FIAX vs ESG

Comparison between NICHOLAS FIXED INCOME ALTERNATIVE ETF (FIAX, ETF) and FLEXSHARES STOXX US ESG SELECT INDEX FUND (ESG, ETF).

FIAX vs ESG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FIAX(ETF)	ESG(ETF)
Net Assets	$132M	$132M
Expense Ratio	0.97%	0.32%
Max Drawdown	13.81%	32.89%
Sharpe Ratio	0.03	1.23
5Y Beta	0.15	0.89
P/E Ratio	N/A	27.17
Forward P/E	N/A	18.94
5Y Dividends CAGR	N/A	5.74%
5Y EPS CAGR	N/A	23.55%
Debt to Equity	N/A	40.25%
P/S Ratio	N/A	3.17
P/B Ratio	N/A	5.00

Net Assets

Winner

FIAX

$132M

ESG

$132M

Expense Ratio

FIAX

0.97%

Winner

ESG

0.32%

Max Drawdown

Winner

FIAX

13.81%

ESG

32.89%

Sharpe Ratio

FIAX

0.03

Winner

ESG

1.23

5Y Beta

Winner

FIAX

0.15

ESG

0.89

P/E Ratio

FIAX

N/A

ESG

27.17

Forward P/E

FIAX

N/A

ESG

18.94

5Y Dividends CAGR

FIAX

N/A

ESG

5.74%

5Y EPS CAGR

FIAX

N/A

ESG

23.55%

Debt to Equity

FIAX

N/A

ESG

40.25%

P/S Ratio

FIAX

N/A

ESG

3.17

P/B Ratio

FIAX

N/A

ESG

5.00

FIAX vs ESG - Historical Returns

Returns include dividend reinvestment.

Period	FIAX	ESG
1 month	+0.05%	+0.56%
3 months	+0.53%	+6.85%
6 months	+1.55%	+9.81%
1 year	+3.83%	+18.28%
5 years(CAGR)	N/A	+11.40%
10 years(CAGR)	N/A	+14.76%
Max(CAGR)	+3.17%	+14.79%

FIAX

+0.05%

Winner

ESG

+0.56%

FIAX

+0.53%

Winner

ESG

+6.85%

FIAX

+1.55%

Winner

ESG

+9.81%

FIAX

+3.83%

Winner

ESG

+18.28%

5Y(CAGR)

FIAX

N/A

ESG

+11.40%

10Y(CAGR)

FIAX

N/A

ESG

+14.76%

Max(CAGR)

FIAX

+3.17%

Winner

ESG

+14.79%

FIAX vs ESG - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	FIAX	ESG
2026	+1.36%	+10.77%
2025	+2.71%	+16.48%
2024	+4.87%	+20.72%
2023	+3.44%	+28.05%
2022	-0.30%	-20.63%
2021	N/A	+30.12%
2020	N/A	+19.77%
2019	N/A	+30.99%
2018	N/A	-5.15%
2017	N/A	+22.77%
2016	N/A	+5.71%

FIAX vs ESG Drawdown Comparison

The maximum drawdown for FIAX was -6.26%, occurring on Apr 21, 2025. Recovery took 229 trading sessions.

The maximum drawdown for ESG was -32.52%, occurring on Mar 23, 2020. Recovery took 118 trading sessions.

The current FIAX drawdown is -0.63%. The current ESG drawdown is -1.71%.

Rank	FIAX	ESG
#1	-6.26% Dec 11, 2024 - Nov 11, 2025	-32.52% Feb 19, 2020 - Aug 6, 2020
#2	-2.97% Aug 31, 2023 - Dec 8, 2023	-26.04% Jan 3, 2022 - Dec 13, 2023
#3	-2.40% Feb 10, 2026 - Apr 15, 2026	-18.70% Oct 3, 2018 - Apr 12, 2019
#4	-1.98% Nov 7, 2024 - Nov 29, 2024	-18.32% Feb 19, 2025 - Jun 26, 2025
#5	-1.71% Feb 1, 2024 - May 15, 2024	-13.41% Jul 10, 2017 - Jan 12, 2018
#6	-1.52% Dec 1, 2022 - Feb 23, 2023	-10.27% Jan 29, 2018 - Aug 6, 2018
#7	-1.52% May 6, 2026 - Jun 16, 2026	-10.24% Sep 2, 2020 - Nov 16, 2020
#8	-1.21% Oct 14, 2024 - Nov 7, 2024	-8.67% Feb 9, 2026 - Apr 17, 2026
#9	-1.14% Jan 15, 2026 - Feb 9, 2026	-8.51% Jul 16, 2024 - Sep 19, 2024
#10	-1.12% Nov 11, 2025 - Nov 26, 2025	-7.02% May 3, 2019 - Jun 20, 2019
#11	-1.08% Aug 23, 2024 - Sep 13, 2024	-6.57% Jul 26, 2019 - Oct 28, 2019
#12	-0.93% Jul 31, 2024 - Aug 13, 2024	-5.44% Mar 28, 2024 - May 15, 2024
#13	-0.71% Sep 19, 2024 - Oct 14, 2024	-5.36% Sep 3, 2021 - Oct 20, 2021
#14	-0.69% Aug 14, 2023 - Aug 28, 2023	-4.72% Oct 28, 2025 - Dec 11, 2025
#15	-0.65% Apr 17, 2026 - May 6, 2026	-4.52% Dec 6, 2024 - Jan 27, 2025

Correlation

Correlation between FIAX and ESG is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.

0.97

-101

Dividend Comparison (2016 - 2026)

FIAX vs ESG dividend yield comparison.

Year	FIAX	ESG
2026	4.76%	0.39%
2025	8.17%	0.96%
2024	8.11%	1.18%
2023	4.81%	1.10%
2022	0.00%	1.38%
2021	0.00%	1.03%
2020	0.00%	1.33%
2019	0.00%	1.51%
2018	0.00%	1.72%
2017	0.00%	1.52%
2016	0.00%	0.92%