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FDIS vs. HAS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDIS vs. HAS - Performance Comparison

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

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FDIS vs. HAS - 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%
HAS
Hasbro, Inc.
14.93%52.52%14.76%-11.95%-37.93%11.90%-8.42%33.41%-8.20%19.58%

Returns By Period

In the year-to-date period, FDIS achieves a -8.53% return, which is significantly lower than HAS's 14.93% return. Over the past 10 years, FDIS has outperformed HAS with an annualized return of 12.66%, while HAS has yielded a comparatively lower 5.14% annualized 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%

HAS

1D
4.71%
1M
-6.01%
YTD
14.93%
6M
25.41%
1Y
57.67%
3Y*
25.76%
5Y*
3.66%
10Y*
5.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FDIS vs. HAS — 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

HAS
HAS Risk / Return Rank: 8787
Overall Rank
HAS Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
HAS Sortino Ratio Rank: 8686
Sortino Ratio Rank
HAS Omega Ratio Rank: 8787
Omega Ratio Rank
HAS Calmar Ratio Rank: 8787
Calmar Ratio Rank
HAS Martin Ratio Rank: 8888
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. HAS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Consumer Discretionary Index ETF (FDIS) and Hasbro, Inc. (HAS). 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.


FDISHASDifference

Sharpe ratio

Return per unit of total volatility

0.46

1.69

-1.22

Sortino ratio

Return per unit of downside risk

0.86

2.42

-1.56

Omega ratio

Gain probability vs. loss probability

1.11

1.35

-0.24

Calmar ratio

Return relative to maximum drawdown

0.71

3.14

-2.43

Martin ratio

Return relative to average drawdown

2.36

9.43

-7.07

FDIS vs. HAS - Sharpe Ratio Comparison

The current FDIS Sharpe Ratio is 0.46, which is lower than the HAS Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of FDIS and HAS, 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


FDISHASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

1.69

-1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.11

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.15

+0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.31

+0.27

Correlation

The correlation between FDIS and HAS is 0.51, 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.


Dividends

FDIS vs. HAS - Dividend Comparison

FDIS's dividend yield for the trailing twelve months is around 0.79%, less than HAS's 2.99% 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%
HAS
Hasbro, Inc.
2.99%3.41%5.01%5.48%4.56%2.67%2.91%2.53%3.03%2.44%2.56%2.69%

Drawdowns

FDIS vs. HAS - Drawdown Comparison

The maximum FDIS drawdown since its inception was -39.16%, smaller than the maximum HAS drawdown of -74.17%. Use the drawdown chart below to compare losses from any high point for FDIS and HAS.


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Drawdown Indicators


FDISHASDifference

Max Drawdown

Largest peak-to-trough decline

-39.16%

-74.17%

+35.01%

Max Drawdown (1Y)

Largest decline over 1 year

-15.50%

-19.11%

+3.61%

Max Drawdown (5Y)

Largest decline over 5 years

-39.16%

-55.05%

+15.89%

Max Drawdown (10Y)

Largest decline over 10 years

-39.16%

-63.84%

+24.68%

Current Drawdown

Current decline from peak

-12.73%

-11.04%

-1.69%

Average Drawdown

Average peak-to-trough decline

-7.52%

-24.48%

+16.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.69%

6.36%

-1.67%

Volatility

FDIS vs. HAS - Volatility Comparison

Fidelity MSCI Consumer Discretionary Index ETF (FDIS) and Hasbro, Inc. (HAS) have volatilities of 7.39% and 7.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDISHASDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.39%

7.40%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

13.86%

19.11%

-5.25%

Volatility (1Y)

Calculated over the trailing 1-year period

24.22%

34.36%

-10.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.82%

32.19%

-8.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.22%

33.61%

-11.39%