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FDVV vs. FUTY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDVV vs. FUTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity High Dividend ETF (FDVV) and Fidelity MSCI Utilities Index ETF (FUTY). The values are adjusted to include any dividend payments, if applicable.

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FDVV vs. FUTY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDVV
Fidelity High Dividend ETF
-1.50%17.08%21.81%18.00%-4.21%29.24%2.80%24.07%-1.26%14.00%
FUTY
Fidelity MSCI Utilities Index ETF
8.19%16.40%23.20%-7.46%1.12%17.53%-0.80%24.89%4.36%12.52%

Returns By Period

In the year-to-date period, FDVV achieves a -1.50% return, which is significantly lower than FUTY's 8.19% return.


FDVV

1D
0.29%
1M
-4.85%
YTD
-1.50%
6M
0.38%
1Y
15.18%
3Y*
17.01%
5Y*
12.74%
10Y*

FUTY

1D
0.49%
1M
-2.11%
YTD
8.19%
6M
5.65%
1Y
19.31%
3Y*
13.99%
5Y*
10.62%
10Y*
9.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDVV vs. FUTY - Expense Ratio Comparison

FDVV has a 0.29% expense ratio, which is higher than FUTY's 0.08% expense ratio.


Return for Risk

FDVV vs. FUTY — Risk / Return Rank

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

FDVV
FDVV Risk / Return Rank: 5353
Overall Rank
FDVV Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
FDVV Sortino Ratio Rank: 5353
Sortino Ratio Rank
FDVV Omega Ratio Rank: 6060
Omega Ratio Rank
FDVV Calmar Ratio Rank: 4545
Calmar Ratio Rank
FDVV Martin Ratio Rank: 5353
Martin Ratio Rank

FUTY
FUTY Risk / Return Rank: 6565
Overall Rank
FUTY Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FUTY Sortino Ratio Rank: 6565
Sortino Ratio Rank
FUTY Omega Ratio Rank: 6060
Omega Ratio Rank
FUTY Calmar Ratio Rank: 7979
Calmar Ratio Rank
FUTY Martin Ratio Rank: 5252
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.

FDVV vs. FUTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity High Dividend ETF (FDVV) and Fidelity MSCI Utilities Index ETF (FUTY). 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.


FDVVFUTYDifference

Sharpe ratio

Return per unit of total volatility

1.00

1.25

-0.25

Sortino ratio

Return per unit of downside risk

1.44

1.70

-0.25

Omega ratio

Gain probability vs. loss probability

1.23

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.23

2.20

-0.97

Martin ratio

Return relative to average drawdown

5.34

5.24

+0.10

FDVV vs. FUTY - Sharpe Ratio Comparison

The current FDVV Sharpe Ratio is 1.00, which is comparable to the FUTY Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of FDVV and FUTY, 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


FDVVFUTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.25

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.63

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.58

+0.16

Correlation

The correlation between FDVV and FUTY is 0.47, 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

FDVV vs. FUTY - Dividend Comparison

FDVV's dividend yield for the trailing twelve months is around 2.99%, more than FUTY's 2.49% yield.


TTM20252024202320222021202020192018201720162015
FDVV
Fidelity High Dividend ETF
2.99%2.89%2.94%3.77%3.44%2.70%3.19%3.93%4.05%3.66%1.04%0.00%
FUTY
Fidelity MSCI Utilities Index ETF
2.49%2.67%2.96%3.31%2.72%2.70%3.07%2.82%3.11%3.03%3.35%4.33%

Drawdowns

FDVV vs. FUTY - Drawdown Comparison

The maximum FDVV drawdown since its inception was -40.25%, which is greater than FUTY's maximum drawdown of -36.44%. Use the drawdown chart below to compare losses from any high point for FDVV and FUTY.


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Drawdown Indicators


FDVVFUTYDifference

Max Drawdown

Largest peak-to-trough decline

-40.25%

-36.44%

-3.81%

Max Drawdown (1Y)

Largest decline over 1 year

-12.34%

-8.93%

-3.41%

Max Drawdown (5Y)

Largest decline over 5 years

-20.18%

-25.11%

+4.93%

Max Drawdown (10Y)

Largest decline over 10 years

-36.44%

Current Drawdown

Current decline from peak

-6.78%

-2.76%

-4.02%

Average Drawdown

Average peak-to-trough decline

-3.85%

-6.06%

+2.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

3.75%

-0.91%

Volatility

FDVV vs. FUTY - Volatility Comparison

The current volatility for Fidelity High Dividend ETF (FDVV) is 4.47%, while Fidelity MSCI Utilities Index ETF (FUTY) has a volatility of 5.03%. This indicates that FDVV experiences smaller price fluctuations and is considered to be less risky than FUTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDVVFUTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.47%

5.03%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

7.68%

10.15%

-2.47%

Volatility (1Y)

Calculated over the trailing 1-year period

15.32%

15.52%

-0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.74%

16.93%

-2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.08%

18.99%

-1.91%