PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FDHT vs. VHT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDHT and VHT is 0.71, 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.


-0.50.00.51.00.7

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.

-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember
10.85%
-3.27%
FDHT
VHT

Key characteristics

Sharpe Ratio

FDHT:

0.12

VHT:

0.20

Sortino Ratio

FDHT:

0.29

VHT:

0.35

Omega Ratio

FDHT:

1.03

VHT:

1.04

Calmar Ratio

FDHT:

0.06

VHT:

0.19

Martin Ratio

FDHT:

0.63

VHT:

0.60

Ulcer Index

FDHT:

3.36%

VHT:

3.85%

Daily Std Dev

FDHT:

17.17%

VHT:

11.26%

Max Drawdown

FDHT:

-44.80%

VHT:

-39.12%

Current Drawdown

FDHT:

-27.20%

VHT:

-11.44%

Returns By Period

In the year-to-date period, FDHT achieves a 2.95% return, which is significantly higher than VHT's 2.45% return.


FDHT

YTD

2.95%

1M

-5.67%

6M

10.46%

1Y

2.95%

5Y*

N/A

10Y*

N/A

VHT

YTD

2.45%

1M

-6.67%

6M

-3.63%

1Y

2.45%

5Y*

7.19%

10Y*

8.80%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FDHT vs. VHT - Expense Ratio Comparison

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


FDHT
Fidelity Digital Health ETF
Expense ratio chart for FDHT: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for VHT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for FDHT, currently valued at 0.12, compared to the broader market0.002.004.000.120.20
The chart of Sortino ratio for FDHT, currently valued at 0.29, compared to the broader market-2.000.002.004.006.008.0010.000.290.35
The chart of Omega ratio for FDHT, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.031.04
The chart of Calmar ratio for FDHT, currently valued at 0.06, compared to the broader market0.005.0010.0015.000.060.19
The chart of Martin ratio for FDHT, currently valued at 0.63, compared to the broader market0.0020.0040.0060.0080.00100.000.630.60
FDHT
VHT

The current FDHT Sharpe Ratio is 0.12, which is lower than the VHT Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of FDHT and VHT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember
0.12
0.20
FDHT
VHT

Dividends

FDHT vs. VHT - Dividend Comparison

FDHT's dividend yield for the trailing twelve months is around 1.52%, which matches VHT's 1.53% yield.


TTM2023202220212020201920182017201620152014
FDHT
Fidelity Digital Health ETF
1.52%0.04%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VHT
Vanguard Health Care ETF
1.53%1.36%1.33%1.14%1.21%1.89%1.38%1.31%1.45%1.22%1.02%

Drawdowns

FDHT vs. VHT - Drawdown Comparison

The maximum FDHT drawdown since its inception was -44.80%, which is greater than VHT's maximum drawdown of -39.12%. Use the drawdown chart below to compare losses from any high point for FDHT and VHT. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember
-27.20%
-11.44%
FDHT
VHT

Volatility

FDHT vs. VHT - Volatility Comparison

Fidelity Digital Health ETF (FDHT) has a higher volatility of 4.68% compared to Vanguard Health Care ETF (VHT) at 3.39%. This indicates that FDHT's price experiences larger fluctuations and is considered to be riskier than VHT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember
4.68%
3.39%
FDHT
VHT
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab