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

Correlation

The correlation between FDFF and FNCL is 0.69, 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.


Performance

FDFF vs. FNCL - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FDFF:

1.05

FNCL:

1.11

Sortino Ratio

FDFF:

1.56

FNCL:

1.67

Omega Ratio

FDFF:

1.22

FNCL:

1.25

Calmar Ratio

FDFF:

1.04

FNCL:

1.43

Martin Ratio

FDFF:

3.81

FNCL:

5.24

Ulcer Index

FDFF:

6.28%

FNCL:

4.72%

Daily Std Dev

FDFF:

22.76%

FNCL:

21.39%

Max Drawdown

FDFF:

-23.07%

FNCL:

-44.38%

Current Drawdown

FDFF:

-6.21%

FNCL:

-3.24%

Returns By Period

In the year-to-date period, FDFF achieves a 0.43% return, which is significantly lower than FNCL's 4.50% return.


FDFF

YTD

0.43%

1M

12.58%

6M

-1.62%

1Y

23.65%

5Y*

N/A

10Y*

N/A

FNCL

YTD

4.50%

1M

10.45%

6M

1.03%

1Y

23.43%

5Y*

22.24%

10Y*

11.73%

*Annualized

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FDFF vs. FNCL - Expense Ratio Comparison

FDFF has a 0.50% expense ratio, which is higher than FNCL's 0.08% expense ratio.


Risk-Adjusted Performance

FDFF vs. FNCL — 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 8282
Overall Rank
The Sharpe Ratio Rank of FDFF is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of FDFF is 8383
Sortino Ratio Rank
The Omega Ratio Rank of FDFF is 8484
Omega Ratio Rank
The Calmar Ratio Rank of FDFF is 8383
Calmar Ratio Rank
The Martin Ratio Rank of FDFF is 7979
Martin Ratio Rank

FNCL
The Risk-Adjusted Performance Rank of FNCL is 8686
Overall Rank
The Sharpe Ratio Rank of FNCL is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of FNCL is 8686
Sortino Ratio Rank
The Omega Ratio Rank of FNCL is 8787
Omega Ratio Rank
The Calmar Ratio Rank of FNCL is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FNCL is 8686
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. FNCL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Disruptive Finance ETF (FDFF) and Fidelity MSCI Financials Index ETF (FNCL). 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.


The current FDFF Sharpe Ratio is 1.05, which is comparable to the FNCL Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FDFF and FNCL, 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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Dividends

FDFF vs. FNCL - Dividend Comparison

Neither FDFF nor FNCL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FDFF vs. FNCL - Drawdown Comparison

The maximum FDFF drawdown since its inception was -23.07%, smaller than the maximum FNCL drawdown of -44.38%. Use the drawdown chart below to compare losses from any high point for FDFF and FNCL. For additional features, visit the drawdowns tool.


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Volatility

FDFF vs. FNCL - Volatility Comparison

The current volatility for Fidelity Disruptive Finance ETF (FDFF) is 5.03%, while Fidelity MSCI Financials Index ETF (FNCL) has a volatility of 5.85%. This indicates that FDFF experiences smaller price fluctuations and is considered to be less risky than FNCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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