -0.57%
- 1M
- 0.38%
- YTD
- 8.93%
- 6M
- 12.21%
- 1Y
- 25.24%
- 3Y*
- 19.10%
- 5Y*
- 10.43%
- 10Y*
- —
EFAS
- 1D
- -0.58%
- 1M
- -0.80%
- YTD
- 12.96%
- 6M
- 17.29%
- 1Y
- 28.68%
- 3Y*
- 24.47%
- 5Y*
- 12.04%
- 10Y*
- —
FIDI vs. EFAS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FIDI Fidelity International High Dividend ETF | 8.93% | 39.34% | -0.06% | 16.28% | -4.73% | 16.87% | -11.68% | 15.47% | -20.16% |
EFAS Global X MSCI SuperDividend® EAFE ETF | 12.96% | 46.83% | 3.07% | 14.65% | -8.00% | 12.75% | -5.42% | 14.60% | -14.52% |
Correlation
The correlation between FIDI and EFAS is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2018 | 0.81 |
The correlation between FIDI and EFAS has been stable across timeframes, ranging from 0.79 to 0.83 - a consistent structural relationship.
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Return for Risk
FIDI vs. EFAS — Risk / Return Rank
FIDI
EFAS
FIDI vs. EFAS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International High Dividend ETF (FIDI) and Global X MSCI SuperDividend® EAFE ETF (EFAS). 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.
| FIDI | EFAS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.47 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 5.44 | -1.79 |
| Martin ratioReturn relative to average drawdown | 13.04 | 14.48 | -1.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FIDI | EFAS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 2.73 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.78 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.56 | -0.25 |
Drawdowns
FIDI vs. EFAS - Drawdown Comparison
The maximum FIDI drawdown since its inception was -46.34%, roughly equal to the maximum EFAS drawdown of -44.38%. Use the drawdown chart below to compare losses from any high point for FIDI and EFAS.
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Drawdown Indicators
| FIDI | EFAS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.34% | -44.38% | -1.96% |
Max Drawdown (1Y)Largest decline over 1 year | -6.96% | -5.30% | -1.66% |
Max Drawdown (3Y)Largest decline over 3 years | -12.09% | -11.84% | -0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -26.05% | -28.81% | +2.76% |
Current DrawdownCurrent decline from peak | -2.24% | -3.01% | +0.77% |
Average DrawdownAverage peak-to-trough decline | -9.79% | -7.08% | -2.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 1.99% | -0.05% |
Volatility
FIDI vs. EFAS - Volatility Comparison
Fidelity International High Dividend ETF (FIDI) and Global X MSCI SuperDividend® EAFE ETF (EFAS) have volatilities of 3.09% and 2.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIDI | EFAS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 2.96% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 9.00% | 8.20% | +0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.60% | 10.60% | +1.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 15.59% | -0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.73% | 18.33% | +0.40% |
FIDI vs. EFAS - Expense Ratio Comparison
FIDI has a 0.39% expense ratio, which is lower than EFAS's 0.56% expense ratio.
Dividends
FIDI vs. EFAS - Dividend Comparison
FIDI's dividend yield for the trailing twelve months is around 4.13%, less than EFAS's 5.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
EFAS Global X MSCI SuperDividend® EAFE ETF | 5.05% | 4.83% | 6.76% | 6.33% | 7.28% | 5.19% | 4.34% | 5.75% | 6.63% | 6.15% | 0.21% |
FIDI Fidelity International High Dividend ETF | 4.13% | 4.33% | 5.72% | 4.80% | 5.09% | 4.00% | 3.36% | 4.26% | 4.37% | 0.00% | 0.00% |
Frequently Asked Questions
FIDI and EFAS 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.
FIDI has higher volatility (3.09%) compared to EFAS (2.96%). In terms of maximum drawdown, FIDI dropped -46.34% vs EFAS's -44.38%.
On 5-year performance, EFAS leads with 12.04% vs 10.43% for FIDI. On fees, FIDI is cheaper at 0.39% per year. On volatility, EFAS has been the lower-risk option at 2.96%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, EFAS has performed better with a 12.04% return vs 10.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FIDI is cheaper with a 0.39% expense ratio, compared with 0.56% for EFAS.
EFAS has the higher dividend yield at 5.05%, compared with 4.13% for FIDI.
FIDI tracks Fidelity® International High Dividend Index, while EFAS tracks MSCI EAFE Top 50 Dividend Index. They also come from different issuers: Fidelity and Global X. Their fees differ too: 0.39% for FIDI and 0.56% for EFAS.
EFAS currently has the higher Sharpe Ratio (2.73 vs 2.19), 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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