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FDFF vs. FDIF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDFF and FDIF is 0.81, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

FDFF vs. FDIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Disruptive Finance ETF (FDFF) and Fidelity Disruptors ETF (FDIF). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
33.78%
13.40%
FDFF
FDIF

Key characteristics

Sharpe Ratio

FDFF:

0.60

FDIF:

0.16

Sortino Ratio

FDFF:

0.98

FDIF:

0.37

Omega Ratio

FDFF:

1.14

FDIF:

1.05

Calmar Ratio

FDFF:

0.59

FDIF:

0.15

Martin Ratio

FDFF:

2.39

FDIF:

0.63

Ulcer Index

FDFF:

5.66%

FDIF:

5.50%

Daily Std Dev

FDFF:

22.46%

FDIF:

21.78%

Max Drawdown

FDFF:

-23.07%

FDIF:

-22.63%

Current Drawdown

FDFF:

-15.25%

FDIF:

-16.98%

Returns By Period

In the year-to-date period, FDFF achieves a -9.24% return, which is significantly higher than FDIF's -11.07% return.


FDFF

YTD

-9.24%

1M

-5.44%

6M

-4.26%

1Y

14.15%

5Y*

N/A

10Y*

N/A

FDIF

YTD

-11.07%

1M

-8.52%

6M

-9.57%

1Y

6.49%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FDFF vs. FDIF - Expense Ratio Comparison

Both FDFF and FDIF have an expense ratio of 0.50%.


FDFF
Fidelity Disruptive Finance ETF
Expense ratio chart for FDFF: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDFF: 0.50%
Expense ratio chart for FDIF: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDIF: 0.50%

Risk-Adjusted Performance

FDFF vs. FDIF — Risk-Adjusted Performance Rank

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

FDFF
The Risk-Adjusted Performance Rank of FDFF is 7272
Overall Rank
The Sharpe Ratio Rank of FDFF is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of FDFF is 7171
Sortino Ratio Rank
The Omega Ratio Rank of FDFF is 7272
Omega Ratio Rank
The Calmar Ratio Rank of FDFF is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FDFF is 7171
Martin Ratio Rank

FDIF
The Risk-Adjusted Performance Rank of FDIF is 4343
Overall Rank
The Sharpe Ratio Rank of FDIF is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of FDIF is 4444
Sortino Ratio Rank
The Omega Ratio Rank of FDIF is 4343
Omega Ratio Rank
The Calmar Ratio Rank of FDIF is 4444
Calmar Ratio Rank
The Martin Ratio Rank of FDIF is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FDFF vs. FDIF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Disruptive Finance ETF (FDFF) and Fidelity Disruptors ETF (FDIF). 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.


Sharpe ratio
The chart of Sharpe ratio for FDFF, currently valued at 0.60, compared to the broader market-1.000.001.002.003.004.00
FDFF: 0.60
FDIF: 0.16
The chart of Sortino ratio for FDFF, currently valued at 0.98, compared to the broader market-2.000.002.004.006.008.00
FDFF: 0.98
FDIF: 0.37
The chart of Omega ratio for FDFF, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
FDFF: 1.14
FDIF: 1.05
The chart of Calmar ratio for FDFF, currently valued at 0.59, compared to the broader market0.002.004.006.008.0010.0012.00
FDFF: 0.59
FDIF: 0.15
The chart of Martin ratio for FDFF, currently valued at 2.39, compared to the broader market0.0020.0040.0060.00
FDFF: 2.39
FDIF: 0.63

The current FDFF Sharpe Ratio is 0.60, which is higher than the FDIF Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of FDFF and FDIF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.60
0.16
FDFF
FDIF

Dividends

FDFF vs. FDIF - Dividend Comparison

FDFF's dividend yield for the trailing twelve months is around 0.79%, more than FDIF's 0.49% yield.


TTM20242023
FDFF
Fidelity Disruptive Finance ETF
0.79%0.70%0.27%
FDIF
Fidelity Disruptors ETF
0.49%0.35%0.21%

Drawdowns

FDFF vs. FDIF - Drawdown Comparison

The maximum FDFF drawdown since its inception was -23.07%, roughly equal to the maximum FDIF drawdown of -22.63%. Use the drawdown chart below to compare losses from any high point for FDFF and FDIF. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.25%
-16.98%
FDFF
FDIF

Volatility

FDFF vs. FDIF - Volatility Comparison

Fidelity Disruptive Finance ETF (FDFF) and Fidelity Disruptors ETF (FDIF) have volatilities of 14.62% and 14.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.62%
14.10%
FDFF
FDIF
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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