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

Correlation

The correlation between FDFF and TIME is 0.80, 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.


Performance

FDFF vs. TIME - Performance Comparison

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

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Key characteristics

Daily Std Dev

FDFF:

10.72%

TIME:

6.72%

Max Drawdown

FDFF:

-0.24%

TIME:

0.00%

Current Drawdown

FDFF:

0.00%

TIME:

0.00%

Returns By Period


FDFF

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

TIME

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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FDFF vs. TIME - Expense Ratio Comparison

FDFF has a 0.50% expense ratio, which is lower than TIME's 1.00% expense ratio.


Risk-Adjusted Performance

FDFF vs. TIME — 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 8181
Overall Rank
The Sharpe Ratio Rank of FDFF is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of FDFF is 8181
Sortino Ratio Rank
The Omega Ratio Rank of FDFF is 8282
Omega Ratio Rank
The Calmar Ratio Rank of FDFF is 8181
Calmar Ratio Rank
The Martin Ratio Rank of FDFF is 7979
Martin Ratio Rank

TIME
The Risk-Adjusted Performance Rank of TIME is 3636
Overall Rank
The Sharpe Ratio Rank of TIME is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of TIME is 3636
Sortino Ratio Rank
The Omega Ratio Rank of TIME is 3535
Omega Ratio Rank
The Calmar Ratio Rank of TIME is 3838
Calmar Ratio Rank
The Martin Ratio Rank of TIME is 3333
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. TIME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Disruptive Finance ETF (FDFF) and Clockwise Core Equity & Innovation ETF (TIME). 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.



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Dividends

FDFF vs. TIME - Dividend Comparison

FDFF's dividend yield for the trailing twelve months is around 0.73%, less than TIME's 16.73% yield.


TTM20242023
FDFF
Fidelity Disruptive Finance ETF
0.73%0.00%0.00%
TIME
Clockwise Core Equity & Innovation ETF
16.73%0.00%0.00%

Drawdowns

FDFF vs. TIME - Drawdown Comparison

The maximum FDFF drawdown since its inception was -0.24%, which is greater than TIME's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for FDFF and TIME. For additional features, visit the drawdowns tool.


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Volatility

FDFF vs. TIME - Volatility Comparison


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