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FDRV vs. FTEC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDRV vs. FTEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Electric Vehicles and Future Transportation ETF (FDRV) and Fidelity MSCI Information Technology Index ETF (FTEC). The values are adjusted to include any dividend payments, if applicable.

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FDRV vs. FTEC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FDRV
Fidelity Electric Vehicles and Future Transportation ETF
0.68%24.32%-21.73%12.27%-44.23%7.00%
FTEC
Fidelity MSCI Information Technology Index ETF
-7.30%22.11%29.40%53.30%-29.59%12.01%

Returns By Period

In the year-to-date period, FDRV achieves a 0.68% return, which is significantly higher than FTEC's -7.30% return.


FDRV

1D
4.39%
1M
-4.51%
YTD
0.68%
6M
-6.42%
1Y
27.88%
3Y*
-3.64%
5Y*
10Y*

FTEC

1D
4.32%
1M
-3.83%
YTD
-7.30%
6M
-6.15%
1Y
29.59%
3Y*
22.94%
5Y*
14.76%
10Y*
21.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDRV vs. FTEC - Expense Ratio Comparison

FDRV has a 0.39% expense ratio, which is higher than FTEC's 0.08% expense ratio.


Return for Risk

FDRV vs. FTEC — Risk / Return Rank

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

FDRV
FDRV Risk / Return Rank: 5454
Overall Rank
FDRV Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
FDRV Sortino Ratio Rank: 5757
Sortino Ratio Rank
FDRV Omega Ratio Rank: 5050
Omega Ratio Rank
FDRV Calmar Ratio Rank: 5959
Calmar Ratio Rank
FDRV Martin Ratio Rank: 5050
Martin Ratio Rank

FTEC
FTEC Risk / Return Rank: 6868
Overall Rank
FTEC Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FTEC Sortino Ratio Rank: 6969
Sortino Ratio Rank
FTEC Omega Ratio Rank: 6767
Omega Ratio Rank
FTEC Calmar Ratio Rank: 7474
Calmar Ratio Rank
FTEC Martin Ratio Rank: 6262
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.

FDRV vs. FTEC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Electric Vehicles and Future Transportation ETF (FDRV) and Fidelity MSCI Information Technology Index ETF (FTEC). 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.


FDRVFTECDifference

Sharpe ratio

Return per unit of total volatility

0.93

1.08

-0.15

Sortino ratio

Return per unit of downside risk

1.49

1.66

-0.17

Omega ratio

Gain probability vs. loss probability

1.19

1.23

-0.04

Calmar ratio

Return relative to maximum drawdown

1.50

1.81

-0.30

Martin ratio

Return relative to average drawdown

4.84

5.63

-0.79

FDRV vs. FTEC - Sharpe Ratio Comparison

The current FDRV Sharpe Ratio is 0.93, which is comparable to the FTEC Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of FDRV and FTEC, 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


FDRVFTECDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

1.08

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.28

0.85

-1.13

Correlation

The correlation between FDRV and FTEC is 0.74, 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

FDRV vs. FTEC - Dividend Comparison

FDRV's dividend yield for the trailing twelve months is around 1.33%, more than FTEC's 0.46% yield.


TTM20252024202320222021202020192018201720162015
FDRV
Fidelity Electric Vehicles and Future Transportation ETF
1.33%1.14%0.43%0.24%0.33%0.04%0.00%0.00%0.00%0.00%0.00%0.00%
FTEC
Fidelity MSCI Information Technology Index ETF
0.46%0.43%0.49%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%

Drawdowns

FDRV vs. FTEC - Drawdown Comparison

The maximum FDRV drawdown since its inception was -63.89%, which is greater than FTEC's maximum drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for FDRV and FTEC.


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Drawdown Indicators


FDRVFTECDifference

Max Drawdown

Largest peak-to-trough decline

-63.89%

-34.95%

-28.94%

Max Drawdown (1Y)

Largest decline over 1 year

-18.04%

-16.26%

-1.78%

Max Drawdown (5Y)

Largest decline over 5 years

-34.95%

Max Drawdown (10Y)

Largest decline over 10 years

-34.95%

Current Drawdown

Current decline from peak

-44.29%

-12.65%

-31.64%

Average Drawdown

Average peak-to-trough decline

-42.62%

-5.61%

-37.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.60%

5.22%

+0.38%

Volatility

FDRV vs. FTEC - Volatility Comparison

Fidelity Electric Vehicles and Future Transportation ETF (FDRV) has a higher volatility of 10.74% compared to Fidelity MSCI Information Technology Index ETF (FTEC) at 7.97%. This indicates that FDRV's price experiences larger fluctuations and is considered to be riskier than FTEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDRVFTECDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.74%

7.97%

+2.77%

Volatility (6M)

Calculated over the trailing 6-month period

18.85%

16.35%

+2.50%

Volatility (1Y)

Calculated over the trailing 1-year period

30.04%

27.51%

+2.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.18%

25.12%

+7.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.18%

24.57%

+7.61%