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FDIG vs. CRPT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDIG vs. CRPT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Crypto Industry and Digital Payments ETF (FDIG) and First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT). The values are adjusted to include any dividend payments, if applicable.

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FDIG vs. CRPT - Yearly Performance Comparison


2026 (YTD)2025202420232022
FDIG
Fidelity Crypto Industry and Digital Payments ETF
-14.57%19.92%18.41%166.00%-56.18%
CRPT
First Trust SkyBridge Crypto Industry & Digital Economy ETF
-22.19%-9.54%75.29%193.86%-70.69%

Returns By Period

In the year-to-date period, FDIG achieves a -14.57% return, which is significantly higher than CRPT's -22.19% return.


FDIG

1D
0.31%
1M
-9.90%
YTD
-14.57%
6M
-32.88%
1Y
32.76%
3Y*
28.85%
5Y*
10Y*

CRPT

1D
0.34%
1M
-8.32%
YTD
-22.19%
6M
-48.39%
1Y
-7.87%
3Y*
34.21%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDIG vs. CRPT - Expense Ratio Comparison

FDIG has a 0.39% expense ratio, which is lower than CRPT's 0.85% expense ratio.


Return for Risk

FDIG vs. CRPT — Risk / Return Rank

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

FDIG
FDIG Risk / Return Rank: 3232
Overall Rank
FDIG Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
FDIG Sortino Ratio Rank: 4040
Sortino Ratio Rank
FDIG Omega Ratio Rank: 3232
Omega Ratio Rank
FDIG Calmar Ratio Rank: 3131
Calmar Ratio Rank
FDIG Martin Ratio Rank: 2424
Martin Ratio Rank

CRPT
CRPT Risk / Return Rank: 1212
Overall Rank
CRPT Sharpe Ratio Rank: 99
Sharpe Ratio Rank
CRPT Sortino Ratio Rank: 1414
Sortino Ratio Rank
CRPT Omega Ratio Rank: 1313
Omega Ratio Rank
CRPT Calmar Ratio Rank: 1111
Calmar Ratio Rank
CRPT Martin Ratio Rank: 1111
Martin Ratio Rank
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.

FDIG vs. CRPT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Crypto Industry and Digital Payments ETF (FDIG) and First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT). 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.


FDIGCRPTDifference

Sharpe ratio

Return per unit of total volatility

0.63

-0.12

+0.75

Sortino ratio

Return per unit of downside risk

1.20

0.29

+0.91

Omega ratio

Gain probability vs. loss probability

1.14

1.03

+0.11

Calmar ratio

Return relative to maximum drawdown

0.80

-0.07

+0.87

Martin ratio

Return relative to average drawdown

1.77

-0.14

+1.91

FDIG vs. CRPT - Sharpe Ratio Comparison

The current FDIG Sharpe Ratio is 0.63, which is higher than the CRPT Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of FDIG and CRPT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FDIGCRPTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

-0.12

+0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

-0.13

+0.28

Correlation

The correlation between FDIG and CRPT is 0.91, 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.


Dividends

FDIG vs. CRPT - Dividend Comparison

FDIG's dividend yield for the trailing twelve months is around 1.44%, more than CRPT's 0.97% yield.


TTM20252024202320222021
FDIG
Fidelity Crypto Industry and Digital Payments ETF
1.44%1.14%1.17%0.18%0.00%0.00%
CRPT
First Trust SkyBridge Crypto Industry & Digital Economy ETF
0.97%0.75%1.84%0.00%0.03%1.16%

Drawdowns

FDIG vs. CRPT - Drawdown Comparison

The maximum FDIG drawdown since its inception was -58.32%, smaller than the maximum CRPT drawdown of -88.34%. Use the drawdown chart below to compare losses from any high point for FDIG and CRPT.


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Drawdown Indicators


FDIGCRPTDifference

Max Drawdown

Largest peak-to-trough decline

-58.32%

-88.34%

+30.02%

Max Drawdown (1Y)

Largest decline over 1 year

-46.69%

-56.46%

+9.77%

Current Drawdown

Current decline from peak

-43.42%

-54.84%

+11.42%

Average Drawdown

Average peak-to-trough decline

-26.09%

-52.95%

+26.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.12%

27.05%

-5.93%

Volatility

FDIG vs. CRPT - Volatility Comparison

Fidelity Crypto Industry and Digital Payments ETF (FDIG) has a higher volatility of 16.10% compared to First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) at 15.06%. This indicates that FDIG's price experiences larger fluctuations and is considered to be riskier than CRPT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDIGCRPTDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.10%

15.06%

+1.04%

Volatility (6M)

Calculated over the trailing 6-month period

39.97%

47.90%

-7.93%

Volatility (1Y)

Calculated over the trailing 1-year period

52.57%

64.40%

-11.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.44%

73.49%

-12.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.44%

73.49%

-12.05%