FDTX vs. FELG

In the year-to-date period, FDTX achieves a -0.65% return, which is significantly higher than FELG's -3.44% return.

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FDTX has a 0.50% expense ratio, which is higher than FELG's 0.18% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Disruptive Technology ETF (FDTX) and Fidelity Enhanced Large Cap Growth ETF (FELG). 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.

The current FDTX Sharpe Ratio is 0.39, which is lower than the FELG Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of FDTX and FELG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FDTX has not paid dividends to shareholders, while FELG's dividend yield for the trailing twelve months is around 0.50%.

The maximum FDTX drawdown since its inception was -27.23%, which is greater than FELG's maximum drawdown of -23.89%. Use the drawdown chart below to compare losses from any high point for FDTX and FELG. For additional features, visit the drawdowns tool.

Fidelity Disruptive Technology ETF (FDTX) and Fidelity Enhanced Large Cap Growth ETF (FELG) have volatilities of 8.10% and 7.98%, 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.