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

Correlation

The correlation between FFLC and MOAT is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

FFLC vs. MOAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Fundamental Large Cap Core ETF (FFLC) and VanEck Vectors Morningstar Wide Moat ETF (MOAT). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.40%
10.01%
FFLC
MOAT

Key characteristics

Sharpe Ratio

FFLC:

2.27

MOAT:

1.10

Sortino Ratio

FFLC:

3.08

MOAT:

1.54

Omega Ratio

FFLC:

1.42

MOAT:

1.20

Calmar Ratio

FFLC:

3.40

MOAT:

1.98

Martin Ratio

FFLC:

15.53

MOAT:

5.51

Ulcer Index

FFLC:

1.96%

MOAT:

2.37%

Daily Std Dev

FFLC:

13.40%

MOAT:

11.81%

Max Drawdown

FFLC:

-15.86%

MOAT:

-33.31%

Current Drawdown

FFLC:

-2.63%

MOAT:

-3.22%

Returns By Period

In the year-to-date period, FFLC achieves a 29.90% return, which is significantly higher than MOAT's 12.58% return.


FFLC

YTD

29.90%

1M

-1.12%

6M

7.92%

1Y

30.44%

5Y*

N/A

10Y*

N/A

MOAT

YTD

12.58%

1M

-1.95%

6M

10.00%

1Y

13.05%

5Y*

12.64%

10Y*

13.13%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FFLC vs. MOAT - Expense Ratio Comparison

FFLC has a 0.38% expense ratio, which is lower than MOAT's 0.48% expense ratio.


MOAT
VanEck Vectors Morningstar Wide Moat ETF
Expense ratio chart for MOAT: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for FFLC: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%

Risk-Adjusted Performance

FFLC vs. MOAT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Fundamental Large Cap Core ETF (FFLC) and VanEck Vectors Morningstar Wide Moat ETF (MOAT). 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.


Sharpe ratio
The chart of Sharpe ratio for FFLC, currently valued at 2.28, compared to the broader market0.002.004.002.281.10
The chart of Sortino ratio for FFLC, currently valued at 3.08, compared to the broader market-2.000.002.004.006.008.0010.003.081.54
The chart of Omega ratio for FFLC, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.421.20
The chart of Calmar ratio for FFLC, currently valued at 3.40, compared to the broader market0.005.0010.0015.003.401.98
The chart of Martin ratio for FFLC, currently valued at 15.49, compared to the broader market0.0020.0040.0060.0080.00100.0015.495.51
FFLC
MOAT

The current FFLC Sharpe Ratio is 2.27, which is higher than the MOAT Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of FFLC and MOAT, 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 Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
2.28
1.10
FFLC
MOAT

Dividends

FFLC vs. MOAT - Dividend Comparison

FFLC's dividend yield for the trailing twelve months is around 0.81%, less than MOAT's 1.35% yield.


TTM20232022202120202019201820172016201520142013
FFLC
Fidelity Fundamental Large Cap Core ETF
0.81%0.57%1.67%1.68%0.89%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
1.35%0.86%1.25%1.08%1.45%1.31%1.79%1.07%1.17%2.13%1.34%0.79%

Drawdowns

FFLC vs. MOAT - Drawdown Comparison

The maximum FFLC drawdown since its inception was -15.86%, smaller than the maximum MOAT drawdown of -33.31%. Use the drawdown chart below to compare losses from any high point for FFLC and MOAT. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.63%
-3.22%
FFLC
MOAT

Volatility

FFLC vs. MOAT - Volatility Comparison

Fidelity Fundamental Large Cap Core ETF (FFLC) and VanEck Vectors Morningstar Wide Moat ETF (MOAT) have volatilities of 3.75% and 3.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.75%
3.88%
FFLC
MOAT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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