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FETKX vs. XRP-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

FETKX vs. XRP-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Equity Dividend Income Fund Class K (FETKX) and XRP (XRP-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FETKX achieves a 12.86% return, which is significantly higher than XRP-USD's -39.78% return.


FETKX

1D
0.36%
1M
2.25%
6M
10.45%
YTD
12.86%
1Y
14.09%
3Y*
13.09%
5Y*
9.58%
10Y*
10.15%

XRP-USD

1D
3.87%
1M
-6.57%
6M
-48.82%
YTD
-39.78%
1Y
-62.57%
3Y*
15.70%
5Y*
13.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FETKX vs. XRP-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FETKX
Fidelity Equity Dividend Income Fund Class K
12.86%7.33%12.57%11.71%-0.93%22.32%1.95%27.40%-9.22%13.32%
XRP-USD
XRP
-39.78%-11.56%237.88%81.04%-59.10%278.06%13.98%-45.31%-84.67%38,242.83%

Correlation

The correlation between FETKX and XRP-USD is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2017

0.15

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Return for Risk

FETKX vs. XRP-USD — Risk / Return Rank

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

FETKX
FETKX Risk / Return Rank: 3333
Overall Rank
FETKX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
FETKX Sortino Ratio Rank: 2626
Sortino Ratio Rank
FETKX Omega Ratio Rank: 3434
Omega Ratio Rank
FETKX Calmar Ratio Rank: 4040
Calmar Ratio Rank
FETKX Martin Ratio Rank: 3333
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 3131
Overall Rank
XRP-USD Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 3333
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 3333
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 4141
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 2525
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.

FETKX vs. XRP-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Equity Dividend Income Fund Class K (FETKX) and XRP (XRP-USD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FETKXXRP-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.14

Sortino ratioReturn per unit of downside risk

+3.23

Omega ratioGain probability vs. loss probability

1.23

0.84

+0.39

Calmar ratioReturn relative to maximum drawdown

1.91

-0.88

+2.79

Martin ratioReturn relative to average drawdown

5.79

-1.29

+7.08

FETKX vs. XRP-USD - Sharpe Ratio Comparison

The current FETKX Sharpe Ratio is 1.20, which is higher than the XRP-USD Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of FETKX and XRP-USD, 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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Drawdowns

FETKX vs. XRP-USD - Drawdown Comparison

The maximum FETKX drawdown since its inception was -56.51%, smaller than the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for FETKX and XRP-USD.


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Drawdown Indicators


FETKXXRP-USDDifference

Max Drawdown

Largest peak-to-trough decline

-56.51%

-95.87%

+39.36%

Max Drawdown (1Y)

Largest decline over 1 year

-7.41%

-70.77%

+63.36%

Max Drawdown (3Y)

Largest decline over 3 years

-13.22%

-70.77%

+57.55%

Max Drawdown (5Y)

Largest decline over 5 years

-16.07%

-77.83%

+61.76%

Max Drawdown (10Y)

Largest decline over 10 years

-39.14%

Current Drawdown

Current decline from peak

0.00%

-68.82%

+68.82%

Average Drawdown

Average peak-to-trough decline

-7.48%

-70.97%

+63.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

40.34%

-37.90%

Volatility

FETKX vs. XRP-USD - Volatility Comparison

The current volatility for Fidelity Equity Dividend Income Fund Class K (FETKX) is 2.80%, while XRP (XRP-USD) has a volatility of 12.06%. This indicates that FETKX experiences smaller price fluctuations and is considered to be less risky than XRP-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FETKXXRP-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.80%

12.06%

-9.26%

Volatility (6M)

Calculated over the trailing 6-month period

7.36%

43.79%

-36.43%

Volatility (1Y)

Calculated over the trailing 1-year period

11.84%

55.43%

-43.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.72%

71.27%

-57.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.52%

111.32%

-94.80%

Frequently Asked Questions


FETKX and XRP-USD have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XRP-USD has higher volatility (12.06%) compared to FETKX (2.80%). In terms of maximum drawdown, FETKX dropped -56.51% vs XRP-USD's -95.87%.

FETKX currently has the higher Sharpe Ratio (1.20 vs -0.94), 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

Find the right allocation for FETKX and XRP-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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