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FEQTX vs. FEQD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEQTX vs. FEQD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Equity Dividend Income Fund (FEQTX) and Fidelity Europe Quality Income UCITS ETF (FEQD.L). The values are adjusted to include any dividend payments, if applicable.

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FEQTX vs. FEQD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEQTX
Fidelity Equity Dividend Income Fund
2.26%7.29%12.48%11.61%-1.05%22.26%1.84%27.33%-9.31%3.69%
FEQD.L
Fidelity Europe Quality Income UCITS ETF
1.51%33.16%-0.35%21.58%-20.59%16.19%6.00%26.85%-12.62%1.43%
Different Trading Currencies

FEQTX is traded in USD, while FEQD.L is traded in GBP. To make them comparable, the FEQD.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FEQTX achieves a 2.26% return, which is significantly higher than FEQD.L's 1.51% return.


FEQTX

1D
1.64%
1M
-5.45%
YTD
2.26%
6M
0.89%
1Y
6.20%
3Y*
10.81%
5Y*
8.53%
10Y*
9.69%

FEQD.L

1D
2.52%
1M
-3.84%
YTD
1.51%
6M
6.48%
1Y
22.16%
3Y*
14.82%
5Y*
7.76%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEQTX vs. FEQD.L - Expense Ratio Comparison

FEQTX has a 0.58% expense ratio, which is higher than FEQD.L's 0.30% expense ratio.


Return for Risk

FEQTX vs. FEQD.L — Risk / Return Rank

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

FEQTX
FEQTX Risk / Return Rank: 1515
Overall Rank
FEQTX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
FEQTX Sortino Ratio Rank: 1212
Sortino Ratio Rank
FEQTX Omega Ratio Rank: 1313
Omega Ratio Rank
FEQTX Calmar Ratio Rank: 1717
Calmar Ratio Rank
FEQTX Martin Ratio Rank: 1818
Martin Ratio Rank

FEQD.L
FEQD.L Risk / Return Rank: 6666
Overall Rank
FEQD.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FEQD.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
FEQD.L Omega Ratio Rank: 6464
Omega Ratio Rank
FEQD.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
FEQD.L Martin Ratio Rank: 6363
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.

FEQTX vs. FEQD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Equity Dividend Income Fund (FEQTX) and Fidelity Europe Quality Income UCITS ETF (FEQD.L). 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.


FEQTXFEQD.LDifference

Sharpe ratio

Return per unit of total volatility

0.39

1.27

-0.88

Sortino ratio

Return per unit of downside risk

0.61

1.71

-1.09

Omega ratio

Gain probability vs. loss probability

1.09

1.24

-0.15

Calmar ratio

Return relative to maximum drawdown

0.54

1.97

-1.43

Martin ratio

Return relative to average drawdown

1.95

6.95

-5.01

FEQTX vs. FEQD.L - Sharpe Ratio Comparison

The current FEQTX Sharpe Ratio is 0.39, which is lower than the FEQD.L Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of FEQTX and FEQD.L, 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


FEQTXFEQD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

1.27

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.44

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.41

+0.14

Correlation

The correlation between FEQTX and FEQD.L is 0.52, 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

FEQTX vs. FEQD.L - Dividend Comparison

FEQTX's dividend yield for the trailing twelve months is around 1.55%, while FEQD.L has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
FEQTX
Fidelity Equity Dividend Income Fund
1.55%1.59%8.39%5.22%7.65%11.52%2.43%8.39%14.31%9.40%6.12%5.98%
FEQD.L
Fidelity Europe Quality Income UCITS 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%

Drawdowns

FEQTX vs. FEQD.L - Drawdown Comparison

The maximum FEQTX drawdown since its inception was -60.86%, which is greater than FEQD.L's maximum drawdown of -37.75%. Use the drawdown chart below to compare losses from any high point for FEQTX and FEQD.L.


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Drawdown Indicators


FEQTXFEQD.LDifference

Max Drawdown

Largest peak-to-trough decline

-60.86%

-26.58%

-34.28%

Max Drawdown (1Y)

Largest decline over 1 year

-10.95%

-9.69%

-1.26%

Max Drawdown (5Y)

Largest decline over 5 years

-16.12%

-23.06%

+6.94%

Max Drawdown (10Y)

Largest decline over 10 years

-39.16%

Current Drawdown

Current decline from peak

-5.71%

-5.82%

+0.11%

Average Drawdown

Average peak-to-trough decline

-7.24%

-4.93%

-2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

2.72%

+0.31%

Volatility

FEQTX vs. FEQD.L - Volatility Comparison

The current volatility for Fidelity Equity Dividend Income Fund (FEQTX) is 3.74%, while Fidelity Europe Quality Income UCITS ETF (FEQD.L) has a volatility of 5.70%. This indicates that FEQTX experiences smaller price fluctuations and is considered to be less risky than FEQD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEQTXFEQD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

5.70%

-1.96%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

11.13%

-1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

15.39%

17.43%

-2.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.76%

17.73%

-3.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.60%

17.72%

-1.12%