FFIDX vs. VDE
FFIDX (Fidelity Fund) and VDE (Vanguard Energy ETF) are both funds - FFIDX is a Large Cap Growth Equities fund actively managed by Fidelity, while VDE is a Energy Equities fund tracking the MSCI US Investable Market Energy 25/50 Index. FFIDX is actively managed, while VDE is passively managed. Over the past 10 years, FFIDX returned 15.12%/yr vs 10.12%/yr for VDE. Their 0.53 correlation means they have sometimes moved together and sometimes differently. FFIDX charges 0.42%/yr vs 0.09%/yr for VDE.
Performance
FFIDX vs. VDE - Performance Comparison
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Returns By Period
In the year-to-date period, FFIDX achieves a 4.05% return, which is significantly lower than VDE's 35.06% return. Over the past 10 years, FFIDX has outperformed VDE with an annualized return of 15.12%, while VDE has yielded a comparatively lower 10.12% annualized return.
FFIDX
- 1D
- 1.32%
- 1M
- 0.58%
- 6M
- 2.93%
- YTD
- 4.05%
- 1Y
- 15.19%
- 3Y*
- 18.87%
- 5Y*
- 11.19%
- 10Y*
- 15.12%
- ALL TIME*
- 8.87%
VDE
- 1D
- 1.02%
- 1M
- 11.65%
- 6M
- 18.28%
- YTD
- 35.06%
- 1Y
- 43.90%
- 3Y*
- 14.78%
- 5Y*
- 23.63%
- 10Y*
- 10.12%
- ALL TIME*
- 8.33%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
FFIDX Fidelity Fund | $0.00 | $0.00 | $0.00 |
| $73.73M | $73.82M | $109.36M |
FFIDX vs. VDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FFIDX Fidelity Fund | 4.05% | 20.04% | 27.13% | 30.93% | -25.88% | 33.22% | 26.43% | 33.46% | -5.31% | 23.28% |
VDE Vanguard Energy ETF | 35.06% | 7.11% | 6.75% | 0.03% | 62.89% | 56.31% | -33.02% | 9.28% | -19.95% | -2.50% |
Correlation
The correlation between FFIDX and VDE is -0.17, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.17 |
Correlation (3Y) Balances recent behavior with more history. | 0.07 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.22 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.32 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2004 | 0.53 |
The correlation between FFIDX and VDE shifts across timeframes, from -0.17 (1 year) to 0.53 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FFIDX vs. VDE — Risk / Return Rank
FFIDX
VDE
FFIDX vs. VDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Fund (FFIDX) and Vanguard Energy ETF (VDE). 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.
| FFIDX | VDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.32 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | 2.75 | -1.49 |
| Martin ratioReturn relative to average drawdown | 5.03 | 7.42 | -2.39 |
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Drawdowns
FFIDX vs. VDE - Drawdown Comparison
The maximum FFIDX drawdown since its inception was -55.35%, smaller than the maximum VDE drawdown of -74.20%. Use the drawdown chart below to compare losses from any high point for FFIDX and VDE.
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Drawdown Indicators
| FFIDX | VDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.35% | -74.20% | +18.85% |
Max Drawdown (1Y)Largest decline over 1 year | -10.87% | -15.04% | +4.17% |
Max Drawdown (3Y)Largest decline over 3 years | -22.42% | -21.41% | -1.01% |
Max Drawdown (5Y)Largest decline over 5 years | -30.33% | -26.58% | -3.75% |
Max Drawdown (10Y)Largest decline over 10 years | -30.66% | -69.29% | +38.63% |
Current DrawdownCurrent decline from peak | -0.84% | -4.44% | +3.60% |
Average DrawdownAverage peak-to-trough decline | -11.82% | -19.89% | +8.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 5.59% | -2.87% |
Volatility
FFIDX vs. VDE - Volatility Comparison
The current volatility for Fidelity Fund (FFIDX) is 3.34%, while Vanguard Energy ETF (VDE) has a volatility of 5.99%. This indicates that FFIDX experiences smaller price fluctuations and is considered to be less risky than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FFIDX | VDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.34% | 5.99% | -2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 9.81% | 16.66% | -6.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.96% | 20.95% | -7.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.20% | 26.14% | -6.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.41% | 29.90% | -10.49% |
FFIDX vs. VDE - Expense Ratio Comparison
FFIDX has a 0.42% expense ratio, which is higher than VDE's 0.09% expense ratio.
Dividends
FFIDX vs. VDE - Dividend Comparison
FFIDX's dividend yield for the trailing twelve months is around 1.13%, less than VDE's 2.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFIDX Fidelity Fund | 1.13% | 1.18% | 0.00% | 2.41% | 0.67% | 4.60% | 2.71% | 5.41% | 7.40% | 11.12% | 7.01% | 5.48% |
VDE Vanguard Energy ETF | 2.40% | 3.11% | 3.23% | 3.34% | 3.65% | 4.13% | 4.76% | 3.42% | 3.35% | 2.90% | 2.31% | 3.17% |
Frequently Asked Questions
FFIDX and VDE have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VDE has higher volatility (5.99%) compared to FFIDX (3.34%). In terms of maximum drawdown, FFIDX dropped -55.35% vs VDE's -74.20%.
VDE currently has the higher Sharpe Ratio (1.98 vs 1.06), 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.
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