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DON vs. FLPSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DON and FLPSX is 0.85, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

DON vs. FLPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree US MidCap Dividend ETF (DON) and Fidelity Low-Priced Stock Fund (FLPSX). The values are adjusted to include any dividend payments, if applicable.

340.00%360.00%380.00%400.00%420.00%440.00%460.00%NovemberDecember2025FebruaryMarchApril
377.06%
407.48%
DON
FLPSX

Key characteristics

Sharpe Ratio

DON:

0.15

FLPSX:

-0.09

Sortino Ratio

DON:

0.35

FLPSX:

-0.01

Omega Ratio

DON:

1.05

FLPSX:

1.00

Calmar Ratio

DON:

0.14

FLPSX:

-0.09

Martin Ratio

DON:

0.46

FLPSX:

-0.33

Ulcer Index

DON:

6.42%

FLPSX:

4.66%

Daily Std Dev

DON:

19.37%

FLPSX:

17.24%

Max Drawdown

DON:

-61.94%

FLPSX:

-53.75%

Current Drawdown

DON:

-14.60%

FLPSX:

-8.88%

Returns By Period

In the year-to-date period, DON achieves a -7.19% return, which is significantly lower than FLPSX's -3.21% return. Both investments have delivered pretty close results over the past 10 years, with DON having a 7.84% annualized return and FLPSX not far ahead at 7.87%.


DON

YTD

-7.19%

1M

-5.80%

6M

-6.61%

1Y

3.29%

5Y*

16.03%

10Y*

7.84%

FLPSX

YTD

-3.21%

1M

-3.97%

6M

-4.94%

1Y

-1.30%

5Y*

14.39%

10Y*

7.87%

*Annualized

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DON vs. FLPSX - Expense Ratio Comparison

DON has a 0.38% expense ratio, which is lower than FLPSX's 0.82% expense ratio.


Expense ratio chart for FLPSX: current value is 0.82%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLPSX: 0.82%
Expense ratio chart for DON: current value is 0.38%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DON: 0.38%

Risk-Adjusted Performance

DON vs. FLPSX — Risk-Adjusted Performance Rank

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

DON
The Risk-Adjusted Performance Rank of DON is 3030
Overall Rank
The Sharpe Ratio Rank of DON is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of DON is 3131
Sortino Ratio Rank
The Omega Ratio Rank of DON is 2929
Omega Ratio Rank
The Calmar Ratio Rank of DON is 3232
Calmar Ratio Rank
The Martin Ratio Rank of DON is 2929
Martin Ratio Rank

FLPSX
The Risk-Adjusted Performance Rank of FLPSX is 1515
Overall Rank
The Sharpe Ratio Rank of FLPSX is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of FLPSX is 1616
Sortino Ratio Rank
The Omega Ratio Rank of FLPSX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of FLPSX is 1515
Calmar Ratio Rank
The Martin Ratio Rank of FLPSX is 1414
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.

DON vs. FLPSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US MidCap Dividend ETF (DON) and Fidelity Low-Priced Stock Fund (FLPSX). 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 chart of Sharpe ratio for DON, currently valued at 0.15, compared to the broader market-1.000.001.002.003.004.00
DON: 0.15
FLPSX: -0.09
The chart of Sortino ratio for DON, currently valued at 0.35, compared to the broader market-2.000.002.004.006.008.00
DON: 0.35
FLPSX: -0.01
The chart of Omega ratio for DON, currently valued at 1.05, compared to the broader market0.501.001.502.002.50
DON: 1.05
FLPSX: 1.00
The chart of Calmar ratio for DON, currently valued at 0.14, compared to the broader market0.002.004.006.008.0010.0012.00
DON: 0.14
FLPSX: -0.09
The chart of Martin ratio for DON, currently valued at 0.46, compared to the broader market0.0020.0040.0060.00
DON: 0.46
FLPSX: -0.33

The current DON Sharpe Ratio is 0.15, which is higher than the FLPSX Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of DON and FLPSX, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.15
-0.09
DON
FLPSX

Dividends

DON vs. FLPSX - Dividend Comparison

DON's dividend yield for the trailing twelve months is around 2.36%, less than FLPSX's 16.78% yield.


TTM20242023202220212020201920182017201620152014
DON
WisdomTree US MidCap Dividend ETF
2.36%2.27%2.41%2.71%2.12%2.77%2.38%2.55%2.25%2.48%2.89%2.56%
FLPSX
Fidelity Low-Priced Stock Fund
16.78%16.24%18.29%9.45%12.11%11.14%8.14%13.45%8.91%4.85%4.67%5.88%

Drawdowns

DON vs. FLPSX - Drawdown Comparison

The maximum DON drawdown since its inception was -61.94%, which is greater than FLPSX's maximum drawdown of -53.75%. Use the drawdown chart below to compare losses from any high point for DON and FLPSX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.60%
-8.88%
DON
FLPSX

Volatility

DON vs. FLPSX - Volatility Comparison

WisdomTree US MidCap Dividend ETF (DON) has a higher volatility of 12.99% compared to Fidelity Low-Priced Stock Fund (FLPSX) at 11.70%. This indicates that DON's price experiences larger fluctuations and is considered to be riskier than FLPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.99%
11.70%
DON
FLPSX