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OAIM vs. EFAS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OAIM vs. EFAS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in OneAscent International Equity ETF (OAIM) and Global X MSCI SuperDividend® EAFE ETF (EFAS). The values are adjusted to include any dividend payments, if applicable.

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OAIM vs. EFAS - Yearly Performance Comparison


2026 (YTD)2025202420232022
OAIM
OneAscent International Equity ETF
4.03%30.12%8.18%16.96%7.91%
EFAS
Global X MSCI SuperDividend® EAFE ETF
10.06%46.83%3.07%14.65%10.15%

Returns By Period

In the year-to-date period, OAIM achieves a 4.03% return, which is significantly lower than EFAS's 10.06% return.


OAIM

1D
3.22%
1M
-7.45%
YTD
4.03%
6M
8.11%
1Y
30.11%
3Y*
15.45%
5Y*
10Y*

EFAS

1D
2.54%
1M
-1.59%
YTD
10.06%
6M
15.25%
1Y
39.97%
3Y*
22.57%
5Y*
12.83%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OAIM vs. EFAS - Expense Ratio Comparison

OAIM has a 0.95% expense ratio, which is higher than EFAS's 0.56% expense ratio.


Return for Risk

OAIM vs. EFAS — Risk / Return Rank

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

OAIM
OAIM Risk / Return Rank: 8585
Overall Rank
OAIM Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
OAIM Sortino Ratio Rank: 8686
Sortino Ratio Rank
OAIM Omega Ratio Rank: 8686
Omega Ratio Rank
OAIM Calmar Ratio Rank: 8686
Calmar Ratio Rank
OAIM Martin Ratio Rank: 8585
Martin Ratio Rank

EFAS
EFAS Risk / Return Rank: 9696
Overall Rank
EFAS Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
EFAS Sortino Ratio Rank: 9797
Sortino Ratio Rank
EFAS Omega Ratio Rank: 9797
Omega Ratio Rank
EFAS Calmar Ratio Rank: 9494
Calmar Ratio Rank
EFAS Martin Ratio Rank: 9696
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.

OAIM vs. EFAS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for OneAscent International Equity ETF (OAIM) and Global X MSCI SuperDividend® EAFE ETF (EFAS). 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.


OAIMEFASDifference

Sharpe ratio

Return per unit of total volatility

1.68

2.83

-1.15

Sortino ratio

Return per unit of downside risk

2.34

3.51

-1.17

Omega ratio

Gain probability vs. loss probability

1.35

1.56

-0.21

Calmar ratio

Return relative to maximum drawdown

2.68

3.73

-1.05

Martin ratio

Return relative to average drawdown

10.11

17.19

-7.08

OAIM vs. EFAS - Sharpe Ratio Comparison

The current OAIM Sharpe Ratio is 1.68, which is lower than the EFAS Sharpe Ratio of 2.83. The chart below compares the historical Sharpe Ratios of OAIM and EFAS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OAIMEFASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

2.83

-1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

1.14

0.55

+0.59

Correlation

The correlation between OAIM and EFAS is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

OAIM vs. EFAS - Dividend Comparison

OAIM's dividend yield for the trailing twelve months is around 0.95%, less than EFAS's 4.54% yield.


TTM2025202420232022202120202019201820172016
OAIM
OneAscent International Equity ETF
0.95%0.98%2.40%1.94%0.60%0.00%0.00%0.00%0.00%0.00%0.00%
EFAS
Global X MSCI SuperDividend® EAFE ETF
4.54%4.83%6.76%6.33%7.28%5.19%4.34%5.75%6.63%6.15%0.21%

Drawdowns

OAIM vs. EFAS - Drawdown Comparison

The maximum OAIM drawdown since its inception was -14.69%, smaller than the maximum EFAS drawdown of -44.38%. Use the drawdown chart below to compare losses from any high point for OAIM and EFAS.


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Drawdown Indicators


OAIMEFASDifference

Max Drawdown

Largest peak-to-trough decline

-14.69%

-44.38%

+29.69%

Max Drawdown (1Y)

Largest decline over 1 year

-10.88%

-10.52%

-0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-28.81%

Current Drawdown

Current decline from peak

-8.02%

-1.59%

-6.43%

Average Drawdown

Average peak-to-trough decline

-2.84%

-7.20%

+4.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

2.28%

+0.61%

Volatility

OAIM vs. EFAS - Volatility Comparison

OneAscent International Equity ETF (OAIM) has a higher volatility of 8.92% compared to Global X MSCI SuperDividend® EAFE ETF (EFAS) at 5.52%. This indicates that OAIM's price experiences larger fluctuations and is considered to be riskier than EFAS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OAIMEFASDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.92%

5.52%

+3.40%

Volatility (6M)

Calculated over the trailing 6-month period

12.01%

8.29%

+3.72%

Volatility (1Y)

Calculated over the trailing 1-year period

18.05%

14.22%

+3.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.77%

15.68%

+1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.77%

18.45%

-1.68%