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FDIS vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDIS and VOO is 0.86, 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.


-0.50.00.51.00.9

Performance

FDIS vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Consumer Discretionary Index ETF (FDIS) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

240.00%260.00%280.00%300.00%320.00%340.00%360.00%JulyAugustSeptemberOctoberNovemberDecember
339.25%
314.83%
FDIS
VOO

Key characteristics

Sharpe Ratio

FDIS:

1.51

VOO:

2.25

Sortino Ratio

FDIS:

2.04

VOO:

2.98

Omega Ratio

FDIS:

1.26

VOO:

1.42

Calmar Ratio

FDIS:

1.71

VOO:

3.31

Martin Ratio

FDIS:

7.79

VOO:

14.77

Ulcer Index

FDIS:

3.53%

VOO:

1.90%

Daily Std Dev

FDIS:

18.21%

VOO:

12.46%

Max Drawdown

FDIS:

-39.16%

VOO:

-33.99%

Current Drawdown

FDIS:

-4.56%

VOO:

-2.47%

Returns By Period

The year-to-date returns for both stocks are quite close, with FDIS having a 26.80% return and VOO slightly lower at 26.02%. Over the past 10 years, FDIS has outperformed VOO with an annualized return of 14.27%, while VOO has yielded a comparatively lower 13.08% annualized return.


FDIS

YTD

26.80%

1M

5.89%

6M

23.25%

1Y

25.57%

5Y*

16.66%

10Y*

14.27%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

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


FDIS vs. VOO - Expense Ratio Comparison

FDIS has a 0.08% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


FDIS
Fidelity MSCI Consumer Discretionary Index ETF
Expense ratio chart for FDIS: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

FDIS vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Consumer Discretionary Index ETF (FDIS) and Vanguard S&P 500 ETF (VOO). 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 FDIS, currently valued at 1.51, compared to the broader market0.002.004.001.512.25
The chart of Sortino ratio for FDIS, currently valued at 2.04, compared to the broader market-2.000.002.004.006.008.0010.002.042.98
The chart of Omega ratio for FDIS, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.261.42
The chart of Calmar ratio for FDIS, currently valued at 1.71, compared to the broader market0.005.0010.0015.001.713.31
The chart of Martin ratio for FDIS, currently valued at 7.79, compared to the broader market0.0020.0040.0060.0080.00100.007.7914.77
FDIS
VOO

The current FDIS Sharpe Ratio is 1.51, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of FDIS and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.51
2.25
FDIS
VOO

Dividends

FDIS vs. VOO - Dividend Comparison

FDIS's dividend yield for the trailing twelve months is around 0.68%, less than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
FDIS
Fidelity MSCI Consumer Discretionary Index ETF
0.68%0.78%1.00%0.58%0.59%1.14%1.29%1.00%1.62%1.25%1.01%0.28%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

FDIS vs. VOO - Drawdown Comparison

The maximum FDIS drawdown since its inception was -39.16%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FDIS and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.56%
-2.47%
FDIS
VOO

Volatility

FDIS vs. VOO - Volatility Comparison

Fidelity MSCI Consumer Discretionary Index ETF (FDIS) has a higher volatility of 6.56% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that FDIS's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
6.56%
3.75%
FDIS
VOO
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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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