FDTX vs. SOXX
Compare and contrast key facts about Fidelity Disruptive Technology ETF (FDTX) and iShares PHLX Semiconductor ETF (SOXX).
FDTX and SOXX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FDTX is an actively managed fund by Fidelity. It was launched on Apr 16, 2020. SOXX is a passively managed fund by iShares that tracks the performance of the PHLX Semiconductor Sector Index. It was launched on Jul 10, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FDTX or SOXX.
Key characteristics
| FDTX | SOXX | |
|---|---|---|
| YTD Return | 23.61% | 21.05% |
| 1Y Return | 43.49% | 46.92% |
| Sharpe Ratio | 1.89 | 1.35 |
| Sortino Ratio | 2.47 | 1.84 |
| Omega Ratio | 1.33 | 1.24 |
| Calmar Ratio | 2.53 | 1.85 |
| Martin Ratio | 8.36 | 4.80 |
| Ulcer Index | 5.12% | 9.64% |
| Daily Std Dev | 22.64% | 34.36% |
| Max Drawdown | -18.61% | -70.21% |
| Current Drawdown | -0.70% | -12.64% |
Correlation
The correlation between FDTX and SOXX is 0.83, 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.
Performance
FDTX vs. SOXX - Performance Comparison
In the year-to-date period, FDTX achieves a 23.61% return, which is significantly higher than SOXX's 21.05% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FDTX vs. SOXX - Expense Ratio Comparison
FDTX has a 0.50% expense ratio, which is higher than SOXX's 0.46% expense ratio.
Risk-Adjusted Performance
FDTX vs. SOXX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Disruptive Technology ETF (FDTX) and iShares PHLX Semiconductor ETF (SOXX). 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.
Dividends
FDTX vs. SOXX - Dividend Comparison
FDTX has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.63%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDTX Fidelity Disruptive Technology ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SOXX iShares PHLX Semiconductor ETF | 0.63% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% | 1.18% |
Drawdowns
FDTX vs. SOXX - Drawdown Comparison
The maximum FDTX drawdown since its inception was -18.61%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for FDTX and SOXX. For additional features, visit the drawdowns tool.
Volatility
FDTX vs. SOXX - Volatility Comparison
The current volatility for Fidelity Disruptive Technology ETF (FDTX) is 5.59%, while iShares PHLX Semiconductor ETF (SOXX) has a volatility of 9.48%. This indicates that FDTX experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.