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FAAA vs. ACLO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAAA vs. ACLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity AAA CLO ETF (FAAA) and TCW AAA CLO ETF (ACLO). The values are adjusted to include any dividend payments, if applicable.

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FAAA vs. ACLO - Yearly Performance Comparison


2026 (YTD)
FAAA
Fidelity AAA CLO ETF
0.31%
ACLO
TCW AAA CLO ETF
0.32%

Returns By Period


FAAA

1D
0.04%
1M
0.06%
YTD
6M
1Y
3Y*
5Y*
10Y*

ACLO

1D
-0.07%
1M
0.28%
YTD
1.06%
6M
2.38%
1Y
5.14%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FAAA vs. ACLO - Expense Ratio Comparison

Both FAAA and ACLO have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

FAAA vs. ACLO — Risk / Return Rank

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

FAAA

ACLO
ACLO Risk / Return Rank: 9898
Overall Rank
ACLO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
ACLO Sortino Ratio Rank: 9999
Sortino Ratio Rank
ACLO Omega Ratio Rank: 9999
Omega Ratio Rank
ACLO Calmar Ratio Rank: 9797
Calmar Ratio Rank
ACLO Martin Ratio Rank: 9898
Martin Ratio Rank
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.

FAAA vs. ACLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity AAA CLO ETF (FAAA) and TCW AAA CLO ETF (ACLO). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FAAA vs. ACLO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FAAAACLODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.59

Sharpe Ratio (All Time)

Calculated using the full available price history

1.93

4.75

-2.82

Correlation

The correlation between FAAA and ACLO is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FAAA vs. ACLO - Dividend Comparison

FAAA's dividend yield for the trailing twelve months is around 0.62%, less than ACLO's 4.84% yield.


TTM20252024
FAAA
Fidelity AAA CLO ETF
0.62%0.00%0.00%
ACLO
TCW AAA CLO ETF
4.84%4.87%0.59%

Drawdowns

FAAA vs. ACLO - Drawdown Comparison

The maximum FAAA drawdown since its inception was -0.55%, smaller than the maximum ACLO drawdown of -1.01%. Use the drawdown chart below to compare losses from any high point for FAAA and ACLO.


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Drawdown Indicators


FAAAACLODifference

Max Drawdown

Largest peak-to-trough decline

-0.55%

-1.01%

+0.46%

Max Drawdown (1Y)

Largest decline over 1 year

-0.91%

Current Drawdown

Current decline from peak

0.00%

-0.07%

+0.07%

Average Drawdown

Average peak-to-trough decline

-0.17%

-0.05%

-0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.17%

Volatility

FAAA vs. ACLO - Volatility Comparison


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Volatility by Period


FAAAACLODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.39%

Volatility (6M)

Calculated over the trailing 6-month period

0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

1.29%

1.14%

+0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.29%

1.13%

+0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.29%

1.13%

+0.16%