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FDEM vs. FTEC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDEM vs. FTEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Emerging Markets Multifactor ETF (FDEM) and Fidelity MSCI Information Technology Index ETF (FTEC). The values are adjusted to include any dividend payments, if applicable.

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FDEM vs. FTEC - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FDEM
Fidelity Emerging Markets Multifactor ETF
2.77%26.75%9.34%17.26%-13.11%-3.52%8.87%5.73%
FTEC
Fidelity MSCI Information Technology Index ETF
-7.30%22.11%29.40%53.30%-29.59%30.49%45.83%28.29%

Returns By Period

In the year-to-date period, FDEM achieves a 2.77% return, which is significantly higher than FTEC's -7.30% return.


FDEM

1D
3.24%
1M
-8.84%
YTD
2.77%
6M
6.29%
1Y
27.87%
3Y*
17.22%
5Y*
6.52%
10Y*

FTEC

1D
4.32%
1M
-3.83%
YTD
-7.30%
6M
-6.15%
1Y
29.59%
3Y*
22.94%
5Y*
14.76%
10Y*
21.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDEM vs. FTEC - Expense Ratio Comparison

FDEM has a 0.45% expense ratio, which is higher than FTEC's 0.08% expense ratio.


Return for Risk

FDEM vs. FTEC — Risk / Return Rank

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

FDEM
FDEM Risk / Return Rank: 8181
Overall Rank
FDEM Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FDEM Sortino Ratio Rank: 8383
Sortino Ratio Rank
FDEM Omega Ratio Rank: 8181
Omega Ratio Rank
FDEM Calmar Ratio Rank: 8181
Calmar Ratio Rank
FDEM Martin Ratio Rank: 8181
Martin Ratio Rank

FTEC
FTEC Risk / Return Rank: 6868
Overall Rank
FTEC Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FTEC Sortino Ratio Rank: 6969
Sortino Ratio Rank
FTEC Omega Ratio Rank: 6767
Omega Ratio Rank
FTEC Calmar Ratio Rank: 7474
Calmar Ratio Rank
FTEC Martin Ratio Rank: 6262
Martin Ratio Rank
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.

FDEM vs. FTEC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Emerging Markets Multifactor ETF (FDEM) and Fidelity MSCI Information Technology Index ETF (FTEC). 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.


FDEMFTECDifference

Sharpe ratio

Return per unit of total volatility

1.54

1.08

+0.46

Sortino ratio

Return per unit of downside risk

2.11

1.66

+0.45

Omega ratio

Gain probability vs. loss probability

1.30

1.23

+0.07

Calmar ratio

Return relative to maximum drawdown

2.18

1.81

+0.37

Martin ratio

Return relative to average drawdown

8.58

5.63

+2.95

FDEM vs. FTEC - Sharpe Ratio Comparison

The current FDEM Sharpe Ratio is 1.54, which is higher than the FTEC Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of FDEM and FTEC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FDEMFTECDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

1.08

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.59

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.85

-0.46

Correlation

The correlation between FDEM and FTEC is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FDEM vs. FTEC - Dividend Comparison

FDEM's dividend yield for the trailing twelve months is around 3.17%, more than FTEC's 0.46% yield.


TTM20252024202320222021202020192018201720162015
FDEM
Fidelity Emerging Markets Multifactor ETF
3.17%3.23%4.05%4.41%3.95%2.71%1.84%2.39%0.00%0.00%0.00%0.00%
FTEC
Fidelity MSCI Information Technology Index ETF
0.46%0.43%0.49%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%

Drawdowns

FDEM vs. FTEC - Drawdown Comparison

The maximum FDEM drawdown since its inception was -33.65%, roughly equal to the maximum FTEC drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for FDEM and FTEC.


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Drawdown Indicators


FDEMFTECDifference

Max Drawdown

Largest peak-to-trough decline

-33.65%

-34.95%

+1.30%

Max Drawdown (1Y)

Largest decline over 1 year

-12.70%

-16.26%

+3.56%

Max Drawdown (5Y)

Largest decline over 5 years

-29.19%

-34.95%

+5.76%

Max Drawdown (10Y)

Largest decline over 10 years

-34.95%

Current Drawdown

Current decline from peak

-9.87%

-12.65%

+2.78%

Average Drawdown

Average peak-to-trough decline

-9.00%

-5.61%

-3.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

5.22%

-2.00%

Volatility

FDEM vs. FTEC - Volatility Comparison

Fidelity Emerging Markets Multifactor ETF (FDEM) has a higher volatility of 9.54% compared to Fidelity MSCI Information Technology Index ETF (FTEC) at 7.97%. This indicates that FDEM's price experiences larger fluctuations and is considered to be riskier than FTEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDEMFTECDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.54%

7.97%

+1.57%

Volatility (6M)

Calculated over the trailing 6-month period

13.16%

16.35%

-3.19%

Volatility (1Y)

Calculated over the trailing 1-year period

18.15%

27.51%

-9.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.77%

25.12%

-9.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.76%

24.57%

-6.81%