PortfoliosLab logo
Fidelity Disruptors ETF (FDIF)
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

Large-Cap

Asset Class Style

Growth

Expense Ratio

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


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.


Performance

Performance Chart


Loading data...

Returns By Period

Fidelity Disruptors ETF (FDIF) returned -2.29% year-to-date (YTD) and 9.98% over the past 12 months.


FDIF

YTD

-2.29%

1M

11.14%

6M

-3.13%

1Y

9.98%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.26%-4.57%-6.63%1.32%2.84%-2.29%
2024-0.26%6.86%1.84%-5.33%2.72%3.40%0.07%2.32%2.80%0.10%7.08%-2.76%19.74%
2023-0.02%2.71%-4.67%-6.39%-4.35%12.80%7.69%6.49%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FDIF is 53, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FDIF is 5353
Overall Rank
The Sharpe Ratio Rank of FDIF is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of FDIF is 5252
Sortino Ratio Rank
The Omega Ratio Rank of FDIF is 5151
Omega Ratio Rank
The Calmar Ratio Rank of FDIF is 5555
Calmar Ratio Rank
The Martin Ratio Rank of FDIF is 5252
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 Disruptors ETF (FDIF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Fidelity Disruptors ETF Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.44
  • All Time: 0.64

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Fidelity Disruptors ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Loading data...

Dividends

Dividend History

Fidelity Disruptors ETF provided a 0.45% dividend yield over the last twelve months, with an annual payout of $0.14 per share.


0.22%0.24%0.26%0.28%0.30%0.32%0.34%$0.00$0.02$0.04$0.06$0.08$0.1020232024
Dividends
Dividend Yield
PeriodTTM20242023
Dividend$0.14$0.11$0.06

Dividend yield

0.45%0.35%0.21%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.03$0.00$0.00$0.03
2024$0.00$0.00$0.00$0.00$0.00$0.04$0.00$0.00$0.03$0.00$0.00$0.04$0.11
2023$0.06$0.00$0.00$0.00$0.06

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.


Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Disruptors 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 Disruptors ETF was 22.63%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Fidelity Disruptors ETF drawdown is 8.78%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.63%Feb 19, 202535Apr 8, 2025
-17.33%Jul 20, 202371Oct 27, 202335Dec 18, 2023106
-10.83%Jul 17, 202414Aug 5, 202435Sep 24, 202449
-8.6%Mar 8, 202430Apr 19, 202451Jul 3, 202481
-5.68%Dec 9, 202423Jan 13, 20256Jan 22, 202529

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...