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FDWM vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDWM and VUG is 0.88, 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.


-0.50.00.51.00.9

Performance

FDWM vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Women's Leadership ETF (FDWM) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%60.00%AugustSeptemberOctoberNovemberDecember2025
24.19%
55.31%
FDWM
VUG

Key characteristics

Sharpe Ratio

FDWM:

1.32

VUG:

1.84

Sortino Ratio

FDWM:

1.81

VUG:

2.44

Omega Ratio

FDWM:

1.23

VUG:

1.33

Calmar Ratio

FDWM:

1.87

VUG:

2.51

Martin Ratio

FDWM:

6.60

VUG:

9.57

Ulcer Index

FDWM:

2.68%

VUG:

3.40%

Daily Std Dev

FDWM:

13.43%

VUG:

17.69%

Max Drawdown

FDWM:

-29.13%

VUG:

-50.68%

Current Drawdown

FDWM:

-0.31%

VUG:

-0.83%

Returns By Period

In the year-to-date period, FDWM achieves a 4.91% return, which is significantly higher than VUG's 3.31% return.


FDWM

YTD

4.91%

1M

2.65%

6M

8.34%

1Y

17.22%

5Y*

N/A

10Y*

N/A

VUG

YTD

3.31%

1M

-0.36%

6M

17.51%

1Y

32.01%

5Y*

18.54%

10Y*

16.35%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FDWM vs. VUG - Expense Ratio Comparison

FDWM has a 0.59% expense ratio, which is higher than VUG's 0.04% expense ratio.


FDWM
Fidelity Women's Leadership ETF
Expense ratio chart for FDWM: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

FDWM vs. VUG — Risk-Adjusted Performance Rank

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

FDWM
The Risk-Adjusted Performance Rank of FDWM is 5656
Overall Rank
The Sharpe Ratio Rank of FDWM is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of FDWM is 5252
Sortino Ratio Rank
The Omega Ratio Rank of FDWM is 5454
Omega Ratio Rank
The Calmar Ratio Rank of FDWM is 6161
Calmar Ratio Rank
The Martin Ratio Rank of FDWM is 5858
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 7272
Overall Rank
The Sharpe Ratio Rank of VUG is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 7373
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FDWM vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Women's Leadership ETF (FDWM) and Vanguard Growth ETF (VUG). 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.


Sharpe ratio
The chart of Sharpe ratio for FDWM, currently valued at 1.32, compared to the broader market0.002.004.001.321.84
The chart of Sortino ratio for FDWM, currently valued at 1.81, compared to the broader market0.005.0010.001.812.44
The chart of Omega ratio for FDWM, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.33
The chart of Calmar ratio for FDWM, currently valued at 1.87, compared to the broader market0.005.0010.0015.0020.001.872.51
The chart of Martin ratio for FDWM, currently valued at 6.60, compared to the broader market0.0020.0040.0060.0080.00100.006.609.57
FDWM
VUG

The current FDWM Sharpe Ratio is 1.32, which is comparable to the VUG Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of FDWM and VUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.32
1.84
FDWM
VUG

Dividends

FDWM vs. VUG - Dividend Comparison

FDWM's dividend yield for the trailing twelve months is around 0.51%, more than VUG's 0.45% yield.


TTM20242023202220212020201920182017201620152014
FDWM
Fidelity Women's Leadership ETF
0.51%0.54%0.80%0.90%0.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUG
Vanguard Growth ETF
0.45%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

Drawdowns

FDWM vs. VUG - Drawdown Comparison

The maximum FDWM drawdown since its inception was -29.13%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for FDWM and VUG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.31%
-0.83%
FDWM
VUG

Volatility

FDWM vs. VUG - Volatility Comparison

The current volatility for Fidelity Women's Leadership ETF (FDWM) is 3.19%, while Vanguard Growth ETF (VUG) has a volatility of 5.48%. This indicates that FDWM experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
3.19%
5.48%
FDWM
VUG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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