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FDIG vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDIG and VGT is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

FDIG vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Crypto Industry and Digital Payments ETF (FDIG) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
8.46%
9.84%
FDIG
VGT

Key characteristics

Sharpe Ratio

FDIG:

1.07

VGT:

1.46

Sortino Ratio

FDIG:

1.86

VGT:

1.95

Omega Ratio

FDIG:

1.21

VGT:

1.26

Calmar Ratio

FDIG:

1.83

VGT:

2.08

Martin Ratio

FDIG:

4.39

VGT:

7.34

Ulcer Index

FDIG:

15.83%

VGT:

4.31%

Daily Std Dev

FDIG:

64.87%

VGT:

21.72%

Max Drawdown

FDIG:

-58.32%

VGT:

-54.63%

Current Drawdown

FDIG:

-14.91%

VGT:

-3.05%

Returns By Period

In the year-to-date period, FDIG achieves a 11.23% return, which is significantly higher than VGT's 0.91% return.


FDIG

YTD

11.23%

1M

-0.52%

6M

8.45%

1Y

78.58%

5Y*

N/A

10Y*

N/A

VGT

YTD

0.91%

1M

1.00%

6M

9.84%

1Y

29.13%

5Y*

20.32%

10Y*

21.17%

*Annualized

Compare stocks, funds, or ETFs

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


FDIG vs. VGT - Expense Ratio Comparison

FDIG has a 0.39% expense ratio, which is higher than VGT's 0.10% expense ratio.


FDIG
Fidelity Crypto Industry and Digital Payments ETF
Expense ratio chart for FDIG: 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 VGT: 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

FDIG vs. VGT — Risk-Adjusted Performance Rank

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

FDIG
The Risk-Adjusted Performance Rank of FDIG is 4949
Overall Rank
The Sharpe Ratio Rank of FDIG is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of FDIG is 5252
Sortino Ratio Rank
The Omega Ratio Rank of FDIG is 4545
Omega Ratio Rank
The Calmar Ratio Rank of FDIG is 6060
Calmar Ratio Rank
The Martin Ratio Rank of FDIG is 4444
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 5858
Overall Rank
The Sharpe Ratio Rank of VGT is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 5353
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 5555
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 6060
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.

FDIG vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Crypto Industry and Digital Payments ETF (FDIG) and Vanguard Information Technology ETF (VGT). 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 FDIG, currently valued at 1.07, compared to the broader market0.002.004.001.071.46
The chart of Sortino ratio for FDIG, currently valued at 1.86, compared to the broader market0.005.0010.001.861.95
The chart of Omega ratio for FDIG, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.003.501.211.26
The chart of Calmar ratio for FDIG, currently valued at 1.83, compared to the broader market0.005.0010.0015.001.832.08
The chart of Martin ratio for FDIG, currently valued at 4.39, compared to the broader market0.0020.0040.0060.0080.00100.004.397.34
FDIG
VGT

The current FDIG Sharpe Ratio is 1.07, which is comparable to the VGT Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of FDIG and VGT, 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.07
1.46
FDIG
VGT

Dividends

FDIG vs. VGT - Dividend Comparison

FDIG's dividend yield for the trailing twelve months is around 1.05%, more than VGT's 0.59% yield.


TTM20242023202220212020201920182017201620152014
FDIG
Fidelity Crypto Industry and Digital Payments ETF
1.05%1.17%0.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.59%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

Drawdowns

FDIG vs. VGT - Drawdown Comparison

The maximum FDIG drawdown since its inception was -58.32%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for FDIG and VGT. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-14.91%
-3.05%
FDIG
VGT

Volatility

FDIG vs. VGT - Volatility Comparison

Fidelity Crypto Industry and Digital Payments ETF (FDIG) has a higher volatility of 18.20% compared to Vanguard Information Technology ETF (VGT) at 6.85%. This indicates that FDIG's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
18.20%
6.85%
FDIG
VGT
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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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