PortfoliosLab logo
FDIF vs. FDCF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDIF and FDCF is 0.85, 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

FDIF vs. FDCF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Disruptors ETF (FDIF) and Fidelity Disruptive Communications ETF (FDCF). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

FDIF:

0.44

FDCF:

0.72

Sortino Ratio

FDIF:

0.73

FDCF:

1.12

Omega Ratio

FDIF:

1.10

FDCF:

1.16

Calmar Ratio

FDIF:

0.41

FDCF:

0.77

Martin Ratio

FDIF:

1.49

FDCF:

2.60

Ulcer Index

FDIF:

6.23%

FDCF:

6.71%

Daily Std Dev

FDIF:

22.03%

FDCF:

24.15%

Max Drawdown

FDIF:

-22.63%

FDCF:

-22.59%

Current Drawdown

FDIF:

-8.78%

FDCF:

-7.03%

Returns By Period

In the year-to-date period, FDIF achieves a -2.29% return, which is significantly lower than FDCF's 2.96% return.


FDIF

YTD

-2.29%

1M

11.14%

6M

-3.13%

1Y

9.98%

5Y*

N/A

10Y*

N/A

FDCF

YTD

2.96%

1M

13.71%

6M

0.36%

1Y

16.90%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


FDIF vs. FDCF - Expense Ratio Comparison

Both FDIF and FDCF have an expense ratio of 0.50%.


Risk-Adjusted Performance

FDIF vs. FDCF — Risk-Adjusted Performance Rank

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

FDIF
The Risk-Adjusted Performance Rank of FDIF is 5353
Overall Rank
The Sharpe Ratio Rank of FDIF is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of FDIF is 5252
Sortino Ratio Rank
The Omega Ratio Rank of FDIF is 5151
Omega Ratio Rank
The Calmar Ratio Rank of FDIF is 5555
Calmar Ratio Rank
The Martin Ratio Rank of FDIF is 5252
Martin Ratio Rank

FDCF
The Risk-Adjusted Performance Rank of FDCF is 7373
Overall Rank
The Sharpe Ratio Rank of FDCF is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of FDCF is 7373
Sortino Ratio Rank
The Omega Ratio Rank of FDCF is 7373
Omega Ratio Rank
The Calmar Ratio Rank of FDCF is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FDCF is 7272
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.

FDIF vs. FDCF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Disruptors ETF (FDIF) and Fidelity Disruptive Communications ETF (FDCF). 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.


The current FDIF Sharpe Ratio is 0.44, which is lower than the FDCF Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of FDIF and FDCF, 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 data...

Dividends

FDIF vs. FDCF - Dividend Comparison

FDIF's dividend yield for the trailing twelve months is around 0.45%, more than FDCF's 0.07% yield.


TTM20242023
FDIF
Fidelity Disruptors ETF
0.45%0.35%0.21%
FDCF
Fidelity Disruptive Communications ETF
0.07%0.07%0.00%

Drawdowns

FDIF vs. FDCF - Drawdown Comparison

The maximum FDIF drawdown since its inception was -22.63%, roughly equal to the maximum FDCF drawdown of -22.59%. Use the drawdown chart below to compare losses from any high point for FDIF and FDCF. For additional features, visit the drawdowns tool.


Loading data...

Volatility

FDIF vs. FDCF - Volatility Comparison

The current volatility for Fidelity Disruptors ETF (FDIF) is 6.86%, while Fidelity Disruptive Communications ETF (FDCF) has a volatility of 7.42%. This indicates that FDIF experiences smaller price fluctuations and is considered to be less risky than FDCF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...