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BDGS vs. FDWM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BDGS and FDWM is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

BDGS vs. FDWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bridges Capital Tactical ETF (BDGS) and Fidelity Women's Leadership ETF (FDWM). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
14.37%
8.96%
BDGS
FDWM

Key characteristics

Sharpe Ratio

BDGS:

4.71

FDWM:

1.85

Sortino Ratio

BDGS:

9.45

FDWM:

2.50

Omega Ratio

BDGS:

2.81

FDWM:

1.33

Calmar Ratio

BDGS:

8.42

FDWM:

2.62

Martin Ratio

BDGS:

50.68

FDWM:

10.05

Ulcer Index

BDGS:

0.40%

FDWM:

2.47%

Daily Std Dev

BDGS:

4.27%

FDWM:

13.39%

Max Drawdown

BDGS:

-5.38%

FDWM:

-29.13%

Current Drawdown

BDGS:

-0.19%

FDWM:

-0.86%

Returns By Period

In the year-to-date period, BDGS achieves a 19.08% return, which is significantly higher than FDWM's 17.78% return.


BDGS

YTD

19.08%

1M

1.42%

6M

14.37%

1Y

19.95%

5Y (annualized)

N/A

10Y (annualized)

N/A

FDWM

YTD

17.78%

1M

1.76%

6M

8.97%

1Y

24.15%

5Y (annualized)

N/A

10Y (annualized)

N/A

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BDGS vs. FDWM - Expense Ratio Comparison

BDGS has a 0.85% expense ratio, which is higher than FDWM's 0.59% expense ratio.


BDGS
Bridges Capital Tactical ETF
Expense ratio chart for BDGS: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for FDWM: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%

Risk-Adjusted Performance

BDGS vs. FDWM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bridges Capital Tactical ETF (BDGS) and Fidelity Women's Leadership ETF (FDWM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for BDGS, currently valued at 4.71, compared to the broader market0.002.004.004.711.85
The chart of Sortino ratio for BDGS, currently valued at 9.45, compared to the broader market-2.000.002.004.006.008.0010.0012.009.452.50
The chart of Omega ratio for BDGS, currently valued at 2.81, compared to the broader market0.501.001.502.002.503.002.811.33
The chart of Calmar ratio for BDGS, currently valued at 8.42, compared to the broader market0.005.0010.0015.008.422.62
The chart of Martin ratio for BDGS, currently valued at 50.68, compared to the broader market0.0020.0040.0060.0080.00100.0050.6810.05
BDGS
FDWM

The current BDGS Sharpe Ratio is 4.71, which is higher than the FDWM Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of BDGS and FDWM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
4.71
1.85
BDGS
FDWM

Dividends

BDGS vs. FDWM - Dividend Comparison

BDGS's dividend yield for the trailing twelve months is around 0.70%, more than FDWM's 0.58% yield.


TTM202320222021
BDGS
Bridges Capital Tactical ETF
0.70%0.84%0.00%0.00%
FDWM
Fidelity Women's Leadership ETF
0.58%0.80%0.90%0.19%

Drawdowns

BDGS vs. FDWM - Drawdown Comparison

The maximum BDGS drawdown since its inception was -5.38%, smaller than the maximum FDWM drawdown of -29.13%. Use the drawdown chart below to compare losses from any high point for BDGS and FDWM. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.19%
-0.86%
BDGS
FDWM

Volatility

BDGS vs. FDWM - Volatility Comparison

The current volatility for Bridges Capital Tactical ETF (BDGS) is 1.23%, while Fidelity Women's Leadership ETF (FDWM) has a volatility of 2.78%. This indicates that BDGS experiences smaller price fluctuations and is considered to be less risky than FDWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
1.23%
2.78%
BDGS
FDWM
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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.

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