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IEFA vs. ONEQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IEFA and ONEQ is 0.72, 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.


-0.50.00.51.00.7

Performance

IEFA vs. ONEQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI EAFE ETF (IEFA) and Fidelity NASDAQ Composite Index Tracking Stock (ONEQ). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
-2.03%
11.29%
IEFA
ONEQ

Key characteristics

Sharpe Ratio

IEFA:

0.65

ONEQ:

1.82

Sortino Ratio

IEFA:

0.97

ONEQ:

2.39

Omega Ratio

IEFA:

1.12

ONEQ:

1.32

Calmar Ratio

IEFA:

0.80

ONEQ:

2.50

Martin Ratio

IEFA:

1.97

ONEQ:

9.20

Ulcer Index

IEFA:

4.18%

ONEQ:

3.60%

Daily Std Dev

IEFA:

12.72%

ONEQ:

18.18%

Max Drawdown

IEFA:

-34.79%

ONEQ:

-55.09%

Current Drawdown

IEFA:

-7.95%

ONEQ:

-2.56%

Returns By Period

In the year-to-date period, IEFA achieves a 1.54% return, which is significantly lower than ONEQ's 1.76% return. Over the past 10 years, IEFA has underperformed ONEQ with an annualized return of 5.57%, while ONEQ has yielded a comparatively higher 16.69% annualized return.


IEFA

YTD

1.54%

1M

1.70%

6M

-2.03%

1Y

7.29%

5Y*

4.56%

10Y*

5.57%

ONEQ

YTD

1.76%

1M

1.43%

6M

11.29%

1Y

31.36%

5Y*

17.16%

10Y*

16.69%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IEFA vs. ONEQ - Expense Ratio Comparison

IEFA has a 0.07% expense ratio, which is lower than ONEQ's 0.21% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


ONEQ
Fidelity NASDAQ Composite Index Tracking Stock
Expense ratio chart for ONEQ: current value at 0.21% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.21%
Expense ratio chart for IEFA: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

IEFA vs. ONEQ — Risk-Adjusted Performance Rank

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

IEFA
The Risk-Adjusted Performance Rank of IEFA is 2727
Overall Rank
The Sharpe Ratio Rank of IEFA is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of IEFA is 2525
Sortino Ratio Rank
The Omega Ratio Rank of IEFA is 2424
Omega Ratio Rank
The Calmar Ratio Rank of IEFA is 3737
Calmar Ratio Rank
The Martin Ratio Rank of IEFA is 2424
Martin Ratio Rank

ONEQ
The Risk-Adjusted Performance Rank of ONEQ is 7070
Overall Rank
The Sharpe Ratio Rank of ONEQ is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of ONEQ is 6767
Sortino Ratio Rank
The Omega Ratio Rank of ONEQ is 7070
Omega Ratio Rank
The Calmar Ratio Rank of ONEQ is 7171
Calmar Ratio Rank
The Martin Ratio Rank of ONEQ is 7070
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.

IEFA vs. ONEQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI EAFE ETF (IEFA) and Fidelity NASDAQ Composite Index Tracking Stock (ONEQ). 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.


Sharpe ratio
The chart of Sharpe ratio for IEFA, currently valued at 0.65, compared to the broader market0.002.004.000.651.82
The chart of Sortino ratio for IEFA, currently valued at 0.97, compared to the broader market0.005.0010.000.972.39
The chart of Omega ratio for IEFA, currently valued at 1.12, compared to the broader market1.002.003.001.121.32
The chart of Calmar ratio for IEFA, currently valued at 0.80, compared to the broader market0.005.0010.0015.000.802.50
The chart of Martin ratio for IEFA, currently valued at 1.97, compared to the broader market0.0020.0040.0060.0080.00100.001.979.20
IEFA
ONEQ

The current IEFA Sharpe Ratio is 0.65, which is lower than the ONEQ Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of IEFA and ONEQ, 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 Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.65
1.82
IEFA
ONEQ

Dividends

IEFA vs. ONEQ - Dividend Comparison

IEFA's dividend yield for the trailing twelve months is around 3.42%, more than ONEQ's 0.64% yield.


TTM20242023202220212020201920182017201620152014
IEFA
iShares Core MSCI EAFE ETF
3.42%3.47%3.20%2.70%3.32%1.90%3.18%3.46%2.57%2.96%2.63%3.10%
ONEQ
Fidelity NASDAQ Composite Index Tracking Stock
0.64%0.65%0.71%0.97%0.54%0.71%1.64%1.08%0.84%1.12%1.04%1.19%

Drawdowns

IEFA vs. ONEQ - Drawdown Comparison

The maximum IEFA drawdown since its inception was -34.79%, smaller than the maximum ONEQ drawdown of -55.09%. Use the drawdown chart below to compare losses from any high point for IEFA and ONEQ. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.95%
-2.56%
IEFA
ONEQ

Volatility

IEFA vs. ONEQ - Volatility Comparison

The current volatility for iShares Core MSCI EAFE ETF (IEFA) is 3.71%, while Fidelity NASDAQ Composite Index Tracking Stock (ONEQ) has a volatility of 6.68%. This indicates that IEFA experiences smaller price fluctuations and is considered to be less risky than ONEQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
3.71%
6.68%
IEFA
ONEQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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