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FDRR vs. FDIV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDRR vs. FDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Dividend ETF for Rising Rates (FDRR) and MarketDesk Focused U.S. Dividend ETF (FDIV). The values are adjusted to include any dividend payments, if applicable.

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FDRR vs. FDIV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDRR
Fidelity Dividend ETF for Rising Rates
-3.06%21.70%20.24%13.66%-9.73%26.06%8.23%26.86%-3.60%19.29%
FDIV
MarketDesk Focused U.S. Dividend ETF
-0.78%2.95%-37.35%6.78%-9.97%10.20%-2.84%15.78%-5.04%6.19%

Returns By Period

In the year-to-date period, FDRR achieves a -3.06% return, which is significantly lower than FDIV's -0.78% return.


FDRR

1D
2.44%
1M
-4.38%
YTD
-3.06%
6M
1.46%
1Y
20.64%
3Y*
16.11%
5Y*
10.65%
10Y*

FDIV

1D
1.18%
1M
-5.92%
YTD
-0.78%
6M
0.80%
1Y
2.60%
3Y*
-12.50%
5Y*
-8.22%
10Y*
-1.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDRR vs. FDIV - Expense Ratio Comparison

FDRR has a 0.29% expense ratio, which is lower than FDIV's 0.35% expense ratio.


Return for Risk

FDRR vs. FDIV — Risk / Return Rank

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

FDRR
FDRR Risk / Return Rank: 7474
Overall Rank
FDRR Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FDRR Sortino Ratio Rank: 7474
Sortino Ratio Rank
FDRR Omega Ratio Rank: 7777
Omega Ratio Rank
FDRR Calmar Ratio Rank: 7070
Calmar Ratio Rank
FDRR Martin Ratio Rank: 7878
Martin Ratio Rank

FDIV
FDIV Risk / Return Rank: 1717
Overall Rank
FDIV Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
FDIV Sortino Ratio Rank: 1616
Sortino Ratio Rank
FDIV Omega Ratio Rank: 1616
Omega Ratio Rank
FDIV Calmar Ratio Rank: 1818
Calmar Ratio Rank
FDIV Martin Ratio Rank: 1919
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.

FDRR vs. FDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Dividend ETF for Rising Rates (FDRR) and MarketDesk Focused U.S. Dividend ETF (FDIV). 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.


FDRRFDIVDifference

Sharpe ratio

Return per unit of total volatility

1.20

0.15

+1.05

Sortino ratio

Return per unit of downside risk

1.79

0.36

+1.44

Omega ratio

Gain probability vs. loss probability

1.28

1.05

+0.23

Calmar ratio

Return relative to maximum drawdown

1.70

0.25

+1.44

Martin ratio

Return relative to average drawdown

7.89

0.88

+7.01

FDRR vs. FDIV - Sharpe Ratio Comparison

The current FDRR Sharpe Ratio is 1.20, which is higher than the FDIV Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of FDRR and FDIV, 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


FDRRFDIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

0.15

+1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

-0.40

+1.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

-0.09

+0.82

Correlation

The correlation between FDRR and FDIV 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.


Dividends

FDRR vs. FDIV - Dividend Comparison

FDRR's dividend yield for the trailing twelve months is around 2.38%, less than FDIV's 2.93% yield.


TTM20252024202320222021202020192018201720162015
FDRR
Fidelity Dividend ETF for Rising Rates
2.38%2.21%2.61%2.93%2.75%2.09%2.85%2.89%3.20%2.89%0.61%0.00%
FDIV
MarketDesk Focused U.S. Dividend ETF
2.93%2.95%4.12%4.63%3.81%3.79%4.17%3.93%5.13%3.81%3.84%4.13%

Drawdowns

FDRR vs. FDIV - Drawdown Comparison

The maximum FDRR drawdown since its inception was -36.52%, smaller than the maximum FDIV drawdown of -47.90%. Use the drawdown chart below to compare losses from any high point for FDRR and FDIV.


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Drawdown Indicators


FDRRFDIVDifference

Max Drawdown

Largest peak-to-trough decline

-36.52%

-47.90%

+11.38%

Max Drawdown (1Y)

Largest decline over 1 year

-12.55%

-13.03%

+0.48%

Max Drawdown (5Y)

Largest decline over 5 years

-20.92%

-47.90%

+26.98%

Max Drawdown (10Y)

Largest decline over 10 years

-47.90%

Current Drawdown

Current decline from peak

-6.20%

-38.97%

+32.77%

Average Drawdown

Average peak-to-trough decline

-4.06%

-10.75%

+6.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

3.74%

-1.04%

Volatility

FDRR vs. FDIV - Volatility Comparison

Fidelity Dividend ETF for Rising Rates (FDRR) has a higher volatility of 4.74% compared to MarketDesk Focused U.S. Dividend ETF (FDIV) at 3.73%. This indicates that FDRR's price experiences larger fluctuations and is considered to be riskier than FDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDRRFDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.74%

3.73%

+1.01%

Volatility (6M)

Calculated over the trailing 6-month period

8.60%

8.31%

+0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

17.25%

17.42%

-0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.98%

20.69%

-5.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.96%

17.58%

-0.62%