PortfoliosLab logoPortfoliosLab logo
FDFF vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDFF vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Disruptive Finance ETF (FDFF) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FDFF vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023
FDFF
Fidelity Disruptive Finance ETF
-12.07%-2.75%27.86%15.99%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%10.87%

Returns By Period

In the year-to-date period, FDFF achieves a -12.07% return, which is significantly lower than VOO's -4.42% return.


FDFF

1D
2.62%
1M
-4.44%
YTD
-12.07%
6M
-13.30%
1Y
-9.61%
3Y*
5Y*
10Y*

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. VOO - Expense Ratio Comparison

FDFF has a 0.50% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

FDFF vs. VOO — Risk / Return Rank

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

FDFF
FDFF Risk / Return Rank: 44
Overall Rank
FDFF Sharpe Ratio Rank: 55
Sharpe Ratio Rank
FDFF Sortino Ratio Rank: 44
Sortino Ratio Rank
FDFF Omega Ratio Rank: 44
Omega Ratio Rank
FDFF Calmar Ratio Rank: 55
Calmar Ratio Rank
FDFF Martin Ratio Rank: 44
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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.

FDFF vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Disruptive Finance ETF (FDFF) and Vanguard S&P 500 ETF (VOO). 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.


FDFFVOODifference

Sharpe ratio

Return per unit of total volatility

-0.43

0.98

-1.41

Sortino ratio

Return per unit of downside risk

-0.47

1.50

-1.97

Omega ratio

Gain probability vs. loss probability

0.94

1.23

-0.29

Calmar ratio

Return relative to maximum drawdown

-0.43

1.53

-1.97

Martin ratio

Return relative to average drawdown

-1.05

7.29

-8.34

FDFF vs. VOO - Sharpe Ratio Comparison

The current FDFF Sharpe Ratio is -0.43, which is lower than the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of FDFF and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FDFFVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.43

0.98

-1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.83

-0.36

Correlation

The correlation between FDFF and VOO is 0.74, 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.


Dividends

FDFF vs. VOO - Dividend Comparison

FDFF's dividend yield for the trailing twelve months is around 1.03%, less than VOO's 1.19% yield.


TTM20252024202320222021202020192018201720162015
FDFF
Fidelity Disruptive Finance ETF
1.03%0.86%0.70%0.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

FDFF vs. VOO - Drawdown Comparison

The maximum FDFF drawdown since its inception was -23.06%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FDFF and VOO.


Loading graphics...

Drawdown Indicators


FDFFVOODifference

Max Drawdown

Largest peak-to-trough decline

-23.06%

-33.99%

+10.93%

Max Drawdown (1Y)

Largest decline over 1 year

-22.31%

-11.98%

-10.33%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-20.14%

-6.29%

-13.85%

Average Drawdown

Average peak-to-trough decline

-5.77%

-3.72%

-2.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.19%

2.52%

+6.67%

Volatility

FDFF vs. VOO - Volatility Comparison

Fidelity Disruptive Finance ETF (FDFF) has a higher volatility of 6.00% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that FDFF's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FDFFVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

5.29%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

14.20%

9.44%

+4.76%

Volatility (1Y)

Calculated over the trailing 1-year period

22.46%

18.10%

+4.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.04%

16.82%

+2.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.04%

17.99%

+1.05%