FCOM vs. QCLR
Compare and contrast key facts about Fidelity MSCI Communication Services Index ETF (FCOM) and Global X NASDAQ 100 Collar 95-110 ETF (QCLR).
FCOM and QCLR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FCOM is a passively managed fund by Fidelity that tracks the performance of the MSCI USA IMI Telecommunication Services 25/50 Index. It was launched on Oct 21, 2013. QCLR is a passively managed fund by Global X that tracks the performance of the NASDAQ-100 Quarterly Collar 95-110 Index. It was launched on Aug 25, 2021. Both FCOM and QCLR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FCOM vs. QCLR - Performance Comparison
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FCOM vs. QCLR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FCOM Fidelity MSCI Communication Services Index ETF | -6.08% | 26.06% | 33.05% | 44.65% | -38.97% | -6.68% |
QCLR Global X NASDAQ 100 Collar 95-110 ETF | -5.98% | 11.27% | 20.27% | 28.87% | -18.87% | 3.02% |
Returns By Period
The year-to-date returns for both investments are quite close, with FCOM having a -6.08% return and QCLR slightly higher at -5.98%.
FCOM
- 1D
- 0.78%
- 1M
- -5.28%
- YTD
- -6.08%
- 6M
- -1.89%
- 1Y
- 22.46%
- 3Y*
- 24.49%
- 5Y*
- 7.43%
- 10Y*
- 11.09%
QCLR
- 1D
- 0.74%
- 1M
- -4.77%
- YTD
- -5.98%
- 6M
- -5.17%
- 1Y
- 11.38%
- 3Y*
- 12.99%
- 5Y*
- —
- 10Y*
- —
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FCOM vs. QCLR - Expense Ratio Comparison
FCOM has a 0.08% expense ratio, which is lower than QCLR's 0.60% expense ratio.
Return for Risk
FCOM vs. QCLR — Risk / Return Rank
FCOM
QCLR
FCOM vs. QCLR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Communication Services Index ETF (FCOM) and Global X NASDAQ 100 Collar 95-110 ETF (QCLR). 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.
| FCOM | QCLR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 0.95 | +0.17 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.41 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.18 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.14 | +0.58 |
Martin ratioReturn relative to average drawdown | 6.32 | 4.57 | +1.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FCOM | QCLR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 0.95 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.55 | +0.01 |
Correlation
The correlation between FCOM and QCLR is 0.70, 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.
Dividends
FCOM vs. QCLR - Dividend Comparison
FCOM's dividend yield for the trailing twelve months is around 0.99%, less than QCLR's 15.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCOM Fidelity MSCI Communication Services Index ETF | 0.99% | 0.88% | 0.87% | 0.77% | 1.04% | 0.90% | 0.68% | 0.86% | 2.78% | 11.70% | 2.27% | 2.92% |
QCLR Global X NASDAQ 100 Collar 95-110 ETF | 15.83% | 14.89% | 8.89% | 0.47% | 0.27% | 1.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FCOM vs. QCLR - Drawdown Comparison
The maximum FCOM drawdown since its inception was -46.76%, which is greater than QCLR's maximum drawdown of -21.77%. Use the drawdown chart below to compare losses from any high point for FCOM and QCLR.
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Drawdown Indicators
| FCOM | QCLR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.76% | -21.77% | -24.99% |
Max Drawdown (1Y)Largest decline over 1 year | -13.48% | -10.22% | -3.26% |
Max Drawdown (5Y)Largest decline over 5 years | -46.76% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -46.76% | — | — |
Current DrawdownCurrent decline from peak | -9.22% | -8.10% | -1.12% |
Average DrawdownAverage peak-to-trough decline | -8.74% | -6.32% | -2.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 2.56% | +1.11% |
Volatility
FCOM vs. QCLR - Volatility Comparison
Fidelity MSCI Communication Services Index ETF (FCOM) has a higher volatility of 6.45% compared to Global X NASDAQ 100 Collar 95-110 ETF (QCLR) at 3.93%. This indicates that FCOM's price experiences larger fluctuations and is considered to be riskier than QCLR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCOM | QCLR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.45% | 3.93% | +2.52% |
Volatility (6M)Calculated over the trailing 6-month period | 11.61% | 8.56% | +3.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.30% | 12.08% | +8.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.20% | 12.61% | +8.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.94% | 12.61% | +8.33% |