FDCF vs. GOLS
FDCF (Fidelity Disruptive Communications ETF) and GOLS (Gabelli Opportunities in Live and Sports ETF) are both Communications Equities funds. Both are actively managed. A 0.63 correlation means they provide meaningful diversification when combined. FDCF charges 0.50%/yr vs 0.90%/yr for GOLS.
Performance
FDCF vs. GOLS - Performance Comparison
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Returns By Period
FDCF
- 1D
- -1.74%
- 1M
- -2.18%
- YTD
- 0.53%
- 6M
- 0.52%
- 1Y
- 14.71%
- 3Y*
- 24.69%
- 5Y*
- —
- 10Y*
- —
GOLS
- 1D
- 0.17%
- 1M
- 0.02%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FDCF vs. GOLS - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
FDCF Fidelity Disruptive Communications ETF | 0.53% |
GOLS Gabelli Opportunities in Live and Sports ETF | 2.93% |
Correlation
The correlation between FDCF and GOLS is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jan 2, 2026 | 0.63 |
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Return for Risk
FDCF vs. GOLS — Risk / Return Rank
FDCF
GOLS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
FDCF vs. GOLS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Disruptive Communications ETF (FDCF) and Gabelli Opportunities in Live and Sports ETF (GOLS). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FDCF | GOLS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.14 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.82 | — | — |
| Martin ratioReturn relative to average drawdown | 2.43 | — | — |
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Drawdowns
FDCF vs. GOLS - Drawdown Comparison
The maximum FDCF drawdown since its inception was -22.53%, which is greater than GOLS's maximum drawdown of -7.85%. Use the drawdown chart below to compare losses from any high point for FDCF and GOLS.
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Drawdown Indicators
| FDCF | GOLS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.53% | -7.85% | -14.68% |
Max Drawdown (1Y)Largest decline over 1 year | -18.10% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -22.53% | — | — |
Current DrawdownCurrent decline from peak | -6.62% | -3.83% | -2.79% |
Average DrawdownAverage peak-to-trough decline | -4.17% | -1.96% | -2.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.07% | — | — |
Volatility
FDCF vs. GOLS - Volatility Comparison
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Volatility by Period
| FDCF | GOLS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.32% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 15.06% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 19.26% | 13.74% | +5.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.73% | 13.74% | +6.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.73% | 13.74% | +6.99% |
FDCF vs. GOLS - Expense Ratio Comparison
FDCF has a 0.50% expense ratio, which is lower than GOLS's 0.90% expense ratio.
Dividends
FDCF vs. GOLS - Dividend Comparison
FDCF's dividend yield for the trailing twelve months is around 0.07%, while GOLS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
FDCF Fidelity Disruptive Communications ETF | 0.07% | 0.09% | 0.25% | 0.19% |
GOLS Gabelli Opportunities in Live and Sports ETF | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FDCF and GOLS have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FDCF is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FDCF is cheaper with a 0.50% expense ratio, compared with 0.90% for GOLS.
FDCF has the higher dividend yield at 0.07%, compared with 0.00% for GOLS.
They also come from different issuers: Fidelity and Gabelli. Their fees differ too: 0.50% for FDCF and 0.90% for GOLS.
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