FESM vs. FELG

In the year-to-date period, FESM achieves a -4.25% return, which is significantly lower than FELG's -0.78% return.

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FESM has a 0.28% expense ratio, which is higher than FELG's 0.18% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Enhanced Small Cap ETF (FESM) and Fidelity Enhanced Large Cap Growth ETF (FELG). 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.

The current FESM Sharpe Ratio is 0.23, which is lower than the FELG Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of FESM and FELG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FESM's dividend yield for the trailing twelve months is around 1.43%, more than FELG's 0.49% yield.

The maximum FESM drawdown since its inception was -26.93%, which is greater than FELG's maximum drawdown of -23.89%. Use the drawdown chart below to compare losses from any high point for FESM and FELG. For additional features, visit the drawdowns tool.

Fidelity Enhanced Small Cap ETF (FESM) and Fidelity Enhanced Large Cap Growth ETF (FELG) have volatilities of 6.69% and 6.94%, 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.