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FDIF vs. FDFF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDIF and FDFF is 0.79, 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.


-0.50.00.51.00.8

Performance

FDIF vs. FDFF - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
15.83%
24.39%
FDIF
FDFF

Key characteristics

Sharpe Ratio

FDIF:

1.42

FDFF:

1.97

Sortino Ratio

FDIF:

1.97

FDFF:

2.70

Omega Ratio

FDIF:

1.25

FDFF:

1.35

Calmar Ratio

FDIF:

2.09

FDFF:

3.15

Martin Ratio

FDIF:

7.56

FDFF:

7.27

Ulcer Index

FDIF:

2.99%

FDFF:

4.52%

Daily Std Dev

FDIF:

15.98%

FDFF:

16.67%

Max Drawdown

FDIF:

-17.33%

FDFF:

-13.47%

Current Drawdown

FDIF:

0.00%

FDFF:

-0.56%

Returns By Period

In the year-to-date period, FDIF achieves a 7.12% return, which is significantly higher than FDFF's 6.48% return.


FDIF

YTD

7.12%

1M

4.28%

6M

15.84%

1Y

22.80%

5Y*

N/A

10Y*

N/A

FDFF

YTD

6.48%

1M

4.05%

6M

24.39%

1Y

31.44%

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. FDFF - Expense Ratio Comparison

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


FDIF
Fidelity Disruptors ETF
Expense ratio chart for FDIF: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for FDFF: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

FDIF vs. FDFF — 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 5858
Overall Rank
The Sharpe Ratio Rank of FDIF is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of FDIF is 5454
Sortino Ratio Rank
The Omega Ratio Rank of FDIF is 5353
Omega Ratio Rank
The Calmar Ratio Rank of FDIF is 6464
Calmar Ratio Rank
The Martin Ratio Rank of FDIF is 6363
Martin Ratio Rank

FDFF
The Risk-Adjusted Performance Rank of FDFF is 7575
Overall Rank
The Sharpe Ratio Rank of FDFF is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of FDFF is 7878
Sortino Ratio Rank
The Omega Ratio Rank of FDFF is 7676
Omega Ratio Rank
The Calmar Ratio Rank of FDFF is 8383
Calmar Ratio Rank
The Martin Ratio Rank of FDFF is 6262
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. FDFF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Disruptors ETF (FDIF) and Fidelity Disruptive Finance ETF (FDFF). 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 FDIF, currently valued at 1.42, compared to the broader market0.002.004.001.421.97
The chart of Sortino ratio for FDIF, currently valued at 1.97, compared to the broader market0.005.0010.001.972.70
The chart of Omega ratio for FDIF, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.35
The chart of Calmar ratio for FDIF, currently valued at 2.09, compared to the broader market0.005.0010.0015.0020.002.093.15
The chart of Martin ratio for FDIF, currently valued at 7.56, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.567.27
FDIF
FDFF

The current FDIF Sharpe Ratio is 1.42, which is comparable to the FDFF Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of FDIF and FDFF, 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 Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.42
1.97
FDIF
FDFF

Dividends

FDIF vs. FDFF - Dividend Comparison

FDIF's dividend yield for the trailing twelve months is around 0.33%, less than FDFF's 0.66% yield.


TTM20242023
FDIF
Fidelity Disruptors ETF
0.33%0.35%0.21%
FDFF
Fidelity Disruptive Finance ETF
0.66%0.70%0.27%

Drawdowns

FDIF vs. FDFF - Drawdown Comparison

The maximum FDIF drawdown since its inception was -17.33%, which is greater than FDFF's maximum drawdown of -13.47%. Use the drawdown chart below to compare losses from any high point for FDIF and FDFF. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February0
-0.56%
FDIF
FDFF

Volatility

FDIF vs. FDFF - Volatility Comparison

Fidelity Disruptors ETF (FDIF) has a higher volatility of 4.01% compared to Fidelity Disruptive Finance ETF (FDFF) at 3.22%. This indicates that FDIF's price experiences larger fluctuations and is considered to be riskier than FDFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
4.01%
3.22%
FDIF
FDFF
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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.

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