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FETH vs. RAVI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FETH vs. RAVI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Ethereum Fund (FETH) and FlexShares Ultra-Short Income ETF (RAVI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FETH achieves a -39.45% return, which is significantly lower than RAVI's 1.53% return.


FETH

1D
-5.78%
1M
-23.67%
YTD
-39.45%
6M
-42.77%
1Y
-31.75%
3Y*
5Y*
10Y*

RAVI

1D
0.02%
1M
0.39%
YTD
1.53%
6M
1.92%
1Y
4.50%
3Y*
5.21%
5Y*
3.50%
10Y*
2.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FETH vs. RAVI - Yearly Performance Comparison


2026 (YTD)20252024
FETH
Fidelity Ethereum Fund
-39.45%-11.37%-3.61%
RAVI
FlexShares Ultra-Short Income ETF
1.53%4.98%2.37%

Correlation

The correlation between FETH and RAVI is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.09

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2024

-0.01

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Return for Risk

FETH vs. RAVI — Risk / Return Rank

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

FETH
FETH Risk / Return Rank: 55
Overall Rank
FETH Sharpe Ratio Rank: 55
Sharpe Ratio Rank
FETH Sortino Ratio Rank: 55
Sortino Ratio Rank
FETH Omega Ratio Rank: 55
Omega Ratio Rank
FETH Calmar Ratio Rank: 44
Calmar Ratio Rank
FETH Martin Ratio Rank: 55
Martin Ratio Rank

RAVI
RAVI Risk / Return Rank: 9999
Overall Rank
RAVI Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
RAVI Sortino Ratio Rank: 9999
Sortino Ratio Rank
RAVI Omega Ratio Rank: 9999
Omega Ratio Rank
RAVI Calmar Ratio Rank: 9999
Calmar Ratio Rank
RAVI Martin Ratio Rank: 9999
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.

FETH vs. RAVI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Ethereum Fund (FETH) and FlexShares Ultra-Short Income ETF (RAVI). 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.


FETHRAVIDifference
Sharpe ratioReturn per unit of total volatility

-11.49

Sortino ratioReturn per unit of downside risk

-23.99

Omega ratioGain probability vs. loss probability

0.97

5.39

-4.43

Calmar ratioReturn relative to maximum drawdown

-0.51

38.66

-39.17

Martin ratioReturn relative to average drawdown

-0.84

225.58

-226.42

FETH vs. RAVI - Sharpe Ratio Comparison

The current FETH Sharpe Ratio is -0.47, which is lower than the RAVI Sharpe Ratio of 11.02. The chart below compares the historical Sharpe Ratios of FETH and RAVI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FETHRAVIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.47

11.02

-11.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.09

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.41

2.03

-2.44

Drawdowns

FETH vs. RAVI - Drawdown Comparison

The maximum FETH drawdown since its inception was -64.00%, which is greater than RAVI's maximum drawdown of -3.72%. Use the drawdown chart below to compare losses from any high point for FETH and RAVI.


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Drawdown Indicators


FETHRAVIDifference

Max Drawdown

Largest peak-to-trough decline

-64.00%

-3.72%

-60.28%

Max Drawdown (1Y)

Largest decline over 1 year

-62.95%

-0.12%

-62.83%

Max Drawdown (3Y)

Largest decline over 3 years

-0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-3.28%

Max Drawdown (10Y)

Largest decline over 10 years

-3.72%

Current Drawdown

Current decline from peak

-62.95%

0.00%

-62.95%

Average Drawdown

Average peak-to-trough decline

-32.73%

-0.17%

-32.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.82%

0.02%

+37.80%

Volatility

FETH vs. RAVI - Volatility Comparison

Fidelity Ethereum Fund (FETH) has a higher volatility of 9.99% compared to FlexShares Ultra-Short Income ETF (RAVI) at 0.15%. This indicates that FETH's price experiences larger fluctuations and is considered to be riskier than RAVI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FETHRAVIDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.99%

0.15%

+9.84%

Volatility (6M)

Calculated over the trailing 6-month period

46.01%

0.30%

+45.71%

Volatility (1Y)

Calculated over the trailing 1-year period

68.50%

0.41%

+68.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.27%

1.41%

+70.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.27%

1.28%

+70.99%

FETH vs. RAVI - Expense Ratio Comparison

FETH has a 0.00% expense ratio, which is lower than RAVI's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

FETH vs. RAVI - Dividend Comparison

FETH has not paid dividends to shareholders, while RAVI's dividend yield for the trailing twelve months is around 4.38%.


PositionTTM2025202420232022202120202019201820172016
FETH
Fidelity Ethereum Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RAVI
FlexShares Ultra-Short Income ETF
4.38%4.59%5.34%4.55%1.70%0.90%1.29%2.53%2.22%1.28%0.90%

Frequently Asked Questions


FETH and RAVI have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FETH has higher volatility (9.99%) compared to RAVI (0.15%). In terms of maximum drawdown, FETH dropped -64.00% vs RAVI's -3.72%.

On 1-year performance, RAVI leads with 4.50% vs -31.75% for FETH. On fees, FETH is cheaper at 0.00% per year. On volatility, RAVI has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, RAVI has performed better with a 4.50% return vs -31.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FETH is cheaper with a 0.00% expense ratio, compared with 0.25% for RAVI.

RAVI has the higher dividend yield at 4.38%, compared with 0.00% for FETH.

FETH is categorized as Cryptocurrency, while RAVI is Ultrashort Bond. They also come from different issuers: Fidelity and FlexShares. Their fees differ too: 0.00% for FETH and 0.25% for RAVI.

RAVI currently has the higher Sharpe Ratio (11.02 vs -0.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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