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Issuer
Fidelity
Inception Date
Apr 16, 2020
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$211M

Share Price Chart


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Performance

FBOT Performance Chart

Fidelity Disruptive Automation ETF (FBOT) is up 16.3% since the beginning of the year. FBOT is currently trading at $39 per share.


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S&P 500 Index

Returns By Period

Fidelity Disruptive Automation ETF (FBOT) has returned 16.33% so far this year and 33.41% over the past 12 months.


Fidelity Disruptive Automation ETF

1D
-0.75%
1M
-0.03%
YTD
16.33%
6M
17.69%
1Y
33.41%
3Y*
14.38%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.57%
1M
1.39%
YTD
9.73%
6M
10.46%
1Y
24.50%
3Y*
19.43%
5Y*
12.21%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FBOT Monthly Returns History

Based on dividend-adjusted daily data since Jun 12, 2023, FBOT's average daily return is +0.07%, while the average monthly return is +1.34%. At this rate, an investment would double in approximately 4.3 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2026 with a return of +15.4%, while the worst month was Mar 2026 at -10.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FBOT closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +9.9%, while the worst single day was Apr 4, 2025 at -6.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.18%5.49%-10.42%15.44%4.29%-2.79%16.33%
20252.76%-3.21%-7.29%0.73%9.25%5.14%4.46%0.61%4.08%4.75%-5.44%3.06%19.15%
2024-4.09%7.54%2.72%-5.11%2.30%2.64%-1.77%0.85%3.12%-2.09%5.46%1.11%12.58%
20231.50%-2.99%-5.40%-6.02%-5.00%13.00%5.73%-0.65%

Benchmark Metrics

Fidelity Disruptive Automation ETF has an annualized alpha of -7.00%, beta of 1.22, and R2 of 0.75 versus S&P 500 Index. Calculated based on daily prices since June 12, 2023.

  • This ETF participated in 117.58% of S&P 500 Index downside but only 92.75% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -7.00% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-7.00%
Beta
1.22
0.75
Upside Capture
92.75%
Downside Capture
117.58%

Expense Ratio

FBOT has an expense ratio of 0.50%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FBOT ranks 48 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


FBOT Risk / Return Rank: 4848
Overall Rank
FBOT Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FBOT Sortino Ratio Rank: 4646
Sortino Ratio Rank
FBOT Omega Ratio Rank: 4646
Omega Ratio Rank
FBOT Calmar Ratio Rank: 4747
Calmar Ratio Rank
FBOT Martin Ratio Rank: 5353
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Fidelity Disruptive Automation ETF (FBOT) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FBOTBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.28

1.36

-0.08

Calmar ratioReturn relative to maximum drawdown

2.21

2.71

-0.49

Martin ratioReturn relative to average drawdown

8.60

12.15

-3.55

Dividends

Dividend History

Fidelity Disruptive Automation ETF provided a 0.60% dividend yield over the last twelve months, with an annual payout of $0.23 per share. The fund has been increasing its distributions for 2 consecutive years.


0.20%0.30%0.40%0.50%0.60%0.70%0.80%$0.00$0.05$0.10$0.15$0.20$0.25202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$0.23$0.27$0.09$0.05

Dividend yield

0.60%0.81%0.31%0.20%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Disruptive Automation ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.03$0.00$0.00$0.00$0.03
2025$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.04$0.00$0.00$0.10$0.27
2024$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.00$0.09
2023$0.03$0.00$0.00$0.02$0.05

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Disruptive Automation ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Fidelity Disruptive Automation ETF was 23.61%, occurring on Apr 8, 2025. Recovery took 55 trading sessions.

The current Fidelity Disruptive Automation ETF drawdown is 3.50%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-23.61%Apr 2025
2mo 11d2mo 20d
5mo 1dJan 2025 - Jun 2025
2023 bear market2023
-21.56%Oct 2023
4mo 12d4mo 7d
8mo 19dJun 2023 - Mar 2024
2026 correction2026
-15.17%Mar 2026
1mo 2d18d
1mo 20dFeb 2026 - Apr 2026
2024 correction2024
-14.37%Aug 2024
19d2mo 10d
2mo 29dJul 2024 - Oct 2024
2025 correction2025
-11.23%Nov 2025
16d1mo 16d
2mo 2dNov 2025 - Jan 2026

Drawdown Indicators


FBOTBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-23.61%

-56.78%

+33.17%

Max Drawdown (1Y)

Largest decline over 1 year

-15.17%

-9.10%

-6.07%

Max Drawdown (3Y)

Largest decline over 3 years

-23.61%

-18.90%

-4.71%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-3.50%

-1.29%

-2.21%

Average Drawdown

Average peak-to-trough decline

-5.13%

-10.72%

+5.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.90%

2.02%

+1.88%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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