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FNIDX vs. ESGD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FNIDX and ESGD is 0.77, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

FNIDX vs. ESGD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Sustainability Index Fd (FNIDX) and iShares ESG Aware MSCI EAFE ETF (ESGD). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
49.31%
65.13%
FNIDX
ESGD

Key characteristics

Sharpe Ratio

FNIDX:

0.66

ESGD:

0.64

Sortino Ratio

FNIDX:

1.01

ESGD:

1.01

Omega Ratio

FNIDX:

1.13

ESGD:

1.14

Calmar Ratio

FNIDX:

0.72

ESGD:

0.81

Martin Ratio

FNIDX:

2.14

ESGD:

2.37

Ulcer Index

FNIDX:

5.03%

ESGD:

4.74%

Daily Std Dev

FNIDX:

16.46%

ESGD:

17.59%

Max Drawdown

FNIDX:

-33.17%

ESGD:

-33.70%

Current Drawdown

FNIDX:

-3.21%

ESGD:

-0.75%

Returns By Period

In the year-to-date period, FNIDX achieves a 6.70% return, which is significantly lower than ESGD's 10.49% return.


FNIDX

YTD

6.70%

1M

0.39%

6M

2.10%

1Y

10.86%

5Y*

9.50%

10Y*

N/A

ESGD

YTD

10.49%

1M

1.43%

6M

6.40%

1Y

11.97%

5Y*

11.95%

10Y*

N/A

*Annualized

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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%.


Expense ratio chart for FNIDX: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FNIDX: 0.20%
Expense ratio chart for ESGD: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ESGD: 0.20%

Risk-Adjusted Performance

FNIDX vs. ESGD — Risk-Adjusted Performance Rank

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

FNIDX
The Risk-Adjusted Performance Rank of FNIDX is 6666
Overall Rank
The Sharpe Ratio Rank of FNIDX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of FNIDX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of FNIDX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FNIDX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FNIDX is 6060
Martin Ratio Rank

ESGD
The Risk-Adjusted Performance Rank of ESGD is 6868
Overall Rank
The Sharpe Ratio Rank of ESGD is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of ESGD is 6666
Sortino Ratio Rank
The Omega Ratio Rank of ESGD is 6464
Omega Ratio Rank
The Calmar Ratio Rank of ESGD is 7878
Calmar Ratio Rank
The Martin Ratio Rank of ESGD is 6565
Martin Ratio Rank
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.

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.


The chart of Sharpe ratio for FNIDX, currently valued at 0.66, compared to the broader market-1.000.001.002.003.00
FNIDX: 0.66
ESGD: 0.64
The chart of Sortino ratio for FNIDX, currently valued at 1.01, compared to the broader market-2.000.002.004.006.008.00
FNIDX: 1.01
ESGD: 1.01
The chart of Omega ratio for FNIDX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.00
FNIDX: 1.13
ESGD: 1.14
The chart of Calmar ratio for FNIDX, currently valued at 0.72, compared to the broader market0.002.004.006.008.0010.00
FNIDX: 0.72
ESGD: 0.81
The chart of Martin ratio for FNIDX, currently valued at 2.14, compared to the broader market0.0010.0020.0030.0040.0050.00
FNIDX: 2.14
ESGD: 2.37

The current FNIDX Sharpe Ratio is 0.66, which is comparable to the ESGD Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of FNIDX and ESGD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.66
0.64
FNIDX
ESGD

Dividends

FNIDX vs. ESGD - Dividend Comparison

FNIDX's dividend yield for the trailing twelve months is around 2.19%, less than ESGD's 2.93% yield.


TTM202420232022202120202019201820172016
FNIDX
Fidelity International Sustainability Index Fd
2.19%2.34%2.64%2.32%1.94%1.13%2.17%2.28%0.81%0.00%
ESGD
iShares ESG Aware MSCI EAFE ETF
2.93%3.23%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.21%
-0.75%
FNIDX
ESGD

Volatility

FNIDX vs. ESGD - Volatility Comparison

The current volatility for Fidelity International Sustainability Index Fd (FNIDX) is 10.45%, while iShares ESG Aware MSCI EAFE ETF (ESGD) has a volatility of 11.65%. This indicates that FNIDX experiences smaller price fluctuations and is considered to be less risky than ESGD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.45%
11.65%
FNIDX
ESGD