FNIDX vs. ESGD
Compare and contrast key facts about Fidelity International Sustainability Index Fd (FNIDX) and iShares ESG Aware MSCI EAFE ETF (ESGD).
FNIDX is managed by Fidelity. It was launched on May 9, 2017. ESGD is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Extended ESG Focus Index. It was launched on Jun 28, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FNIDX or ESGD.
Performance
FNIDX vs. ESGD - Performance Comparison
Returns By Period
In the year-to-date period, FNIDX achieves a 6.75% return, which is significantly higher than ESGD's 4.69% return.
FNIDX
6.75%
-4.22%
0.16%
12.41%
4.75%
N/A
ESGD
4.69%
-3.99%
-1.88%
11.10%
5.72%
N/A
Key characteristics
| FNIDX | ESGD | |
|---|---|---|
| Sharpe Ratio | 0.91 | 0.88 |
| Sortino Ratio | 1.37 | 1.28 |
| Omega Ratio | 1.17 | 1.16 |
| Calmar Ratio | 0.83 | 1.31 |
| Martin Ratio | 4.26 | 3.93 |
| Ulcer Index | 2.91% | 2.89% |
| Daily Std Dev | 13.62% | 12.91% |
| Max Drawdown | -33.17% | -33.70% |
| Current Drawdown | -8.36% | -8.51% |
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FNIDX vs. ESGD - Expense Ratio Comparison
Both FNIDX and ESGD have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between FNIDX and ESGD is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
FNIDX vs. ESGD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International Sustainability Index Fd (FNIDX) and iShares ESG Aware MSCI EAFE ETF (ESGD). 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.
Dividends
FNIDX vs. ESGD - Dividend Comparison
FNIDX's dividend yield for the trailing twelve months is around 2.47%, less than ESGD's 3.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
FNIDX Fidelity International Sustainability Index Fd | 2.47% | 2.64% | 2.32% | 1.94% | 1.13% | 2.17% | 2.28% | 0.81% | 0.00% |
ESGD iShares ESG Aware MSCI EAFE ETF | 3.06% | 3.02% | 2.59% | 2.75% | 1.63% | 2.57% | 2.69% | 2.65% | 0.09% |
Drawdowns
FNIDX vs. ESGD - Drawdown Comparison
The maximum FNIDX drawdown since its inception was -33.17%, roughly equal to the maximum ESGD drawdown of -33.70%. Use the drawdown chart below to compare losses from any high point for FNIDX and ESGD. For additional features, visit the drawdowns tool.
Volatility
FNIDX vs. ESGD - Volatility Comparison
Fidelity International Sustainability Index Fd (FNIDX) and iShares ESG Aware MSCI EAFE ETF (ESGD) have volatilities of 3.65% and 3.83%, 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.