FDIS vs. MPTI
FDIS (Fidelity MSCI Consumer Discretionary Index ETF) is Consumer Discretionary Equities fund tracking the MSCI USA IMI Consumer Discretionary Index, while MPTI (M-tron Industries Inc) is a stock. Over the past 3 years, FDIS returned 13.37%/yr vs 117.03%/yr for MPTI. At a 0.23 correlation, their price movements are largely independent.
Performance
FDIS vs. MPTI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FDIS achieves a 0.01% return, which is significantly lower than MPTI's 85.29% return.
FDIS
- 1D
- 0.20%
- 1M
- 2.10%
- YTD
- 0.01%
- 6M
- -1.14%
- 1Y
- 12.39%
- 3Y*
- 13.37%
- 5Y*
- 6.04%
- 10Y*
- 13.98%
MPTI
- 1D
- 2.35%
- 1M
- 24.19%
- YTD
- 85.29%
- 6M
- 82.95%
- 1Y
- 117.54%
- 3Y*
- 117.03%
- 5Y*
- —
- 10Y*
- —
FDIS vs. MPTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FDIS Fidelity MSCI Consumer Discretionary Index ETF | 0.01% | 5.67% | 24.43% | 40.48% | -6.65% |
MPTI M-tron Industries Inc | 85.29% | 31.87% | 35.66% | 308.00% | 9.37% |
Correlation
The correlation between FDIS and MPTI is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2022 | 0.23 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FDIS vs. MPTI — Risk / Return Rank
FDIS
MPTI
FDIS vs. MPTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Consumer Discretionary Index ETF (FDIS) and M-tron Industries Inc (MPTI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FDIS | MPTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -1.71 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.34 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 4.97 | -4.24 |
| Martin ratioReturn relative to average drawdown | 2.24 | 12.96 | -10.72 |
Loading charts...
Drawdowns
FDIS vs. MPTI - Drawdown Comparison
The maximum FDIS drawdown since its inception was -39.16%, smaller than the maximum MPTI drawdown of -49.99%. Use the drawdown chart below to compare losses from any high point for FDIS and MPTI.
Loading charts...
Drawdown Indicators
| FDIS | MPTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.16% | -49.99% | +10.83% |
Max Drawdown (1Y)Largest decline over 1 year | -15.50% | -23.16% | +7.66% |
Max Drawdown (3Y)Largest decline over 3 years | -27.43% | -49.99% | +22.56% |
Max Drawdown (5Y)Largest decline over 5 years | -39.16% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.16% | — | — |
Current DrawdownCurrent decline from peak | -4.58% | 0.00% | -4.58% |
Average DrawdownAverage peak-to-trough decline | -7.49% | -18.76% | +11.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.01% | 8.85% | -3.84% |
Volatility
FDIS vs. MPTI - Volatility Comparison
The current volatility for Fidelity MSCI Consumer Discretionary Index ETF (FDIS) is 6.19%, while M-tron Industries Inc (MPTI) has a volatility of 10.93%. This indicates that FDIS experiences smaller price fluctuations and is considered to be less risky than MPTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FDIS | MPTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 10.93% | -4.74% |
Volatility (6M)Calculated over the trailing 6-month period | 13.44% | 39.83% | -26.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.52% | 55.21% | -36.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.92% | 77.77% | -53.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.32% | 77.77% | -55.45% |
Dividends
FDIS vs. MPTI - Dividend Comparison
FDIS's dividend yield for the trailing twelve months is around 0.73%, while MPTI has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDIS Fidelity MSCI Consumer Discretionary Index ETF | 0.73% | 0.75% | 0.69% | 0.78% | 1.00% | 0.58% | 0.59% | 1.14% | 1.29% | 1.00% | 1.62% | 1.25% |
MPTI M-tron Industries Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FDIS and MPTI have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MPTI has higher volatility (10.93%) compared to FDIS (6.19%). In terms of maximum drawdown, FDIS dropped -39.16% vs MPTI's -49.99%.
MPTI currently has the higher Sharpe Ratio (2.08 vs 0.61), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for FDIS and MPTI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer