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BTHM vs. FBCG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BTHM and FBCG is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

BTHM vs. FBCG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blackrock Future U.S. Themes ETF (BTHM) and Fidelity Blue Chip Growth ETF (FBCG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BTHM:

0.60

FBCG:

0.43

Sortino Ratio

BTHM:

1.01

FBCG:

0.80

Omega Ratio

BTHM:

1.14

FBCG:

1.11

Calmar Ratio

BTHM:

0.67

FBCG:

0.46

Martin Ratio

BTHM:

2.37

FBCG:

1.45

Ulcer Index

BTHM:

5.42%

FBCG:

8.94%

Daily Std Dev

BTHM:

20.33%

FBCG:

29.48%

Max Drawdown

BTHM:

-26.54%

FBCG:

-43.56%

Current Drawdown

BTHM:

-8.20%

FBCG:

-10.29%

Returns By Period

In the year-to-date period, BTHM achieves a -3.14% return, which is significantly higher than FBCG's -5.56% return.


BTHM

YTD

-3.14%

1M

5.45%

6M

-5.12%

1Y

11.79%

5Y*

N/A

10Y*

N/A

FBCG

YTD

-5.56%

1M

13.48%

6M

-4.81%

1Y

12.71%

5Y*

N/A

10Y*

N/A

*Annualized

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BTHM vs. FBCG - Expense Ratio Comparison

BTHM has a 0.60% expense ratio, which is higher than FBCG's 0.59% expense ratio.


Risk-Adjusted Performance

BTHM vs. FBCG — Risk-Adjusted Performance Rank

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

BTHM
The Risk-Adjusted Performance Rank of BTHM is 6262
Overall Rank
The Sharpe Ratio Rank of BTHM is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of BTHM is 6161
Sortino Ratio Rank
The Omega Ratio Rank of BTHM is 6161
Omega Ratio Rank
The Calmar Ratio Rank of BTHM is 6868
Calmar Ratio Rank
The Martin Ratio Rank of BTHM is 6363
Martin Ratio Rank

FBCG
The Risk-Adjusted Performance Rank of FBCG is 5757
Overall Rank
The Sharpe Ratio Rank of FBCG is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of FBCG is 5858
Sortino Ratio Rank
The Omega Ratio Rank of FBCG is 5959
Omega Ratio Rank
The Calmar Ratio Rank of FBCG is 6262
Calmar Ratio Rank
The Martin Ratio Rank of FBCG is 5454
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.

BTHM vs. FBCG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackrock Future U.S. Themes ETF (BTHM) and Fidelity Blue Chip Growth ETF (FBCG). 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.


The current BTHM Sharpe Ratio is 0.60, which is higher than the FBCG Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of BTHM and FBCG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

BTHM vs. FBCG - Dividend Comparison

BTHM's dividend yield for the trailing twelve months is around 0.72%, while FBCG has not paid dividends to shareholders.


TTM202420232022
BTHM
Blackrock Future U.S. Themes ETF
0.72%0.72%0.55%0.90%
FBCG
Fidelity Blue Chip Growth ETF
0.00%0.00%0.00%0.00%

Drawdowns

BTHM vs. FBCG - Drawdown Comparison

The maximum BTHM drawdown since its inception was -26.54%, smaller than the maximum FBCG drawdown of -43.56%. Use the drawdown chart below to compare losses from any high point for BTHM and FBCG. For additional features, visit the drawdowns tool.


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Volatility

BTHM vs. FBCG - Volatility Comparison

The current volatility for Blackrock Future U.S. Themes ETF (BTHM) is 6.45%, while Fidelity Blue Chip Growth ETF (FBCG) has a volatility of 9.05%. This indicates that BTHM experiences smaller price fluctuations and is considered to be less risky than FBCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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