FDCF vs. BNDX
Compare and contrast key facts about Fidelity Disruptive Communications ETF (FDCF) and Vanguard Total International Bond ETF (BNDX).
FDCF and BNDX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FDCF is an actively managed fund by Fidelity. It was launched on Apr 16, 2020. BNDX is a passively managed fund by Vanguard that tracks the performance of the Barclays Global Aggregate ex-USD Float-Adjusted Index (Hedged). It was launched on May 31, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FDCF or BNDX.
Key characteristics
| FDCF | BNDX | |
|---|---|---|
| YTD Return | 31.59% | 2.51% |
| 1Y Return | 50.40% | 7.75% |
| Sharpe Ratio | 2.75 | 1.97 |
| Sortino Ratio | 3.55 | 3.02 |
| Omega Ratio | 1.49 | 1.35 |
| Calmar Ratio | 3.68 | 0.70 |
| Martin Ratio | 13.82 | 7.42 |
| Ulcer Index | 3.72% | 1.13% |
| Daily Std Dev | 18.69% | 4.24% |
| Max Drawdown | -14.27% | -16.23% |
| Current Drawdown | 0.00% | -5.05% |
Correlation
The correlation between FDCF and BNDX is 0.17, 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.
Performance
FDCF vs. BNDX - Performance Comparison
In the year-to-date period, FDCF achieves a 31.59% return, which is significantly higher than BNDX's 2.51% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FDCF vs. BNDX - Expense Ratio Comparison
FDCF has a 0.50% expense ratio, which is higher than BNDX's 0.07% expense ratio.
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.
Dividends
FDCF vs. BNDX - Dividend Comparison
FDCF's dividend yield for the trailing twelve months is around 0.07%, less than BNDX's 4.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 4.79% | 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.
Volatility
FDCF vs. BNDX - Volatility Comparison
Fidelity Disruptive Communications ETF (FDCF) has a higher volatility of 3.98% compared to Vanguard Total International Bond ETF (BNDX) at 0.92%. 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.