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FINT vs. FID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FINT vs. FID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Frontier Asset Total International Equity ETF (FINT) and First Trust S&P International Dividend Aristocrats ETF (FID). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FINT achieves a 14.98% return, which is significantly higher than FID's 8.56% return.


FINT

1D
-0.96%
1M
4.34%
YTD
14.98%
6M
17.18%
1Y
31.76%
3Y*
5Y*
10Y*

FID

1D
-1.11%
1M
2.56%
YTD
8.56%
6M
10.95%
1Y
23.28%
3Y*
17.43%
5Y*
7.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FINT vs. FID - Yearly Performance Comparison


Correlation

The correlation between FINT and FID is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

Correlation (All Time)
Calculated using the full available price history since Dec 23, 2024

0.76

The correlation between FINT and FID has been stable across timeframes, ranging from 0.76 to 0.81 - a consistent structural relationship.

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Return for Risk

FINT vs. FID — Risk / Return Rank

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

FINT
FINT Risk / Return Rank: 6868
Overall Rank
FINT Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FINT Sortino Ratio Rank: 6868
Sortino Ratio Rank
FINT Omega Ratio Rank: 7070
Omega Ratio Rank
FINT Calmar Ratio Rank: 6565
Calmar Ratio Rank
FINT Martin Ratio Rank: 6868
Martin Ratio Rank

FID
FID Risk / Return Rank: 6262
Overall Rank
FID Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FID Sortino Ratio Rank: 7171
Sortino Ratio Rank
FID Omega Ratio Rank: 6767
Omega Ratio Rank
FID Calmar Ratio Rank: 5353
Calmar Ratio Rank
FID Martin Ratio Rank: 5353
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.

FINT vs. FID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Frontier Asset Total International Equity ETF (FINT) and First Trust S&P International Dividend Aristocrats ETF (FID). 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.


FINTFIDDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.41

1.41

+0.01

Calmar ratioReturn relative to maximum drawdown

3.16

2.62

+0.55

Martin ratioReturn relative to average drawdown

12.35

9.14

+3.21

FINT vs. FID - Sharpe Ratio Comparison

The current FINT Sharpe Ratio is 2.28, which is comparable to the FID Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of FINT and FID, 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


FINTFIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

2.30

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

1.99

0.39

+1.60

Drawdowns

FINT vs. FID - Drawdown Comparison

The maximum FINT drawdown since its inception was -13.64%, smaller than the maximum FID drawdown of -39.79%. Use the drawdown chart below to compare losses from any high point for FINT and FID.


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Drawdown Indicators


FINTFIDDifference

Max Drawdown

Largest peak-to-trough decline

-13.64%

-39.79%

+26.15%

Max Drawdown (1Y)

Largest decline over 1 year

-10.08%

-8.93%

-1.15%

Max Drawdown (3Y)

Largest decline over 3 years

-10.97%

Max Drawdown (5Y)

Largest decline over 5 years

-29.13%

Current Drawdown

Current decline from peak

-0.96%

-1.11%

+0.15%

Average Drawdown

Average peak-to-trough decline

-1.54%

-8.47%

+6.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

2.55%

+0.03%

Volatility

FINT vs. FID - Volatility Comparison

Frontier Asset Total International Equity ETF (FINT) has a higher volatility of 4.92% compared to First Trust S&P International Dividend Aristocrats ETF (FID) at 3.00%. This indicates that FINT's price experiences larger fluctuations and is considered to be riskier than FID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FINTFIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

3.00%

+1.92%

Volatility (6M)

Calculated over the trailing 6-month period

11.83%

8.12%

+3.71%

Volatility (1Y)

Calculated over the trailing 1-year period

13.98%

10.16%

+3.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.90%

17.04%

-1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.90%

18.96%

-3.06%

FINT vs. FID - Expense Ratio Comparison

FINT has a 0.90% expense ratio, which is higher than FID's 0.60% expense ratio.


Dividends

FINT vs. FID - Dividend Comparison

FINT's dividend yield for the trailing twelve months is around 1.91%, less than FID's 4.02% yield.


PositionTTM20252024202320222021202020192018
FID
First Trust S&P International Dividend Aristocrats ETF
4.02%4.30%4.31%4.19%4.22%3.76%3.91%3.70%1.74%
FINT
Frontier Asset Total International Equity ETF
1.91%2.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FINT and FID have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FINT has higher volatility (4.92%) compared to FID (3.00%). In terms of maximum drawdown, FINT dropped -13.64% vs FID's -39.79%.

On 1-year performance, FINT leads with 31.76% vs 23.28% for FID. On fees, FID is cheaper at 0.60% per year. On volatility, FID has been the lower-risk option at 3.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FINT has performed better with a 31.76% return vs 23.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FID is cheaper with a 0.60% expense ratio, compared with 0.90% for FINT.

FID has the higher dividend yield at 4.02%, compared with 1.91% for FINT.

They also come from different issuers: Frontier and First Trust. Their fees differ too: 0.90% for FINT and 0.60% for FID.

FID currently has the higher Sharpe Ratio (2.30 vs 2.28), 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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