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FDCF vs. XOMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDCF vs. XOMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Disruptive Communications ETF (FDCF) and YieldMax XOM Option Income Strategy ETF (XOMO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FDCF achieves a 3.11% return, which is significantly lower than XOMO's 20.15% return.


FDCF

1D
2.27%
1M
-1.09%
6M
4.88%
YTD
3.11%
1Y
11.80%
3Y*
23.40%
5Y*
10Y*
ALL TIME*
24.31%

XOMO

1D
-0.09%
1M
10.85%
6M
7.87%
YTD
20.15%
1Y
29.81%
3Y*
5Y*
10Y*
ALL TIME*
7.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$340.65K$346.22K$435.76K
$559.24K$694.66K$715.05K

FDCF vs. XOMO - Yearly Performance Comparison


2026 (YTD)202520242023
FDCF
Fidelity Disruptive Communications ETF
3.11%27.42%28.37%13.82%
XOMO
YieldMax XOM Option Income Strategy ETF
20.15%6.90%6.11%-8.59%

Correlation

The correlation between FDCF and XOMO is -0.27, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.27

Correlation (All Time)
Calculated using the full available price history since Aug 31, 2023

-0.06

Over the past year, the inverse relationship between FDCF and XOMO has strengthened: their correlation has moved from -0.06 to -0.27, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

FDCF vs. XOMO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FDCF
FDCF Risk / Return Rank: 2424
Overall Rank
FDCF Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
FDCF Sortino Ratio Rank: 2525
Sortino Ratio Rank
FDCF Omega Ratio Rank: 2525
Omega Ratio Rank
FDCF Calmar Ratio Rank: 2323
Calmar Ratio Rank
FDCF Martin Ratio Rank: 2424
Martin Ratio Rank

XOMO
XOMO Risk / Return Rank: 5252
Overall Rank
XOMO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XOMO Sortino Ratio Rank: 5555
Sortino Ratio Rank
XOMO Omega Ratio Rank: 5757
Omega Ratio Rank
XOMO Calmar Ratio Rank: 4646
Calmar Ratio Rank
XOMO Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FDCF vs. XOMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Disruptive Communications ETF (FDCF) and YieldMax XOM Option Income Strategy ETF (XOMO). 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.


FDCFXOMODifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

-1.03

Omega ratioGain probability vs. loss probability

1.11

1.26

-0.15

Calmar ratioReturn relative to maximum drawdown

0.65

1.74

-1.08

Martin ratioReturn relative to average drawdown

1.88

4.35

-2.47

FDCF vs. XOMO - Sharpe Ratio Comparison

The current FDCF Sharpe Ratio is 0.60, which is lower than the XOMO Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of FDCF and XOMO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FDCF vs. XOMO - Drawdown Comparison

The maximum FDCF drawdown since its inception was -22.53%, which is greater than XOMO's maximum drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for FDCF and XOMO.


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Drawdown Indicators


FDCFXOMODifference

Max Drawdown

Largest peak-to-trough decline

-22.53%

-18.90%

-3.63%

Max Drawdown (1Y)

Largest decline over 1 year

-18.10%

-17.25%

-0.85%

Max Drawdown (3Y)

Largest decline over 3 years

-22.53%

Current Drawdown

Current decline from peak

-4.22%

-7.65%

+3.43%

Average Drawdown

Average peak-to-trough decline

-4.18%

-7.50%

+3.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.29%

6.89%

-0.60%

Volatility

FDCF vs. XOMO - Volatility Comparison

The current volatility for Fidelity Disruptive Communications ETF (FDCF) is 5.47%, while YieldMax XOM Option Income Strategy ETF (XOMO) has a volatility of 6.21%. This indicates that FDCF experiences smaller price fluctuations and is considered to be less risky than XOMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDCFXOMODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.47%

6.21%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

15.71%

17.24%

-1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

19.77%

20.67%

-0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.71%

19.19%

+1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.71%

19.19%

+1.52%

FDCF vs. XOMO - Expense Ratio Comparison

FDCF has a 0.50% expense ratio, which is lower than XOMO's 1.01% expense ratio.


Dividends

FDCF vs. XOMO - Dividend Comparison

FDCF's dividend yield for the trailing twelve months is around 0.07%, less than XOMO's 37.07% yield.


PositionTTM202520242023
FDCF
Fidelity Disruptive Communications ETF
0.07%0.09%0.25%0.19%
XOMO
YieldMax XOM Option Income Strategy ETF
37.07%31.64%26.94%5.13%

Frequently Asked Questions


FDCF and XOMO have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XOMO has higher volatility (6.21%) compared to FDCF (5.47%). In terms of maximum drawdown, FDCF dropped -22.53% vs XOMO's -18.90%.

On 1-year performance, XOMO leads with 29.81% vs 11.80% for FDCF. On fees, FDCF is cheaper at 0.50% per year. On volatility, FDCF has been the lower-risk option at 5.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, XOMO has performed better with a 29.81% return vs 11.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FDCF is cheaper with a 0.50% expense ratio, compared with 1.01% for XOMO.

XOMO has the higher dividend yield at 37.07%, compared with 0.07% for FDCF.

FDCF is categorized as Communications Equities, while XOMO is Derivative Income. They also come from different issuers: Fidelity and YieldMax. Their fees differ too: 0.50% for FDCF and 1.01% for XOMO.

XOMO currently has the higher Sharpe Ratio (1.45 vs 0.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FDCF and XOMO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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