DON vs. FLPSX
DON (WisdomTree US MidCap Dividend ETF) and FLPSX (Fidelity Low-Priced Stock Fund) are both Mid Cap Value Equities funds. DON is passively managed, while FLPSX is actively managed. Over the past 10 years, DON returned 9.42%/yr vs 11.35%/yr for FLPSX. Their correlation of 0.90 means they have usually moved in the same direction. DON charges 0.38%/yr vs 0.87%/yr for FLPSX.
Performance
DON vs. FLPSX - Performance Comparison
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Returns By Period
In the year-to-date period, DON achieves a 12.81% return, which is significantly lower than FLPSX's 15.72% return. Over the past 10 years, DON has underperformed FLPSX with an annualized return of 9.42%, while FLPSX has yielded a comparatively higher 11.35% annualized return.
DON
- 1D
- -0.09%
- 1M
- 1.52%
- 6M
- 8.59%
- YTD
- 12.81%
- 1Y
- 17.87%
- 3Y*
- 12.02%
- 5Y*
- 9.32%
- 10Y*
- 9.42%
- ALL TIME*
- 9.34%
FLPSX
- 1D
- 0.65%
- 1M
- 2.96%
- 6M
- 10.75%
- YTD
- 15.72%
- 1Y
- 25.13%
- 3Y*
- 14.64%
- 5Y*
- 9.87%
- 10Y*
- 11.35%
- ALL TIME*
- 12.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $4.87M | $5.20M | $5.87M | |
| $0.00 | $0.00 | $0.00 |
DON vs. FLPSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DON WisdomTree US MidCap Dividend ETF | 12.81% | 3.86% | 14.20% | 14.04% | -4.72% | 30.29% | -5.40% | 23.31% | -8.26% | 14.86% |
FLPSX Fidelity Low-Priced Stock Fund | 15.72% | 14.69% | 7.23% | 14.41% | -5.69% | 24.46% | 9.34% | 25.75% | -10.80% | 18.88% |
Correlation
The correlation between DON and FLPSX is 0.91, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.91 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2006 | 0.90 |
The correlation between DON and FLPSX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
DON vs. FLPSX — Risk / Return Rank
DON
FLPSX
DON vs. FLPSX - Risk-Adjusted Trends 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.
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.
| DON | FLPSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.32 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 2.53 | -0.70 |
| Martin ratioReturn relative to average drawdown | 5.77 | 8.80 | -3.02 |
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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 -54.81%. Use the drawdown chart below to compare losses from any high point for DON and FLPSX.
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Drawdown Indicators
| DON | FLPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.94% | -54.81% | -7.13% |
Max Drawdown (1Y)Largest decline over 1 year | -9.05% | -8.87% | -0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -21.46% | -17.66% | -3.80% |
Max Drawdown (5Y)Largest decline over 5 years | -21.46% | -18.76% | -2.70% |
Max Drawdown (10Y)Largest decline over 10 years | -46.80% | -38.16% | -8.64% |
Current DrawdownCurrent decline from peak | -1.27% | 0.00% | -1.27% |
Average DrawdownAverage peak-to-trough decline | -7.84% | -5.64% | -2.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 2.55% | +0.31% |
Volatility
DON vs. FLPSX - Volatility Comparison
WisdomTree US MidCap Dividend ETF (DON) has a higher volatility of 3.14% compared to Fidelity Low-Priced Stock Fund (FLPSX) at 2.82%. 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.
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Volatility by Period
| DON | FLPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.14% | 2.82% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 8.66% | 9.00% | -0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.73% | 12.53% | +0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.55% | 17.13% | +0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.21% | 17.26% | +2.95% |
DON vs. FLPSX - Expense Ratio Comparison
DON has a 0.38% expense ratio, which is lower than FLPSX's 0.87% expense ratio.
Dividends
DON vs. FLPSX - Dividend Comparison
DON's dividend yield for the trailing twelve months is around 2.30%, less than FLPSX's 11.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DON WisdomTree US MidCap Dividend ETF | 2.30% | 2.53% | 2.27% | 2.41% | 2.71% | 2.12% | 2.77% | 2.38% | 2.55% | 2.25% | 2.48% | 2.89% |
FLPSX Fidelity Low-Priced Stock Fund | 11.48% | 13.28% | 16.24% | 18.29% | 9.45% | 12.11% | 11.14% | 8.14% | 13.45% | 7.45% | 4.85% | 4.04% |
Frequently Asked Questions
With a correlation of 0.91, DON and FLPSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
DON has higher volatility (3.14%) compared to FLPSX (2.82%). In terms of maximum drawdown, DON dropped -61.94% vs FLPSX's -54.81%.
FLPSX currently has the higher Sharpe Ratio (1.80 vs 1.30), 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.
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