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FFLC vs. INFL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFLC and INFL is 0.67, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

FFLC vs. INFL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Fundamental Large Cap Core ETF (FFLC) and Horizon Kinetics Inflation Beneficiaries ETF (INFL). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%90.00%100.00%December2025FebruaryMarchAprilMay
82.47%
76.15%
FFLC
INFL

Key characteristics

Sharpe Ratio

FFLC:

0.56

INFL:

1.64

Sortino Ratio

FFLC:

0.90

INFL:

2.17

Omega Ratio

FFLC:

1.13

INFL:

1.32

Calmar Ratio

FFLC:

0.57

INFL:

2.11

Martin Ratio

FFLC:

2.13

INFL:

6.72

Ulcer Index

FFLC:

5.26%

INFL:

4.90%

Daily Std Dev

FFLC:

19.90%

INFL:

20.07%

Max Drawdown

FFLC:

-19.72%

INFL:

-21.30%

Current Drawdown

FFLC:

-7.96%

INFL:

-2.27%

Returns By Period

In the year-to-date period, FFLC achieves a -2.99% return, which is significantly lower than INFL's 9.72% return.


FFLC

YTD

-2.99%

1M

13.41%

6M

-1.99%

1Y

9.56%

5Y*

N/A

10Y*

N/A

INFL

YTD

9.72%

1M

13.38%

6M

6.11%

1Y

32.18%

5Y*

N/A

10Y*

N/A

*Annualized

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FFLC vs. INFL - Expense Ratio Comparison

FFLC has a 0.38% expense ratio, which is lower than INFL's 0.85% expense ratio.


Expense ratio chart for INFL: current value is 0.85%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
INFL: 0.85%
Expense ratio chart for FFLC: current value is 0.38%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FFLC: 0.38%

Risk-Adjusted Performance

FFLC vs. INFL — Risk-Adjusted Performance Rank

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

FFLC
The Risk-Adjusted Performance Rank of FFLC is 5454
Overall Rank
The Sharpe Ratio Rank of FFLC is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of FFLC is 5353
Sortino Ratio Rank
The Omega Ratio Rank of FFLC is 5555
Omega Ratio Rank
The Calmar Ratio Rank of FFLC is 5858
Calmar Ratio Rank
The Martin Ratio Rank of FFLC is 5555
Martin Ratio Rank

INFL
The Risk-Adjusted Performance Rank of INFL is 9090
Overall Rank
The Sharpe Ratio Rank of INFL is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of INFL is 8989
Sortino Ratio Rank
The Omega Ratio Rank of INFL is 9090
Omega Ratio Rank
The Calmar Ratio Rank of INFL is 9393
Calmar Ratio Rank
The Martin Ratio Rank of INFL is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FFLC vs. INFL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Fundamental Large Cap Core ETF (FFLC) and Horizon Kinetics Inflation Beneficiaries ETF (INFL). 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 chart of Sharpe ratio for FFLC, currently valued at 0.56, compared to the broader market-1.000.001.002.003.004.00
FFLC: 0.56
INFL: 1.64
The chart of Sortino ratio for FFLC, currently valued at 0.90, compared to the broader market-2.000.002.004.006.008.00
FFLC: 0.90
INFL: 2.17
The chart of Omega ratio for FFLC, currently valued at 1.13, compared to the broader market0.501.001.502.002.50
FFLC: 1.13
INFL: 1.32
The chart of Calmar ratio for FFLC, currently valued at 0.57, compared to the broader market0.002.004.006.008.0010.0012.00
FFLC: 0.57
INFL: 2.11
The chart of Martin ratio for FFLC, currently valued at 2.13, compared to the broader market0.0020.0040.0060.00
FFLC: 2.13
INFL: 6.72

The current FFLC Sharpe Ratio is 0.56, which is lower than the INFL Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of FFLC and INFL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.56
1.64
FFLC
INFL

Dividends

FFLC vs. INFL - Dividend Comparison

FFLC's dividend yield for the trailing twelve months is around 0.98%, less than INFL's 1.65% yield.


TTM20242023202220212020
FFLC
Fidelity Fundamental Large Cap Core ETF
0.98%0.82%0.57%1.67%1.68%0.89%
INFL
Horizon Kinetics Inflation Beneficiaries ETF
1.65%1.78%1.60%1.65%0.91%0.00%

Drawdowns

FFLC vs. INFL - Drawdown Comparison

The maximum FFLC drawdown since its inception was -19.72%, smaller than the maximum INFL drawdown of -21.30%. Use the drawdown chart below to compare losses from any high point for FFLC and INFL. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.96%
-2.27%
FFLC
INFL

Volatility

FFLC vs. INFL - Volatility Comparison

Fidelity Fundamental Large Cap Core ETF (FFLC) has a higher volatility of 14.07% compared to Horizon Kinetics Inflation Beneficiaries ETF (INFL) at 12.75%. This indicates that FFLC's price experiences larger fluctuations and is considered to be riskier than INFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
14.07%
12.75%
FFLC
INFL