FDFF vs. WMT
FDFF (Fidelity Disruptive Finance ETF) is Financials Equities fund actively managed by Fidelity, while WMT (Walmart Inc.) is a stock. Over the past 3 years, FDFF returned 10.50%/yr vs 32.01%/yr for WMT. At a 0.16 correlation, their price movements are largely independent.
Performance
FDFF vs. WMT - Performance Comparison
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Returns By Period
In the year-to-date period, FDFF achieves a -1.88% return, which is significantly lower than WMT's 3.43% return.
FDFF
- 1D
- 0.39%
- 1M
- 6.98%
- 6M
- -4.05%
- YTD
- -1.88%
- 1Y
- -7.57%
- 3Y*
- 10.50%
- 5Y*
- —
- 10Y*
- —
WMT
- 1D
- 0.77%
- 1M
- -5.17%
- 6M
- -2.32%
- YTD
- 3.43%
- 1Y
- 22.60%
- 3Y*
- 32.01%
- 5Y*
- 20.99%
- 10Y*
- 18.69%
FDFF vs. WMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FDFF Fidelity Disruptive Finance ETF | -1.88% | -2.75% | 27.86% | 16.58% |
WMT Walmart Inc. | 3.43% | 24.49% | 73.99% | 3.73% |
Correlation
The correlation between FDFF and WMT is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2023 | 0.16 |
The correlation between FDFF and WMT shifts across timeframes, from -0.04 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FDFF vs. WMT — Risk / Return Rank
FDFF
WMT
FDFF vs. WMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Disruptive Finance ETF (FDFF) and Walmart Inc. (WMT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FDFF | WMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -1.88 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.19 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | 1.20 | -1.54 |
| Martin ratioReturn relative to average drawdown | -0.64 | 3.62 | -4.26 |
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Drawdowns
FDFF vs. WMT - Drawdown Comparison
The maximum FDFF drawdown since its inception was -23.06%, smaller than the maximum WMT drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for FDFF and WMT.
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Drawdown Indicators
| FDFF | WMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.06% | -77.14% | +54.08% |
Max Drawdown (1Y)Largest decline over 1 year | -22.31% | -18.91% | -3.40% |
Max Drawdown (3Y)Largest decline over 3 years | -23.06% | -21.93% | -1.13% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.74% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.74% | — |
Current DrawdownCurrent decline from peak | -10.89% | -14.47% | +3.58% |
Average DrawdownAverage peak-to-trough decline | -6.60% | -14.63% | +8.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.77% | 6.26% | +5.51% |
Volatility
FDFF vs. WMT - Volatility Comparison
The current volatility for Fidelity Disruptive Finance ETF (FDFF) is 4.75%, while Walmart Inc. (WMT) has a volatility of 7.23%. This indicates that FDFF experiences smaller price fluctuations and is considered to be less risky than WMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FDFF | WMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 7.23% | -2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 14.68% | 19.33% | -4.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.59% | 24.31% | -5.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.98% | 21.84% | -2.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.98% | 21.84% | -2.86% |
Dividends
FDFF vs. WMT - Dividend Comparison
FDFF's dividend yield for the trailing twelve months is around 1.01%, more than WMT's 0.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDFF Fidelity Disruptive Finance ETF | 1.01% | 0.86% | 0.70% | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WMT Walmart Inc. | 0.84% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
Frequently Asked Questions
FDFF and WMT have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WMT has higher volatility (7.23%) compared to FDFF (4.75%). In terms of maximum drawdown, FDFF dropped -23.06% vs WMT's -77.14%.
WMT currently has the higher Sharpe Ratio (0.94 vs -0.41), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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