FIS vs. EFA
FIS (Fidelity National Information Services, Inc.) is a stock, while EFA (iShares MSCI EAFE ETF) is Foreign Large Cap Equities fund tracking the MSCI EAFE Index (Net). Over the past 10 years, FIS returned -3.70%/yr vs 9.47%/yr for EFA. Their 0.49 correlation means their historical movements had little consistent relationship.
Performance
FIS vs. EFA - Performance Comparison
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Returns By Period
In the year-to-date period, FIS achieves a -31.28% return, which is significantly lower than EFA's 11.69% return. Over the past 10 years, FIS has underperformed EFA with an annualized return of -3.70%, while EFA has yielded a comparatively higher 9.47% annualized return.
FIS
- 1D
- -2.67%
- 1M
- 7.11%
- 6M
- -17.34%
- YTD
- -31.28%
- 1Y
- -41.02%
- 3Y*
- -7.42%
- 5Y*
- -19.38%
- 10Y*
- -3.70%
- ALL TIME*
- 6.68%
EFA
- 1D
- -0.62%
- 1M
- 1.16%
- 6M
- 6.46%
- YTD
- 11.69%
- 1Y
- 25.09%
- 3Y*
- 16.41%
- 5Y*
- 9.23%
- 10Y*
- 9.47%
- ALL TIME*
- 6.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.24B | $1.12B | $1.39B | |
| $259.13M | $245.47M | $282.24M |
FIS vs. EFA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIS Fidelity National Information Services, Inc. | -31.28% | -15.85% | 36.96% | -8.21% | -36.46% | -21.90% | 2.71% | 37.19% | 10.32% | 26.04% |
EFA iShares MSCI EAFE ETF | 11.69% | 31.55% | 3.49% | 18.36% | -14.39% | 11.45% | 7.60% | 22.04% | -13.82% | 25.07% |
Correlation
The correlation between FIS and EFA is 0.11, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.11 |
Correlation (3Y) Balances recent behavior with more history. | 0.30 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.42 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.45 |
Correlation (All Time) Calculated using the full available price history since Aug 17, 2001 | 0.49 |
Over the past year, the correlation between FIS and EFA has dropped to 0.11 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.
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Return for Risk
FIS vs. EFA — Risk / Return Rank
FIS
EFA
FIS vs. EFA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity National Information Services, Inc. (FIS) and iShares MSCI EAFE ETF (EFA). 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.
| FIS | EFA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.86 | ||
| Sortino ratioReturn per unit of downside risk | -4.11 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 1.28 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | 2.18 | -3.00 |
| Martin ratioReturn relative to average drawdown | -1.33 | 8.23 | -9.55 |
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Drawdowns
FIS vs. EFA - Drawdown Comparison
The maximum FIS drawdown since its inception was -72.46%, which is greater than EFA's maximum drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for FIS and EFA.
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Drawdown Indicators
| FIS | EFA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.46% | -61.04% | -11.42% |
Max Drawdown (1Y)Largest decline over 1 year | -50.68% | -11.42% | -39.26% |
Max Drawdown (3Y)Largest decline over 3 years | -56.55% | -14.05% | -42.50% |
Max Drawdown (5Y)Largest decline over 5 years | -68.19% | -29.53% | -38.66% |
Max Drawdown (10Y)Largest decline over 10 years | -72.46% | -34.19% | -38.27% |
Current DrawdownCurrent decline from peak | -67.31% | -0.62% | -66.69% |
Average DrawdownAverage peak-to-trough decline | -19.99% | -11.86% | -8.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.90% | 3.02% | +28.88% |
Volatility
FIS vs. EFA - Volatility Comparison
Fidelity National Information Services, Inc. (FIS) has a higher volatility of 12.42% compared to iShares MSCI EAFE ETF (EFA) at 4.69%. This indicates that FIS's price experiences larger fluctuations and is considered to be riskier than EFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIS | EFA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.42% | 4.69% | +7.73% |
Volatility (6M)Calculated over the trailing 6-month period | 27.22% | 13.71% | +13.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.88% | 15.79% | +17.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.92% | 16.62% | +17.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.14% | 17.00% | +13.14% |
Dividends
FIS vs. EFA - Dividend Comparison
FIS's dividend yield for the trailing twelve months is around 3.75%, more than EFA's 3.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFA iShares MSCI EAFE ETF | 3.19% | 3.38% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% |
FIS Fidelity National Information Services, Inc. | 3.75% | 2.41% | 1.78% | 3.46% | 2.77% | 1.43% | 0.99% | 1.01% | 1.25% | 1.23% | 1.37% | 1.72% |
Frequently Asked Questions
FIS and EFA have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FIS has higher volatility (12.42%) compared to EFA (4.69%). In terms of maximum drawdown, FIS dropped -72.46% vs EFA's -61.04%.
EFA currently has the higher Sharpe Ratio (1.58 vs -1.28), 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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