BLGR vs. FDRR

Last updated Jun 25, 2026

BLGR (Bluemonte Large Cap Growth ETF) and FDRR (Fidelity Dividend ETF for Rising Rates) are both exchange-traded funds - BLGR is a Large Cap Growth Equities fund managed by Bluemonte, while FDRR is a Large Cap Blend Equities fund tracking the Fidelity Dividend Index for Rising Rates. Over the past year, BLGR returned 20.51% vs 24.85% for FDRR. Their correlation of 0.82 suggests significant overlap in exposure. BLGR charges 0.24%/yr vs 0.15%/yr for FDRR.

Performance

BLGR vs. FDRR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bluemonte Large Cap Growth ETF (BLGR) and Fidelity Dividend ETF for Rising Rates (FDRR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BLGR achieves a 5.42% return, which is significantly lower than FDRR's 7.30% return.

BLGR

• 1D: -0.23%
• 1M: -2.87%
• YTD: 5.42%
• 6M: 4.04%
• 1Y: 20.51%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FDRR

• 1D: -0.53%
• 1M: -0.90%
• YTD: 7.30%
• 6M: 6.27%
• 1Y: 24.85%
• 3Y*: 19.86%
• 5Y*: 11.85%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BLGR vs. FDRR - Yearly Performance Comparison

	2026 (YTD)	2025
BLGR Bluemonte Large Cap Growth ETF	5.42%	16.59%
FDRR Fidelity Dividend ETF for Rising Rates	7.30%	18.26%

Correlation

The correlation between BLGR and FDRR is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025	0.82

The correlation between BLGR and FDRR has been stable across timeframes, ranging from 0.82 to 0.82 - a consistent structural relationship.

BLGR vs. FDRR - Sectors Allocation Comparison

Sectors	BLGR	FDRR
Technology	49.0%	38.2%
Communication Services	15.6%	10.1%
Consumer Cyclical	10.6%	8.2%
Financial Services	7.7%	11.3%
Healthcare	6.9%	9.3%
Industrials	6.0%	8.3%
Consumer Defensive	1.7%	4.5%
Basic Materials	0.7%	2.0%
Real Estate	0.6%	2.8%
Energy	0.5%	3.2%
Utilities	0.5%	2.1%

Return for Risk

BLGR vs. FDRR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BLGR

BLGR Risk / Return Rank: 38
BLGR Sharpe Ratio Rank: 41
BLGR Sortino Ratio Rank: 39
BLGR Omega Ratio Rank: 39
BLGR Calmar Ratio Rank: 33
BLGR Martin Ratio Rank: 39

FDRR

FDRR Risk / Return Rank: 74
FDRR Sharpe Ratio Rank: 78
FDRR Sortino Ratio Rank: 78
FDRR Omega Ratio Rank: 77
FDRR Calmar Ratio Rank: 66
FDRR Martin Ratio Rank: 72

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.

BLGR vs. FDRR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bluemonte Large Cap Growth ETF (BLGR) and Fidelity Dividend ETF for Rising Rates (FDRR). 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.

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.

	BLGR	FDRR	Difference
Sharpe ratio: Return per unit of total volatility	1.29	2.23	-0.94
Sortino ratio: Return per unit of downside risk	1.80	3.11	-1.32
Omega ratio: Gain probability vs. loss probability	1.23	1.40	-0.18
Calmar ratio: Return relative to maximum drawdown	1.46	2.93	-1.47
Martin ratio: Return relative to average drawdown	5.40	11.93	-6.53

BLGR vs. FDRR - Sharpe Ratio Comparison

The current BLGR Sharpe Ratio is 1.29, which is lower than the FDRR Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of BLGR and FDRR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BLGR vs. FDRR - Drawdown Comparison

The maximum BLGR drawdown since its inception was -14.08%, smaller than the maximum FDRR drawdown of -36.52%. Use the drawdown chart below to compare losses from any high point for BLGR and FDRR.

Drawdown Indicators

	BLGR	FDRR	Difference
Max Drawdown Largest peak-to-trough decline	-14.08%	-36.52%	+22.44%
Max Drawdown (1Y) Largest decline over 1 year	-14.08%	-8.52%	-5.56%
Max Drawdown (3Y) Largest decline over 3 years	—	-18.04%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-20.92%	—
Current Drawdown Current decline from peak	-5.77%	-3.59%	-2.18%
Average Drawdown Average peak-to-trough decline	-2.52%	-3.99%	+1.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.81%	2.09%	+1.72%

Volatility

BLGR vs. FDRR - Volatility Comparison

Bluemonte Large Cap Growth ETF (BLGR) has a higher volatility of 6.16% compared to Fidelity Dividend ETF for Rising Rates (FDRR) at 3.69%. This indicates that BLGR's price experiences larger fluctuations and is considered to be riskier than FDRR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BLGR	FDRR	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.16%	3.69%	+2.47%
Volatility (6M) Calculated over the trailing 6-month period	12.70%	8.70%	+4.00%
Volatility (1Y) Calculated over the trailing 1-year period	16.07%	11.24%	+4.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.04%	15.02%	+1.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.04%	16.86%	-0.82%

BLGR vs. FDRR - Expense Ratio Comparison

BLGR has a 0.24% expense ratio, which is higher than FDRR's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

BLGR vs. FDRR - Dividend Comparison

BLGR's dividend yield for the trailing twelve months is around 0.24%, less than FDRR's 2.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
BLGR Bluemonte Large Cap Growth ETF	0.24%	0.17%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FDRR Fidelity Dividend ETF for Rising Rates	2.18%	2.21%	2.61%	2.93%	2.75%	2.09%	2.85%	2.89%	3.20%	2.89%	0.61%

Frequently Asked Questions

Can I hold both BLGR and FDRR in my portfolio?

BLGR and FDRR have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BLGR or FDRR?

BLGR has higher volatility (6.16%) compared to FDRR (3.69%). In terms of maximum drawdown, BLGR dropped -14.08% vs FDRR's -36.52%.

Which ETF is better, BLGR or FDRR?

On 1-year performance, FDRR leads with 24.85% vs 20.51% for BLGR. On fees, FDRR is cheaper at 0.15% per year. On volatility, FDRR has been the lower-risk option at 3.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BLGR or FDRR?

Over the 1-year period, FDRR has performed better with a 24.85% return vs 20.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BLGR or FDRR?

FDRR is cheaper with a 0.15% expense ratio, compared with 0.24% for BLGR.

Which ETF pays a higher dividend yield, BLGR or FDRR?

FDRR has the higher dividend yield at 2.18%, compared with 0.24% for BLGR.

What is the main difference between BLGR and FDRR?

BLGR is categorized as Large Cap Growth Equities, while FDRR is Large Cap Blend Equities. They also come from different issuers: Bluemonte and Fidelity. Their fees differ too: 0.24% for BLGR and 0.15% for FDRR.

Which has better risk-adjusted returns?

FDRR currently has the higher Sharpe Ratio (2.23 vs 1.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.