FDCF vs. SOCL

Last updated Apr 2, 2026

Compare and contrast key facts about Fidelity Disruptive Communications ETF (FDCF) and Global X Social Media ETF (SOCL).

FDCF and SOCL 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. SOCL is a passively managed fund by Global X that tracks the performance of the Solactive Social Media Index. It was launched on Nov 14, 2011.

Performance

FDCF vs. SOCL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Disruptive Communications ETF (FDCF) and Global X Social Media ETF (SOCL). The values are adjusted to include any dividend payments, if applicable.

FDCF vs. SOCL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
FDCF Fidelity Disruptive Communications ETF	-9.91%	27.42%	28.37%	16.39%
SOCL Global X Social Media ETF	-21.19%	31.04%	5.08%	9.44%

Returns By Period

In the year-to-date period, FDCF achieves a -9.91% return, which is significantly higher than SOCL's -21.19% return.

FDCF

• 1D: 0.62%
• 1M: -5.81%
• YTD: -9.91%
• 6M: -12.31%
• 1Y: 16.46%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SOCL

• 1D: 0.49%
• 1M: -10.88%
• YTD: -21.19%
• 6M: -27.22%
• 1Y: -1.96%
• 3Y*: 6.02%
• 5Y*: -8.34%
• 10Y*: 9.38%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FDCF vs. SOCL - Expense Ratio Comparison

FDCF has a 0.50% expense ratio, which is lower than SOCL's 0.65% expense ratio.

SOCL

Global X Social Media ETF

FDCF

Fidelity Disruptive Communications ETF

Return for Risk

FDCF vs. SOCL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FDCF

FDCF Risk / Return Rank: 36
FDCF Sharpe Ratio Rank: 36
FDCF Sortino Ratio Rank: 37
FDCF Omega Ratio Rank: 36
FDCF Calmar Ratio Rank: 36
FDCF Martin Ratio Rank: 33

SOCL

SOCL Risk / Return Rank: 11
SOCL Sharpe Ratio Rank: 10
SOCL Sortino Ratio Rank: 11
SOCL Omega Ratio Rank: 10
SOCL Calmar Ratio Rank: 12
SOCL Martin Ratio Rank: 12

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FDCF vs. SOCL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Disruptive Communications ETF (FDCF) and Global X Social Media ETF (SOCL). 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.

	FDCF	SOCL	Difference
Sharpe ratio Return per unit of total volatility	0.72	-0.07	+0.79
Sortino ratio Return per unit of downside risk	1.13	0.08	+1.05
Omega ratio Gain probability vs. loss probability	1.15	1.01	+0.14
Calmar ratio Return relative to maximum drawdown	0.98	-0.01	+0.99
Martin ratio Return relative to average drawdown	3.02	-0.03	+3.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FDCF vs. SOCL - Sharpe Ratio Comparison

The current FDCF Sharpe Ratio is 0.72, which is higher than the SOCL Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of FDCF and SOCL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FDCF	SOCL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.72	-0.07	+0.79
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.28	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.34	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.03	0.31	+0.72

Correlation

The correlation between FDCF and SOCL is 0.76, 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

FDCF vs. SOCL - Dividend Comparison

FDCF's dividend yield for the trailing twelve months is around 0.04%, less than SOCL's 0.55% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FDCF Fidelity Disruptive Communications ETF	0.04%	0.09%	0.25%	0.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SOCL Global X Social Media ETF	0.55%	0.43%	0.25%	0.61%	0.39%	0.00%	0.00%	0.00%	0.00%	1.49%	0.18%	0.01%

Drawdowns

FDCF vs. SOCL - Drawdown Comparison

The maximum FDCF drawdown since its inception was -22.53%, smaller than the maximum SOCL drawdown of -68.70%. Use the drawdown chart below to compare losses from any high point for FDCF and SOCL.

Drawdown Indicators

	FDCF	SOCL	Difference
Max Drawdown Largest peak-to-trough decline	-22.53%	-68.70%	+46.17%
Max Drawdown (1Y) Largest decline over 1 year	-18.10%	-33.52%	+15.42%
Max Drawdown (5Y) Largest decline over 5 years	—	-66.32%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-68.70%	—
Current Drawdown Current decline from peak	-13.97%	-43.38%	+29.41%
Average Drawdown Average peak-to-trough decline	-4.16%	-21.74%	+17.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.87%	11.50%	-5.63%

Volatility

FDCF vs. SOCL - Volatility Comparison

The current volatility for Fidelity Disruptive Communications ETF (FDCF) is 8.06%, while Global X Social Media ETF (SOCL) has a volatility of 9.19%. This indicates that FDCF experiences smaller price fluctuations and is considered to be less risky than SOCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FDCF	SOCL	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.06%	9.19%	-1.13%
Volatility (6M) Calculated over the trailing 6-month period	14.45%	17.42%	-2.97%
Volatility (1Y) Calculated over the trailing 1-year period	23.02%	26.60%	-3.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.75%	29.63%	-8.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.75%	27.42%	-6.67%