PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FDCF vs. BNDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDCF and BNDX is 0.18, 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.


-0.50.00.51.00.2

Performance

FDCF vs. BNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Disruptive Communications ETF (FDCF) and Vanguard Total International Bond ETF (BNDX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
9.18%
1.50%
FDCF
BNDX

Key characteristics

Sharpe Ratio

FDCF:

1.66

BNDX:

0.34

Sortino Ratio

FDCF:

2.28

BNDX:

0.48

Omega Ratio

FDCF:

1.30

BNDX:

1.06

Calmar Ratio

FDCF:

2.26

BNDX:

0.17

Martin Ratio

FDCF:

8.26

BNDX:

1.27

Ulcer Index

FDCF:

3.82%

BNDX:

1.17%

Daily Std Dev

FDCF:

19.01%

BNDX:

4.31%

Max Drawdown

FDCF:

-14.27%

BNDX:

-16.23%

Current Drawdown

FDCF:

-3.56%

BNDX:

-5.93%

Returns By Period

In the year-to-date period, FDCF achieves a 30.93% return, which is significantly higher than BNDX's 1.55% return.


FDCF

YTD

30.93%

1M

0.09%

6M

10.21%

1Y

31.87%

5Y*

N/A

10Y*

N/A

BNDX

YTD

1.55%

1M

-1.71%

6M

1.50%

1Y

1.48%

5Y*

-0.34%

10Y*

1.73%

Compare stocks, funds, or ETFs

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


FDCF vs. BNDX - Expense Ratio Comparison

FDCF has a 0.50% expense ratio, which is higher than BNDX's 0.07% expense ratio.


FDCF
Fidelity Disruptive Communications ETF
Expense ratio chart for FDCF: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for BNDX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

FDCF vs. BNDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Disruptive Communications ETF (FDCF) and Vanguard Total International Bond ETF (BNDX). 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.


Sharpe ratio
The chart of Sharpe ratio for FDCF, currently valued at 1.68, compared to the broader market0.002.004.001.680.34
The chart of Sortino ratio for FDCF, currently valued at 2.30, compared to the broader market-2.000.002.004.006.008.0010.002.300.48
The chart of Omega ratio for FDCF, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.301.06
The chart of Calmar ratio for FDCF, currently valued at 2.28, compared to the broader market0.005.0010.0015.002.280.49
The chart of Martin ratio for FDCF, currently valued at 8.33, compared to the broader market0.0020.0040.0060.0080.00100.008.331.27
FDCF
BNDX

The current FDCF Sharpe Ratio is 1.66, which is higher than the BNDX Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of FDCF and BNDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.68
0.34
FDCF
BNDX

Dividends

FDCF vs. BNDX - Dividend Comparison

FDCF's dividend yield for the trailing twelve months is around 0.07%, less than BNDX's 2.11% yield.


TTM20232022202120202019201820172016201520142013
FDCF
Fidelity Disruptive Communications ETF
0.07%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BNDX
Vanguard Total International Bond ETF
2.11%4.42%1.52%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%0.86%

Drawdowns

FDCF vs. BNDX - Drawdown Comparison

The maximum FDCF drawdown since its inception was -14.27%, smaller than the maximum BNDX drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for FDCF and BNDX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.56%
-3.00%
FDCF
BNDX

Volatility

FDCF vs. BNDX - Volatility Comparison

Fidelity Disruptive Communications ETF (FDCF) has a higher volatility of 4.56% compared to Vanguard Total International Bond ETF (BNDX) at 2.21%. This indicates that FDCF's price experiences larger fluctuations and is considered to be riskier than BNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.56%
2.21%
FDCF
BNDX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab