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FDTX vs. GXPT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDTX vs. GXPT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Disruptive Technology ETF (FDTX) and Global X PureCap MSCI Information Technology ETF (GXPT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FDTX achieves a 35.95% return, which is significantly higher than GXPT's 21.02% return.


FDTX

1D
-4.76%
1M
8.87%
YTD
35.95%
6M
34.56%
1Y
49.22%
3Y*
30.00%
5Y*
10Y*

GXPT

1D
-0.12%
1M
2.57%
YTD
21.02%
6M
20.73%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDTX vs. GXPT - Yearly Performance Comparison


Correlation

The correlation between FDTX and GXPT is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 23, 2025

0.87

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Return for Risk

FDTX vs. GXPT — Risk / Return Rank

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

FDTX
FDTX Risk / Return Rank: 5252
Overall Rank
FDTX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FDTX Sortino Ratio Rank: 4949
Sortino Ratio Rank
FDTX Omega Ratio Rank: 5151
Omega Ratio Rank
FDTX Calmar Ratio Rank: 5454
Calmar Ratio Rank
FDTX Martin Ratio Rank: 4949
Martin Ratio Rank

GXPT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

FDTX vs. GXPT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Disruptive Technology ETF (FDTX) and Global X PureCap MSCI Information Technology ETF (GXPT). 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.


FDTXGXPTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

2.55

Martin ratioReturn relative to average drawdown

7.89

FDTX vs. GXPT - Sharpe Ratio Comparison


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Drawdowns

FDTX vs. GXPT - Drawdown Comparison

The maximum FDTX drawdown since its inception was -27.23%, which is greater than GXPT's maximum drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for FDTX and GXPT.


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Drawdown Indicators


FDTXGXPTDifference

Max Drawdown

Largest peak-to-trough decline

-27.23%

-18.74%

-8.49%

Max Drawdown (1Y)

Largest decline over 1 year

-19.38%

Max Drawdown (3Y)

Largest decline over 3 years

-27.23%

Current Drawdown

Current decline from peak

-5.05%

-5.47%

+0.42%

Average Drawdown

Average peak-to-trough decline

-5.50%

-5.03%

-0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.25%

Volatility

FDTX vs. GXPT - Volatility Comparison


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Volatility by Period


FDTXGXPTDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.19%

Volatility (6M)

Calculated over the trailing 6-month period

23.17%

Volatility (1Y)

Calculated over the trailing 1-year period

27.51%

22.66%

+4.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.40%

22.66%

+3.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.40%

22.66%

+3.74%

FDTX vs. GXPT - Expense Ratio Comparison

FDTX has a 0.50% expense ratio, which is higher than GXPT's 0.15% expense ratio.


Dividends

FDTX vs. GXPT - Dividend Comparison

FDTX has not paid dividends to shareholders, while GXPT's dividend yield for the trailing twelve months is around 0.11%.


Frequently Asked Questions


FDTX and GXPT have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GXPT is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GXPT is cheaper with a 0.15% expense ratio, compared with 0.50% for FDTX.

GXPT has the higher dividend yield at 0.11%, compared with 0.00% for FDTX.

They also come from different issuers: Fidelity and Global X. Their fees differ too: 0.50% for FDTX and 0.15% for GXPT.

Portfolio Optimizer

Find the right allocation for FDTX and GXPT

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