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FFIDX vs. VDE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFIDX vs. VDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Fund (FFIDX) and Vanguard Energy ETF (VDE). The values are adjusted to include any dividend payments, if applicable.

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FFIDX vs. VDE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFIDX
Fidelity Fund
-6.42%20.04%27.13%30.93%-25.88%33.22%26.43%33.46%-5.31%23.28%
VDE
Vanguard Energy ETF
33.23%7.11%6.75%0.03%62.89%56.31%-33.02%9.28%-19.95%-2.50%

Returns By Period

In the year-to-date period, FFIDX achieves a -6.42% return, which is significantly lower than VDE's 33.23% return. Over the past 10 years, FFIDX has outperformed VDE with an annualized return of 14.45%, while VDE has yielded a comparatively lower 10.83% annualized return.


FFIDX

1D
3.24%
1M
-4.74%
YTD
-6.42%
6M
-2.86%
1Y
21.33%
3Y*
19.56%
5Y*
11.90%
10Y*
14.45%

VDE

1D
-3.61%
1M
4.27%
YTD
33.23%
6M
34.21%
1Y
31.84%
3Y*
17.03%
5Y*
23.32%
10Y*
10.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFIDX vs. VDE - Expense Ratio Comparison

FFIDX has a 0.45% expense ratio, which is higher than VDE's 0.10% expense ratio.


Return for Risk

FFIDX vs. VDE — Risk / Return Rank

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

FFIDX
FFIDX Risk / Return Rank: 7070
Overall Rank
FFIDX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FFIDX Sortino Ratio Rank: 6868
Sortino Ratio Rank
FFIDX Omega Ratio Rank: 6767
Omega Ratio Rank
FFIDX Calmar Ratio Rank: 7676
Calmar Ratio Rank
FFIDX Martin Ratio Rank: 7777
Martin Ratio Rank

VDE
VDE Risk / Return Rank: 6363
Overall Rank
VDE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VDE Sortino Ratio Rank: 6363
Sortino Ratio Rank
VDE Omega Ratio Rank: 6666
Omega Ratio Rank
VDE Calmar Ratio Rank: 6565
Calmar Ratio Rank
VDE Martin Ratio Rank: 4949
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.

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.


FFIDXVDEDifference

Sharpe ratio

Return per unit of total volatility

1.14

1.27

-0.13

Sortino ratio

Return per unit of downside risk

1.73

1.67

+0.07

Omega ratio

Gain probability vs. loss probability

1.26

1.25

+0.01

Calmar ratio

Return relative to maximum drawdown

1.84

1.72

+0.13

Martin ratio

Return relative to average drawdown

7.51

4.92

+2.59

FFIDX vs. VDE - Sharpe Ratio Comparison

The current FFIDX Sharpe Ratio is 1.14, which is comparable to the VDE Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of FFIDX and VDE, 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


FFIDXVDEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

1.27

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.88

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.36

+0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.28

+0.18

Correlation

The correlation between FFIDX and VDE is 0.55, 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

FFIDX vs. VDE - Dividend Comparison

FFIDX's dividend yield for the trailing twelve months is around 1.26%, less than VDE's 2.36% yield.


TTM20252024202320222021202020192018201720162015
FFIDX
Fidelity Fund
1.26%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
2.36%3.11%3.23%3.34%3.65%4.13%4.76%3.42%3.35%2.90%2.31%3.17%

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


FFIDXVDEDifference

Max Drawdown

Largest peak-to-trough decline

-55.35%

-74.20%

+18.85%

Max Drawdown (1Y)

Largest decline over 1 year

-12.01%

-18.91%

+6.90%

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 Drawdown

Current decline from peak

-7.98%

-5.74%

-2.24%

Average Drawdown

Average peak-to-trough decline

-11.89%

-20.06%

+8.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

6.61%

-3.66%

Volatility

FFIDX vs. VDE - Volatility Comparison

The current volatility for Fidelity Fund (FFIDX) is 5.64%, while Vanguard Energy ETF (VDE) has a volatility of 6.29%. 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


FFIDXVDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.64%

6.29%

-0.65%

Volatility (6M)

Calculated over the trailing 6-month period

9.76%

14.31%

-4.55%

Volatility (1Y)

Calculated over the trailing 1-year period

19.51%

25.19%

-5.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.23%

26.53%

-7.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.40%

29.88%

-10.48%