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FDIS vs. FDVV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDIS vs. FDVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Consumer Discretionary Index ETF (FDIS) and Fidelity High Dividend ETF (FDVV). The values are adjusted to include any dividend payments, if applicable.

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FDIS vs. FDVV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDIS
Fidelity MSCI Consumer Discretionary Index ETF
-8.53%5.67%24.43%40.48%-35.23%24.25%49.50%27.44%-0.88%22.96%
FDVV
Fidelity High Dividend ETF
-1.78%17.08%21.81%18.00%-4.21%29.24%2.80%24.07%-1.26%14.00%

Returns By Period

In the year-to-date period, FDIS achieves a -8.53% return, which is significantly lower than FDVV's -1.78% return.


FDIS

1D
3.28%
1M
-6.32%
YTD
-8.53%
6M
-9.00%
1Y
11.19%
3Y*
13.41%
5Y*
4.73%
10Y*
12.66%

FDVV

1D
2.35%
1M
-5.66%
YTD
-1.78%
6M
0.65%
1Y
14.82%
3Y*
16.89%
5Y*
12.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDIS vs. FDVV - Expense Ratio Comparison

FDIS has a 0.08% expense ratio, which is lower than FDVV's 0.29% expense ratio.


Return for Risk

FDIS vs. FDVV — Risk / Return Rank

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

FDIS
FDIS Risk / Return Rank: 3030
Overall Rank
FDIS Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
FDIS Sortino Ratio Rank: 3131
Sortino Ratio Rank
FDIS Omega Ratio Rank: 2929
Omega Ratio Rank
FDIS Calmar Ratio Rank: 3232
Calmar Ratio Rank
FDIS Martin Ratio Rank: 3030
Martin Ratio Rank

FDVV
FDVV Risk / Return Rank: 6060
Overall Rank
FDVV Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FDVV Sortino Ratio Rank: 5858
Sortino Ratio Rank
FDVV Omega Ratio Rank: 6565
Omega Ratio Rank
FDVV Calmar Ratio Rank: 5757
Calmar Ratio Rank
FDVV Martin Ratio Rank: 6363
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.

FDIS vs. FDVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Consumer Discretionary Index ETF (FDIS) and Fidelity High Dividend ETF (FDVV). 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.


FDISFDVVDifference

Sharpe ratio

Return per unit of total volatility

0.46

0.97

-0.51

Sortino ratio

Return per unit of downside risk

0.86

1.41

-0.55

Omega ratio

Gain probability vs. loss probability

1.11

1.23

-0.12

Calmar ratio

Return relative to maximum drawdown

0.71

1.29

-0.58

Martin ratio

Return relative to average drawdown

2.36

5.68

-3.32

FDIS vs. FDVV - Sharpe Ratio Comparison

The current FDIS Sharpe Ratio is 0.46, which is lower than the FDVV Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of FDIS and FDVV, 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


FDISFDVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

0.97

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.86

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.74

-0.16

Correlation

The correlation between FDIS and FDVV is 0.73, 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

FDIS vs. FDVV - Dividend Comparison

FDIS's dividend yield for the trailing twelve months is around 0.79%, less than FDVV's 3.00% yield.


TTM20252024202320222021202020192018201720162015
FDIS
Fidelity MSCI Consumer Discretionary Index ETF
0.79%0.75%0.69%0.78%1.00%0.58%0.59%1.14%1.29%1.00%1.62%1.25%
FDVV
Fidelity High Dividend ETF
3.00%2.89%2.94%3.77%3.44%2.70%3.19%3.93%4.05%3.66%1.04%0.00%

Drawdowns

FDIS vs. FDVV - Drawdown Comparison

The maximum FDIS drawdown since its inception was -39.16%, roughly equal to the maximum FDVV drawdown of -40.25%. Use the drawdown chart below to compare losses from any high point for FDIS and FDVV.


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Drawdown Indicators


FDISFDVVDifference

Max Drawdown

Largest peak-to-trough decline

-39.16%

-40.25%

+1.09%

Max Drawdown (1Y)

Largest decline over 1 year

-15.50%

-12.34%

-3.16%

Max Drawdown (5Y)

Largest decline over 5 years

-39.16%

-20.18%

-18.98%

Max Drawdown (10Y)

Largest decline over 10 years

-39.16%

Current Drawdown

Current decline from peak

-12.73%

-7.04%

-5.69%

Average Drawdown

Average peak-to-trough decline

-7.52%

-3.85%

-3.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.69%

2.81%

+1.88%

Volatility

FDIS vs. FDVV - Volatility Comparison

Fidelity MSCI Consumer Discretionary Index ETF (FDIS) has a higher volatility of 7.39% compared to Fidelity High Dividend ETF (FDVV) at 4.48%. This indicates that FDIS's price experiences larger fluctuations and is considered to be riskier than FDVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDISFDVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.39%

4.48%

+2.91%

Volatility (6M)

Calculated over the trailing 6-month period

13.86%

7.68%

+6.18%

Volatility (1Y)

Calculated over the trailing 1-year period

24.22%

15.34%

+8.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.82%

14.74%

+9.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.22%

17.09%

+5.13%