PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Fidelity Disruptive Technology ETF (FDTX)
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

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:
FDTX vs. FELG FDTX vs. FSPTX FDTX vs. QQQ FDTX vs. FTEC FDTX vs. AIQ FDTX vs. SOXX FDTX vs. FSCSX FDTX vs. FSELX FDTX vs. SMH FDTX vs. TRLGX
Popular comparisons:
FDTX vs. FELG FDTX vs. FSPTX FDTX vs. QQQ FDTX vs. FTEC FDTX vs. AIQ FDTX vs. SOXX FDTX vs. FSCSX FDTX vs. FSELX FDTX vs. SMH FDTX vs. TRLGX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity Disruptive Technology 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%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
10.08%
12.53%
FDTX (Fidelity Disruptive Technology ETF)
Benchmark (^GSPC)

Returns By Period

Fidelity Disruptive Technology ETF had a return of 25.29% year-to-date (YTD) and 35.97% in the last 12 months.


FDTX

YTD

25.29%

1M

7.62%

6M

10.08%

1Y

35.97%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

25.15%

1M

2.97%

6M

12.53%

1Y

31.00%

5Y (annualized)

13.95%

10Y (annualized)

11.21%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.74%7.30%-0.44%-4.98%2.08%7.69%-4.95%1.83%1.02%1.81%25.29%
20231.11%5.54%-6.32%-7.53%-3.01%17.53%6.02%11.73%

Expense Ratio

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


Expense ratio chart for FDTX: 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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FDTX is 52, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of FDTX is 5252
Combined Rank
The Sharpe Ratio Rank of FDTX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of FDTX is 4949
Sortino Ratio Rank
The Omega Ratio Rank of FDTX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of FDTX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of FDTX is 4949
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 Technology ETF (FDTX) 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 FDTX, currently valued at 1.60, compared to the broader market0.002.004.001.602.53
The chart of Sortino ratio for FDTX, currently valued at 2.13, compared to the broader market-2.000.002.004.006.008.0010.0012.002.133.39
The chart of Omega ratio for FDTX, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.281.47
The chart of Calmar ratio for FDTX, currently valued at 2.12, compared to the broader market0.005.0010.0015.0020.002.123.65
The chart of Martin ratio for FDTX, currently valued at 7.01, compared to the broader market0.0020.0040.0060.0080.00100.007.0116.21
FDTX
^GSPC

The current Fidelity Disruptive Technology ETF Sharpe ratio is 1.60. 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 Technology 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovember
1.60
2.53
FDTX (Fidelity Disruptive Technology ETF)
Benchmark (^GSPC)

Dividends

Dividend History


Fidelity Disruptive Technology ETF doesn't pay dividends

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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.06%
-0.53%
FDTX (Fidelity Disruptive Technology ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Disruptive Technology 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 Technology ETF was 18.61%, occurring on Oct 26, 2023. Recovery took 33 trading sessions.

The current Fidelity Disruptive Technology ETF drawdown is 0.06%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.61%Jul 20, 202370Oct 26, 202333Dec 13, 2023103
-16.93%Jul 5, 202422Aug 5, 202466Nov 6, 202488
-11.18%Mar 8, 202430Apr 19, 202440Jun 17, 202470
-5.5%Dec 29, 20234Jan 4, 20245Jan 11, 20249
-5.37%Feb 12, 20247Feb 21, 20247Mar 1, 202414

Volatility

Volatility Chart

The current Fidelity Disruptive Technology ETF volatility is 5.58%, 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%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.58%
3.97%
FDTX (Fidelity Disruptive Technology ETF)
Benchmark (^GSPC)