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 11.88%/yr vs 29.41%/yr for WMT. Their 0.17 correlation means their historical movements had little consistent relationship.
Performance
FDFF vs. WMT - Performance Comparison
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Returns By Period
In the year-to-date period, FDFF achieves a 2.08% return, which is significantly higher than WMT's -0.24% return.
FDFF
- 1D
- 1.66%
- 1M
- 5.14%
- 6M
- 3.96%
- YTD
- 2.08%
- 1Y
- -1.80%
- 3Y*
- 11.88%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 13.28%
WMT
- 1D
- -0.44%
- 1M
- -1.01%
- 6M
- -10.41%
- YTD
- -0.24%
- 1Y
- 13.35%
- 3Y*
- 29.41%
- 5Y*
- 19.90%
- 10Y*
- 18.25%
- ALL TIME*
- 18.35%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $136.84K | $154.95K | $132.20K | |
WMT Walmart Inc. | $2.54B | $2.38B | $2.75B |
FDFF vs. WMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FDFF Fidelity Disruptive Finance ETF | 2.08% | -2.75% | 27.86% | 16.58% |
WMT Walmart Inc. | -0.24% | 24.49% | 73.99% | 3.73% |
Correlation
The correlation between FDFF and WMT is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2023 | 0.17 |
The correlation between FDFF and WMT shifts across timeframes, from -0.02 (1 year) to 0.17 (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 | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.12 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.09 | 0.70 | -0.79 |
| Martin ratioReturn relative to average drawdown | -0.18 | 1.79 | -1.97 |
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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 | -20.60% | -19.23% | -1.37% |
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 | -7.30% | -17.50% | +10.20% |
Average DrawdownAverage peak-to-trough decline | -6.66% | -14.63% | +7.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.26% | 7.47% | +2.79% |
Volatility
FDFF vs. WMT - Volatility Comparison
The current volatility for Fidelity Disruptive Finance ETF (FDFF) is 4.86%, while Walmart Inc. (WMT) has a volatility of 6.24%. 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 | 4.86% | 6.24% | -1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 14.88% | 19.55% | -4.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.62% | 24.82% | -6.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.95% | 21.96% | -3.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.95% | 21.90% | -2.95% |
Dividends
FDFF vs. WMT - Dividend Comparison
FDFF's dividend yield for the trailing twelve months is around 0.97%, more than WMT's 0.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDFF Fidelity Disruptive Finance ETF | 0.97% | 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. | 0.87% | 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 -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WMT has higher volatility (6.24%) compared to FDFF (4.86%). In terms of maximum drawdown, FDFF dropped -23.06% vs WMT's -77.14%.
WMT currently has the higher Sharpe Ratio (0.54 vs -0.10), 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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