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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
$107M

Share Price Chart


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Performance

FDIF Performance Chart

Fidelity Disruptors ETF (FDIF) is up 9.7% since the beginning of the year. FDIF is currently trading at $39 per share.


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S&P 500 Index

Returns By Period

Fidelity Disruptors ETF (FDIF) has returned 9.72% so far this year and 20.06% over the past 12 months.


Fidelity Disruptors ETF

1D
-0.91%
1M
4.87%
YTD
9.72%
6M
10.60%
1Y
20.06%
3Y*
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)

FDIF Monthly Returns History

Based on dividend-adjusted daily data since Jun 20, 2023, FDIF's average daily return is +0.07%, while the average monthly return is +1.36%. 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 Nov 2023 with a return of +12.8%, while the worst month was Mar 2025 at -6.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FDIF closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +9.7%, while the worst single day was Apr 4, 2025 at -6.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.39%-1.63%-6.49%12.50%5.88%0.54%9.72%
20255.26%-4.57%-6.63%1.32%6.64%5.69%1.42%0.93%2.91%2.39%-1.98%0.53%13.83%
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%
2023-0.63%2.70%-4.67%-6.39%-4.35%12.80%7.69%5.83%

Benchmark Metrics

Fidelity Disruptors ETF has an annualized alpha of -4.86%, beta of 1.17, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since June 20, 2023.

  • This ETF participated in 124.59% of S&P 500 Index downside but only 103.18% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -4.86% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-4.86%
Beta
1.17
0.86
Upside Capture
103.18%
Downside Capture
124.59%

Expense Ratio

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


Return for Risk

Risk / Return Rank

FDIF ranks 31 for risk / return — below 31% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


FDIF Risk / Return Rank: 3131
Overall Rank
FDIF Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
FDIF Sortino Ratio Rank: 3030
Sortino Ratio Rank
FDIF Omega Ratio Rank: 3030
Omega Ratio Rank
FDIF Calmar Ratio Rank: 2828
Calmar Ratio Rank
FDIF Martin Ratio Rank: 3434
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 Disruptors ETF (FDIF) 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.


FDIFBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.86

Sortino ratioReturn per unit of downside risk

-1.10

Omega ratioGain probability vs. loss probability

1.20

1.36

-0.16

Calmar ratioReturn relative to maximum drawdown

1.36

2.71

-1.34

Martin ratioReturn relative to average drawdown

5.09

12.15

-7.07

Dividends

Dividend History

Fidelity Disruptors ETF provided a 0.30% dividend yield over the last twelve months, with an annual payout of $0.12 per share. The fund has been increasing its distributions for 2 consecutive years.


0.20%0.25%0.30%0.35%$0.00$0.02$0.04$0.06$0.08$0.10$0.12202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$0.12$0.13$0.11$0.06

Dividend yield

0.30%0.36%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
2026$0.00$0.00$0.02$0.00$0.00$0.00$0.02
2025$0.00$0.00$0.03$0.00$0.00$0.05$0.00$0.00$0.02$0.00$0.00$0.03$0.13
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.


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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. Recovery took 58 trading sessions.

The current Fidelity Disruptors ETF drawdown is 1.26%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-22.63%Apr 2025
1mo 18d2mo 25d
4mo 13dFeb 2025 - Jul 2025
2023 correction2023
-17.33%Oct 2023
3mo 9d1mo 22d
5mo 1dJul 2023 - Dec 2023
2026 correction2026
-14.80%Mar 2026
2mo 21d21d
3mo 12dJan 2026 - Apr 2026
2024 correction2024
-10.83%Aug 2024
19d1mo 20d
2mo 9dJul 2024 - Sep 2024
2024 pullback2024
-8.60%Apr 2024
1mo 12d2mo 15d
3mo 27dMar 2024 - Jul 2024

Drawdown Indicators


FDIFBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-22.63%

-56.78%

+34.15%

Max Drawdown (1Y)

Largest decline over 1 year

-14.80%

-9.10%

-5.70%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

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

-1.26%

-1.29%

+0.03%

Average Drawdown

Average peak-to-trough decline

-3.83%

-10.72%

+6.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.96%

2.02%

+1.94%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with FDIF

Add Fidelity Disruptors ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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