FSFL.L vs. NIHI

Last updated Apr 2, 2026

Compare and contrast key facts about Foresight Solar Fund Ltd (FSFL.L) and NEOS MSCI EAFE High Income ETF (NIHI).

NIHI is an actively managed fund by Neos. It was launched on Sep 16, 2025.

Performance

FSFL.L vs. NIHI - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Foresight Solar Fund Ltd (FSFL.L) and NEOS MSCI EAFE High Income ETF (NIHI). The values are adjusted to include any dividend payments, if applicable.

FSFL.L vs. NIHI - Yearly Performance Comparison

	2026 (YTD)	2025
FSFL.L Foresight Solar Fund Ltd	0.44%	-15.19%
NIHI NEOS MSCI EAFE High Income ETF	2.00%	6.51%

Different Trading Currencies

FSFL.L is traded in GBp, while NIHI is traded in USD. To make them comparable, the NIHI values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, FSFL.L achieves a 0.44% return, which is significantly lower than NIHI's 2.00% return.

FSFL.L

• 1D: 1.79%
• 1M: -2.49%
• YTD: 0.44%
• 6M: -13.82%
• 1Y: -13.35%
• 3Y*: -9.34%
• 5Y*: -1.59%
• 10Y*: 2.41%

NIHI

• 1D: 1.35%
• 1M: -3.33%
• YTD: 2.00%
• 6M: 6.33%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

FSFL.L vs. NIHI — Risk / Return Rank

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

FSFL.L

FSFL.L Risk / Return Rank: 20
FSFL.L Sharpe Ratio Rank: 15
FSFL.L Sortino Ratio Rank: 15
FSFL.L Omega Ratio Rank: 15
FSFL.L Calmar Ratio Rank: 26
FSFL.L Martin Ratio Rank: 28

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.

FSFL.L vs. NIHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Foresight Solar Fund Ltd (FSFL.L) and NEOS MSCI EAFE High Income ETF (NIHI). 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.

	FSFL.L	NIHI	Difference
Sharpe ratio Return per unit of total volatility	-0.60	—	—
Sortino ratio Return per unit of downside risk	-0.70	—	—
Omega ratio Gain probability vs. loss probability	0.91	—	—
Calmar ratio Return relative to maximum drawdown	-0.44	—	—
Martin ratio Return relative to average drawdown	-0.72	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	FSFL.L	NIHI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.60	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.09	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.15	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	1.15	-0.96

Correlation

The correlation between FSFL.L and NIHI is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

FSFL.L vs. NIHI - Dividend Comparison

FSFL.L's dividend yield for the trailing twelve months is around 12.88%, more than NIHI's 6.40% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FSFL.L Foresight Solar Fund Ltd	12.88%	12.50%	10.10%	7.18%	5.93%	6.85%	6.66%	5.30%	5.96%	4.36%	5.91%	7.57%
NIHI NEOS MSCI EAFE High Income ETF	6.40%	3.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

FSFL.L vs. NIHI - Drawdown Comparison

The maximum FSFL.L drawdown since its inception was -35.01%, which is greater than NIHI's maximum drawdown of -9.77%. Use the drawdown chart below to compare losses from any high point for FSFL.L and NIHI.

Drawdown Indicators

	FSFL.L	NIHI	Difference
Max Drawdown Largest peak-to-trough decline	-35.01%	-10.88%	-24.13%
Max Drawdown (1Y) Largest decline over 1 year	-29.91%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-35.01%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-35.01%	—	—
Current Drawdown Current decline from peak	-32.09%	-6.28%	-25.81%
Average Drawdown Average peak-to-trough decline	-8.39%	-2.24%	-6.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.00%	—	—

Volatility

Volatility by Period

	FSFL.L	NIHI	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.69%	—	—
Volatility (6M) Calculated over the trailing 6-month period	17.51%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	22.20%	14.62%	+7.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.31%	14.62%	+3.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.57%	14.62%	+1.95%