PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Fidelity Disruptive Finance ETF (FDFF)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

Fidelity

Inception Date

Apr 16, 2020

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Mid-Cap

Asset Class Style

Growth

Expense Ratio

FDFF features an expense ratio of 0.50%, falling within the medium range.


Expense ratio chart for FDFF: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons:
FDFF vs. FNCL FDFF vs. FDIF FDFF vs. FMED FDFF vs. XLF FDFF vs. TIME FDFF vs. FDTX FDFF vs. VOO
Popular comparisons:
FDFF vs. FNCL FDFF vs. FDIF FDFF vs. FMED FDFF vs. XLF FDFF vs. TIME FDFF vs. FDTX FDFF vs. VOO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity Disruptive Finance ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
28.56%
10.27%
FDFF (Fidelity Disruptive Finance ETF)
Benchmark (^GSPC)

Returns By Period

Fidelity Disruptive Finance ETF had a return of 31.03% year-to-date (YTD) and 32.03% in the last 12 months.


FDFF

YTD

31.03%

1M

-1.26%

6M

28.51%

1Y

32.03%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

26.63%

1M

1.18%

6M

10.44%

1Y

27.03%

5Y*

13.30%

10Y*

11.23%

Monthly Returns

The table below presents the monthly returns of FDFF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.64%10.51%2.90%-9.31%2.33%-0.49%7.13%3.56%1.31%2.77%14.27%31.03%
20231.89%5.01%-1.54%-5.73%-4.54%13.05%8.23%15.99%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 76, FDFF is among the top 24% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FDFF is 7676
Overall Rank
The Sharpe Ratio Rank of FDFF is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of FDFF is 7878
Sortino Ratio Rank
The Omega Ratio Rank of FDFF is 7777
Omega Ratio Rank
The Calmar Ratio Rank of FDFF is 8282
Calmar Ratio Rank
The Martin Ratio Rank of FDFF is 6565
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Fidelity Disruptive Finance ETF (FDFF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for FDFF, currently valued at 1.92, compared to the broader market0.002.004.001.922.16
The chart of Sortino ratio for FDFF, currently valued at 2.64, compared to the broader market-2.000.002.004.006.008.0010.002.642.87
The chart of Omega ratio for FDFF, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.40
The chart of Calmar ratio for FDFF, currently valued at 3.08, compared to the broader market0.005.0010.0015.003.083.19
The chart of Martin ratio for FDFF, currently valued at 7.32, compared to the broader market0.0020.0040.0060.0080.00100.007.3213.87
FDFF
^GSPC

The current Fidelity Disruptive Finance ETF Sharpe ratio is 1.92. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Fidelity Disruptive Finance ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.92
2.16
FDFF (Fidelity Disruptive Finance ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Fidelity Disruptive Finance ETF provided a 0.69% dividend yield over the last twelve months, with an annual payout of $0.26 per share.


0.27%$0.00$0.02$0.04$0.06$0.082023
Dividends
Dividend Yield
PeriodTTM2023
Dividend$0.26$0.08

Dividend yield

0.69%0.27%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.03$0.00$0.00$0.15$0.00$0.00$0.05$0.00$0.00$0.03$0.26
2023$0.04$0.00$0.00$0.04$0.08

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.22%
-0.82%
FDFF (Fidelity Disruptive Finance ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Disruptive Finance 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 Finance ETF was 13.47%, occurring on Oct 26, 2023. Recovery took 25 trading sessions.

The current Fidelity Disruptive Finance ETF drawdown is 3.22%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-13.47%Jul 27, 202365Oct 26, 202325Dec 1, 202390
-10.41%Mar 22, 202428May 1, 202479Aug 23, 2024107
-5.21%Dec 9, 20248Dec 18, 2024
-3.88%Dec 29, 20233Jan 3, 202426Feb 9, 202429
-3.71%Sep 3, 20244Sep 6, 20249Sep 19, 202413

Volatility

Volatility Chart

The current Fidelity Disruptive Finance ETF volatility is 5.73%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
5.73%
3.96%
FDFF (Fidelity Disruptive Finance ETF)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab