FEAC vs. FUTY
Compare and contrast key facts about Fidelity Enhanced U.S. All-Cap Equity ETF (FEAC) and Fidelity MSCI Utilities Index ETF (FUTY).
FEAC and FUTY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FEAC is an actively managed fund by Fidelity. It was launched on Nov 19, 2024. FUTY is a passively managed fund by Fidelity that tracks the performance of the MSCI USA IMI Utilities Index. It was launched on Oct 21, 2013.
Performance
FEAC vs. FUTY - Performance Comparison
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FEAC vs. FUTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FEAC Fidelity Enhanced U.S. All-Cap Equity ETF | -3.12% | 18.01% | -1.69% |
FUTY Fidelity MSCI Utilities Index ETF | 8.19% | 16.40% | -6.68% |
Returns By Period
In the year-to-date period, FEAC achieves a -3.12% return, which is significantly lower than FUTY's 8.19% return.
FEAC
- 1D
- 0.98%
- 1M
- -4.35%
- YTD
- -3.12%
- 6M
- -0.85%
- 1Y
- 19.32%
- 3Y*
- —
- 5Y*
- —
- 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%
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FEAC vs. FUTY - Expense Ratio Comparison
FEAC has a 0.18% expense ratio, which is higher than FUTY's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
FEAC vs. FUTY — Risk / Return Rank
FEAC
FUTY
FEAC vs. FUTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Enhanced U.S. All-Cap Equity ETF (FEAC) 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.
| FEAC | FUTY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 1.25 | -0.21 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.70 | -0.13 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.23 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 2.20 | -0.59 |
Martin ratioReturn relative to average drawdown | 7.74 | 5.24 | +2.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FEAC | FUTY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 1.25 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.63 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.51 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.58 | -0.08 |
Correlation
The correlation between FEAC and FUTY is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FEAC vs. FUTY - Dividend Comparison
FEAC's dividend yield for the trailing twelve months is around 0.99%, less than FUTY's 2.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEAC Fidelity Enhanced U.S. All-Cap Equity ETF | 0.99% | 0.94% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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
FEAC vs. FUTY - Drawdown Comparison
The maximum FEAC drawdown since its inception was -18.96%, smaller than the maximum FUTY drawdown of -36.44%. Use the drawdown chart below to compare losses from any high point for FEAC and FUTY.
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Drawdown Indicators
| FEAC | FUTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.96% | -36.44% | +17.48% |
Max Drawdown (1Y)Largest decline over 1 year | -12.25% | -8.93% | -3.32% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.11% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.44% | — |
Current DrawdownCurrent decline from peak | -5.00% | -2.76% | -2.24% |
Average DrawdownAverage peak-to-trough decline | -2.78% | -6.06% | +3.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 3.75% | -1.20% |
Volatility
FEAC vs. FUTY - Volatility Comparison
Fidelity Enhanced U.S. All-Cap Equity ETF (FEAC) and Fidelity MSCI Utilities Index ETF (FUTY) have volatilities of 5.09% and 5.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FEAC | FUTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.09% | 5.03% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 10.05% | 10.15% | -0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.69% | 15.52% | +3.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.05% | 16.93% | +1.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.05% | 18.99% | -0.94% |