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FBOT vs. IQM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

FBOT vs. IQM

Last updated May 20, 2025

Compare and contrast key facts about Fidelity Disruptive Automation ETF (FBOT) and Franklin Intelligent Machines ETF (IQM).

FBOT and IQM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FBOT is an actively managed fund by Fidelity. It was launched on Apr 16, 2020. IQM is an actively managed fund by Franklin Templeton. It was launched on Feb 25, 2020.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FBOT or IQM.

Correlation

The correlation between FBOT and IQM is 0.82, 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

FBOT vs. IQM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Disruptive Automation ETF (FBOT) and Franklin Intelligent Machines ETF (IQM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FBOT:

0.40

IQM:

0.48

Sortino Ratio

FBOT:

0.71

IQM:

0.84

Omega Ratio

FBOT:

1.09

IQM:

1.11

Calmar Ratio

FBOT:

0.40

IQM:

0.51

Martin Ratio

FBOT:

1.38

IQM:

1.47

Ulcer Index

FBOT:

6.83%

IQM:

10.57%

Daily Std Dev

FBOT:

24.79%

IQM:

34.99%

Max Drawdown

FBOT:

-23.61%

IQM:

-44.91%

Current Drawdown

FBOT:

-2.91%

IQM:

-5.10%

Returns By Period

The year-to-date returns for both stocks are quite close, with FBOT having a 2.91% return and IQM slightly lower at 2.81%.

FBOT

YTD

2.91%

1M

17.90%

6M

7.32%

1Y

9.88%

3Y*

N/A

5Y*

N/A

10Y*

N/A

IQM

YTD

2.81%

1M

23.91%

6M

4.75%

1Y

16.63%

3Y*

23.89%

5Y*

21.56%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Fidelity Disruptive Automation ETF

Franklin Intelligent Machines ETF

FBOT vs. IQM - Expense Ratio Comparison

Both FBOT and IQM have an expense ratio of 0.50%.

FBOT
Fidelity Disruptive Automation ETF
IQM
Franklin Intelligent Machines ETF

Risk-Adjusted Performance

FBOT vs. IQM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FBOT
The Risk-Adjusted Performance Rank of FBOT is 4141
Overall Rank
The Sharpe Ratio Rank of FBOT is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of FBOT is 4040
Sortino Ratio Rank
The Omega Ratio Rank of FBOT is 3838
Omega Ratio Rank
The Calmar Ratio Rank of FBOT is 4646
Calmar Ratio Rank
The Martin Ratio Rank of FBOT is 4242
Martin Ratio Rank
IQM
The Risk-Adjusted Performance Rank of IQM is 4848
Overall Rank
The Sharpe Ratio Rank of IQM is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of IQM is 4949
Sortino Ratio Rank
The Omega Ratio Rank of IQM is 4747
Omega Ratio Rank
The Calmar Ratio Rank of IQM is 5454
Calmar Ratio Rank
The Martin Ratio Rank of IQM is 4444
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.

FBOT vs. IQM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Disruptive Automation ETF (FBOT) and Franklin Intelligent Machines ETF (IQM). 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 FBOT Sharpe Ratio is 0.40, which is comparable to the IQM Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of FBOT and IQM, 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

FBOT vs. IQM - Dividend Comparison

FBOT's dividend yield for the trailing twelve months is around 0.45%, while IQM has not paid dividends to shareholders.

TTM20242023202220212020
FBOT
Fidelity Disruptive Automation ETF		0.45%0.31%0.20%0.00%0.00%0.00%
IQM
Franklin Intelligent Machines ETF		0.00%0.00%0.00%0.00%0.17%0.01%

Drawdowns

FBOT vs. IQM - Drawdown Comparison

The maximum FBOT drawdown since its inception was -23.61%, smaller than the maximum IQM drawdown of -44.91%. Use the drawdown chart below to compare losses from any high point for FBOT and IQM. For additional features, visit the drawdowns tool.

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Volatility

FBOT vs. IQM - Volatility Comparison

The current volatility for Fidelity Disruptive Automation ETF (FBOT) is 5.95%, while Franklin Intelligent Machines ETF (IQM) has a volatility of 8.09%. This indicates that FBOT experiences smaller price fluctuations and is considered to be less risky than IQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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