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FDHT vs. VHT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDHT and VHT 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

FDHT vs. VHT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Digital Health ETF (FDHT) and Vanguard Health Care ETF (VHT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

FDHT:

8.34%

VHT:

23.67%

Max Drawdown

FDHT:

-0.69%

VHT:

-3.87%

Current Drawdown

FDHT:

0.00%

VHT:

-3.87%

Returns By Period


FDHT

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VHT

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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FDHT vs. VHT - Expense Ratio Comparison

FDHT has a 0.39% expense ratio, which is higher than VHT's 0.10% expense ratio.


Risk-Adjusted Performance

FDHT vs. VHT — Risk-Adjusted Performance Rank

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

FDHT
The Risk-Adjusted Performance Rank of FDHT is 4646
Overall Rank
The Sharpe Ratio Rank of FDHT is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of FDHT is 4949
Sortino Ratio Rank
The Omega Ratio Rank of FDHT is 4444
Omega Ratio Rank
The Calmar Ratio Rank of FDHT is 3737
Calmar Ratio Rank
The Martin Ratio Rank of FDHT is 4545
Martin Ratio Rank

VHT
The Risk-Adjusted Performance Rank of VHT is 66
Overall Rank
The Sharpe Ratio Rank of VHT is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of VHT is 77
Sortino Ratio Rank
The Omega Ratio Rank of VHT is 77
Omega Ratio Rank
The Calmar Ratio Rank of VHT is 55
Calmar Ratio Rank
The Martin Ratio Rank of VHT is 77
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.

FDHT vs. VHT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Digital Health ETF (FDHT) and Vanguard Health Care ETF (VHT). 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

FDHT vs. VHT - Dividend Comparison

FDHT's dividend yield for the trailing twelve months is around 1.51%, less than VHT's 1.64% yield.


TTM20242023202220212020201920182017201620152014
FDHT
Fidelity Digital Health ETF
1.51%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VHT
Vanguard Health Care ETF
1.64%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FDHT vs. VHT - Drawdown Comparison

The maximum FDHT drawdown since its inception was -0.69%, smaller than the maximum VHT drawdown of -3.87%. Use the drawdown chart below to compare losses from any high point for FDHT and VHT. For additional features, visit the drawdowns tool.


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Volatility

FDHT vs. VHT - Volatility Comparison


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