FDIF vs. HYP

Last updated Jun 4, 2026

FDIF (Fidelity Disruptors ETF) and HYP (Golden Eagle Dynamic Hypergrowth ETF) are both Large Cap Growth Equities funds. Both are actively managed. A 0.71 correlation means they provide meaningful diversification when combined. FDIF charges 0.50%/yr vs 0.85%/yr for HYP.

Performance

FDIF vs. HYP - Performance Comparison

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

Returns By Period

In the year-to-date period, FDIF achieves a 10.12% return, which is significantly lower than HYP's 31.33% return.

FDIF

• 1D: -0.90%
• 1M: 5.86%
• YTD: 10.12%
• 6M: 10.33%
• 1Y: 22.85%
• 3Y*: —
• 5Y*: —
• 10Y*: —

HYP

• 1D: -2.27%
• 1M: 8.44%
• YTD: 31.33%
• 6M: 29.33%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FDIF vs. HYP - Yearly Performance Comparison

	2026 (YTD)	2025
FDIF Fidelity Disruptors ETF	10.12%	0.73%
HYP Golden Eagle Dynamic Hypergrowth ETF	31.33%	-5.01%

Correlation

The correlation between FDIF and HYP is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025	0.71

Return for Risk

FDIF vs. HYP — Risk / Return Rank

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

FDIF

FDIF Risk / Return Rank: 36
FDIF Sharpe Ratio Rank: 38
FDIF Sortino Ratio Rank: 36
FDIF Omega Ratio Rank: 36
FDIF Calmar Ratio Rank: 31
FDIF Martin Ratio Rank: 37

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FDIF vs. HYP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Disruptors ETF (FDIF) and Golden Eagle Dynamic Hypergrowth ETF (HYP). 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.

	FDIF	HYP	Difference
Sharpe ratio: Return per unit of total volatility	1.35	—	—
Sortino ratio: Return per unit of downside risk	1.91	—	—
Omega ratio: Gain probability vs. loss probability	1.24	—	—
Calmar ratio: Return relative to maximum drawdown	1.55	—	—
Martin ratio: Return relative to average drawdown	5.86	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	FDIF	HYP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.35	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.93	0.92	+0.01

Drawdowns

FDIF vs. HYP - Drawdown Comparison

The maximum FDIF drawdown since its inception was -22.63%, which is greater than HYP's maximum drawdown of -19.58%. Use the drawdown chart below to compare losses from any high point for FDIF and HYP.

Drawdown Indicators

	FDIF	HYP	Difference
Max Drawdown Largest peak-to-trough decline	-22.63%	-19.58%	-3.05%
Max Drawdown (1Y) Largest decline over 1 year	-14.80%	—	—
Current Drawdown Current decline from peak	-0.90%	-2.27%	+1.37%
Average Drawdown Average peak-to-trough decline	-3.83%	-6.45%	+2.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.91%	—	—

Volatility

Volatility by Period

	FDIF	HYP	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.11%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.37%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.02%	41.01%	-23.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.59%	41.01%	-22.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.59%	41.01%	-22.42%

FDIF vs. HYP - Expense Ratio Comparison

FDIF has a 0.50% expense ratio, which is lower than HYP's 0.85% expense ratio.

Dividends

FDIF vs. HYP - Dividend Comparison

FDIF's dividend yield for the trailing twelve months is around 0.30%, more than HYP's 0.10% yield.

Position	TTM	2025	2024	2023
FDIF Fidelity Disruptors ETF	0.30%	0.36%	0.35%	0.21%
HYP Golden Eagle Dynamic Hypergrowth ETF	0.10%	0.14%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FDIF and HYP in my portfolio?

FDIF and HYP have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FDIF or HYP?

On fees, FDIF is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FDIF or HYP?

FDIF is cheaper with a 0.50% expense ratio, compared with 0.85% for HYP.

Which ETF pays a higher dividend yield, FDIF or HYP?

FDIF has the higher dividend yield at 0.30%, compared with 0.10% for HYP.

What is the main difference between FDIF and HYP?

They also come from different issuers: Fidelity and Golden Eagle. Their fees differ too: 0.50% for FDIF and 0.85% for HYP.