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FDTX vs. IDGT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDTX vs. IDGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Disruptive Technology ETF (FDTX) and iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT). The values are adjusted to include any dividend payments, if applicable.

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FDTX vs. IDGT - Yearly Performance Comparison


2026 (YTD)202520242023
FDTX
Fidelity Disruptive Technology ETF
-7.65%15.25%23.99%11.73%
IDGT
iShares U.S. Digital Infrastructure and Real Estate ETF
17.03%6.79%26.71%-6.76%

Returns By Period

In the year-to-date period, FDTX achieves a -7.65% return, which is significantly lower than IDGT's 17.03% return.


FDTX

1D
1.91%
1M
-3.36%
YTD
-7.65%
6M
-7.90%
1Y
18.10%
3Y*
5Y*
10Y*

IDGT

1D
1.53%
1M
1.01%
YTD
17.03%
6M
14.68%
1Y
34.93%
3Y*
12.85%
5Y*
8.66%
10Y*
11.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDTX vs. IDGT - Expense Ratio Comparison

FDTX has a 0.50% expense ratio, which is higher than IDGT's 0.41% expense ratio.


Return for Risk

FDTX vs. IDGT — Risk / Return Rank

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

FDTX
FDTX Risk / Return Rank: 3434
Overall Rank
FDTX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
FDTX Sortino Ratio Rank: 3535
Sortino Ratio Rank
FDTX Omega Ratio Rank: 3333
Omega Ratio Rank
FDTX Calmar Ratio Rank: 3737
Calmar Ratio Rank
FDTX Martin Ratio Rank: 3434
Martin Ratio Rank

IDGT
IDGT Risk / Return Rank: 8383
Overall Rank
IDGT Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IDGT Sortino Ratio Rank: 8282
Sortino Ratio Rank
IDGT Omega Ratio Rank: 7777
Omega Ratio Rank
IDGT Calmar Ratio Rank: 8888
Calmar Ratio Rank
IDGT Martin Ratio Rank: 8888
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.

FDTX vs. IDGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Disruptive Technology ETF (FDTX) and iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT). 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.


FDTXIDGTDifference

Sharpe ratio

Return per unit of total volatility

0.65

1.63

-0.98

Sortino ratio

Return per unit of downside risk

1.08

2.20

-1.13

Omega ratio

Gain probability vs. loss probability

1.14

1.30

-0.16

Calmar ratio

Return relative to maximum drawdown

1.01

2.94

-1.94

Martin ratio

Return relative to average drawdown

3.15

11.26

-8.11

FDTX vs. IDGT - Sharpe Ratio Comparison

The current FDTX Sharpe Ratio is 0.65, which is lower than the IDGT Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of FDTX and IDGT, 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


FDTXIDGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

1.63

-0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.15

+0.45

Correlation

The correlation between FDTX and IDGT is 0.65, 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

FDTX vs. IDGT - Dividend Comparison

FDTX's dividend yield for the trailing twelve months is around 0.01%, less than IDGT's 0.95% yield.


TTM20252024202320222021202020192018201720162015
FDTX
Fidelity Disruptive Technology ETF
0.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IDGT
iShares U.S. Digital Infrastructure and Real Estate ETF
0.95%1.17%1.64%0.37%0.30%0.28%0.60%0.42%0.65%0.57%0.75%0.72%

Drawdowns

FDTX vs. IDGT - Drawdown Comparison

The maximum FDTX drawdown since its inception was -27.23%, smaller than the maximum IDGT drawdown of -77.95%. Use the drawdown chart below to compare losses from any high point for FDTX and IDGT.


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Drawdown Indicators


FDTXIDGTDifference

Max Drawdown

Largest peak-to-trough decline

-27.23%

-77.95%

+50.72%

Max Drawdown (1Y)

Largest decline over 1 year

-19.38%

-12.23%

-7.15%

Max Drawdown (5Y)

Largest decline over 5 years

-35.83%

Max Drawdown (10Y)

Largest decline over 10 years

-36.88%

Current Drawdown

Current decline from peak

-13.23%

-1.06%

-12.17%

Average Drawdown

Average peak-to-trough decline

-5.71%

-20.04%

+14.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.18%

3.20%

+2.98%

Volatility

FDTX vs. IDGT - Volatility Comparison

Fidelity Disruptive Technology ETF (FDTX) has a higher volatility of 10.08% compared to iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) at 8.17%. This indicates that FDTX's price experiences larger fluctuations and is considered to be riskier than IDGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDTXIDGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.08%

8.17%

+1.91%

Volatility (6M)

Calculated over the trailing 6-month period

18.74%

15.15%

+3.59%

Volatility (1Y)

Calculated over the trailing 1-year period

28.13%

21.60%

+6.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.23%

23.03%

+2.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.23%

23.14%

+2.09%