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NIHI vs. EFAA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NIHI vs. EFAA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS MSCI EAFE High Income ETF (NIHI) and Invesco MSCI EAFE Income Advantage ETF (EFAA). The values are adjusted to include any dividend payments, if applicable.

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NIHI vs. EFAA - Yearly Performance Comparison


Returns By Period

In the year-to-date period, NIHI achieves a 0.34% return, which is significantly lower than EFAA's 0.52% return.


NIHI

1D
1.58%
1M
-4.42%
YTD
0.34%
6M
4.57%
1Y
3Y*
5Y*
10Y*

EFAA

1D
0.87%
1M
-4.14%
YTD
0.52%
6M
4.57%
1Y
18.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NIHI vs. EFAA - Expense Ratio Comparison

NIHI has a 0.68% expense ratio, which is higher than EFAA's 0.39% expense ratio.


Return for Risk

NIHI vs. EFAA — Risk / Return Rank

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

NIHI

EFAA
EFAA Risk / Return Rank: 7070
Overall Rank
EFAA Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
EFAA Sortino Ratio Rank: 7171
Sortino Ratio Rank
EFAA Omega Ratio Rank: 7272
Omega Ratio Rank
EFAA Calmar Ratio Rank: 6969
Calmar Ratio Rank
EFAA Martin Ratio Rank: 6868
Martin Ratio Rank
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.

NIHI vs. EFAA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS MSCI EAFE High Income ETF (NIHI) and Invesco MSCI EAFE Income Advantage ETF (EFAA). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

NIHI vs. EFAA - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NIHIEFAADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.98

-0.27

Correlation

The correlation between NIHI and EFAA is 0.87, 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.


Dividends

NIHI vs. EFAA - Dividend Comparison

NIHI's dividend yield for the trailing twelve months is around 6.40%, less than EFAA's 8.29% yield.


TTM20252024
NIHI
NEOS MSCI EAFE High Income ETF
6.40%3.44%0.00%
EFAA
Invesco MSCI EAFE Income Advantage ETF
8.29%7.94%3.29%

Drawdowns

NIHI vs. EFAA - Drawdown Comparison

The maximum NIHI drawdown since its inception was -10.88%, smaller than the maximum EFAA drawdown of -11.97%. Use the drawdown chart below to compare losses from any high point for NIHI and EFAA.


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Drawdown Indicators


NIHIEFAADifference

Max Drawdown

Largest peak-to-trough decline

-10.88%

-11.97%

+1.09%

Max Drawdown (1Y)

Largest decline over 1 year

-10.14%

Current Drawdown

Current decline from peak

-6.28%

-6.06%

-0.22%

Average Drawdown

Average peak-to-trough decline

-2.24%

-1.98%

-0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

Volatility

NIHI vs. EFAA - Volatility Comparison


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Volatility by Period


NIHIEFAADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.44%

Volatility (6M)

Calculated over the trailing 6-month period

9.04%

Volatility (1Y)

Calculated over the trailing 1-year period

15.52%

14.10%

+1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.52%

12.91%

+2.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.52%

12.91%

+2.61%