PortfoliosLab logo
FARMX vs. FDTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FARMX and FDTX is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

FARMX vs. FDTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Agricultural Productivity Fund (FARMX) and Fidelity Disruptive Technology ETF (FDTX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

FARMX:

0.45

FDTX:

0.38

Sortino Ratio

FARMX:

0.65

FDTX:

0.81

Omega Ratio

FARMX:

1.08

FDTX:

1.11

Calmar Ratio

FARMX:

0.22

FDTX:

0.49

Martin Ratio

FARMX:

1.28

FDTX:

1.48

Ulcer Index

FARMX:

5.26%

FDTX:

8.95%

Daily Std Dev

FARMX:

18.47%

FDTX:

29.61%

Max Drawdown

FARMX:

-30.27%

FDTX:

-27.23%

Current Drawdown

FARMX:

-14.98%

FDTX:

-6.32%

Returns By Period

In the year-to-date period, FARMX achieves a 13.13% return, which is significantly higher than FDTX's 1.46% return.


FARMX

YTD

13.13%

1M

12.34%

6M

10.99%

1Y

8.20%

5Y*

15.98%

10Y*

N/A

FDTX

YTD

1.46%

1M

20.15%

6M

3.39%

1Y

11.32%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FARMX vs. FDTX - Expense Ratio Comparison

FARMX has a 0.99% expense ratio, which is higher than FDTX's 0.50% expense ratio.


Risk-Adjusted Performance

FARMX vs. FDTX — Risk-Adjusted Performance Rank

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

FARMX
The Risk-Adjusted Performance Rank of FARMX is 4141
Overall Rank
The Sharpe Ratio Rank of FARMX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of FARMX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of FARMX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of FARMX is 3535
Calmar Ratio Rank
The Martin Ratio Rank of FARMX is 4242
Martin Ratio Rank

FDTX
The Risk-Adjusted Performance Rank of FDTX is 4747
Overall Rank
The Sharpe Ratio Rank of FDTX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of FDTX is 4747
Sortino Ratio Rank
The Omega Ratio Rank of FDTX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of FDTX is 5454
Calmar Ratio Rank
The Martin Ratio Rank of FDTX is 4545
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.

FARMX vs. FDTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Agricultural Productivity Fund (FARMX) and Fidelity Disruptive Technology ETF (FDTX). 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 FARMX Sharpe Ratio is 0.45, which is comparable to the FDTX Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of FARMX and FDTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

FARMX vs. FDTX - Dividend Comparison

FARMX's dividend yield for the trailing twelve months is around 2.03%, while FDTX has not paid dividends to shareholders.


TTM20242023202220212020
FARMX
Fidelity Agricultural Productivity Fund
2.03%2.29%1.33%1.17%0.48%0.43%
FDTX
Fidelity Disruptive Technology ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FARMX vs. FDTX - Drawdown Comparison

The maximum FARMX drawdown since its inception was -30.27%, which is greater than FDTX's maximum drawdown of -27.23%. Use the drawdown chart below to compare losses from any high point for FARMX and FDTX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

FARMX vs. FDTX - Volatility Comparison

The current volatility for Fidelity Agricultural Productivity Fund (FARMX) is 3.57%, while Fidelity Disruptive Technology ETF (FDTX) has a volatility of 7.50%. This indicates that FARMX experiences smaller price fluctuations and is considered to be less risky than FDTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...