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

Correlation

The correlation between FFLC and SDCI is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

FFLC vs. SDCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Fundamental Large Cap Core ETF (FFLC) and USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI). The values are adjusted to include any dividend payments, if applicable.

110.00%120.00%130.00%140.00%150.00%160.00%JulyAugustSeptemberOctoberNovemberDecember
137.21%
158.98%
FFLC
SDCI

Key characteristics

Sharpe Ratio

FFLC:

2.26

SDCI:

1.21

Sortino Ratio

FFLC:

3.07

SDCI:

1.73

Omega Ratio

FFLC:

1.41

SDCI:

1.20

Calmar Ratio

FFLC:

3.38

SDCI:

1.63

Martin Ratio

FFLC:

15.49

SDCI:

4.89

Ulcer Index

FFLC:

1.95%

SDCI:

3.02%

Daily Std Dev

FFLC:

13.37%

SDCI:

12.22%

Max Drawdown

FFLC:

-15.86%

SDCI:

-45.79%

Current Drawdown

FFLC:

-3.84%

SDCI:

-1.62%

Returns By Period

In the year-to-date period, FFLC achieves a 28.29% return, which is significantly higher than SDCI's 16.96% return.


FFLC

YTD

28.29%

1M

-1.52%

6M

6.29%

1Y

28.78%

5Y*

N/A

10Y*

N/A

SDCI

YTD

16.96%

1M

1.97%

6M

5.34%

1Y

15.08%

5Y*

14.30%

10Y*

N/A

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. SDCI - Expense Ratio Comparison

FFLC has a 0.38% expense ratio, which is lower than SDCI's 0.70% expense ratio.


SDCI
USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund
Expense ratio chart for SDCI: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%
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. SDCI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Fundamental Large Cap Core ETF (FFLC) and USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI). 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 2.26, compared to the broader market0.002.004.002.261.21
The chart of Sortino ratio for FFLC, currently valued at 3.07, compared to the broader market-2.000.002.004.006.008.0010.003.071.73
The chart of Omega ratio for FFLC, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.001.411.20
The chart of Calmar ratio for FFLC, currently valued at 3.38, compared to the broader market0.005.0010.0015.003.381.63
The chart of Martin ratio for FFLC, currently valued at 15.49, compared to the broader market0.0020.0040.0060.0080.00100.0015.494.89
FFLC
SDCI

The current FFLC Sharpe Ratio is 2.26, which is higher than the SDCI Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of FFLC and SDCI, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.26
1.21
FFLC
SDCI

Dividends

FFLC vs. SDCI - Dividend Comparison

FFLC's dividend yield for the trailing twelve months is around 0.61%, while SDCI has not paid dividends to shareholders.


TTM202320222021202020192018
FFLC
Fidelity Fundamental Large Cap Core ETF
0.61%0.57%1.67%1.68%0.89%0.00%0.00%
SDCI
USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund
0.00%3.46%33.49%19.25%0.20%0.93%0.68%

Drawdowns

FFLC vs. SDCI - Drawdown Comparison

The maximum FFLC drawdown since its inception was -15.86%, smaller than the maximum SDCI drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for FFLC and SDCI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.84%
-1.62%
FFLC
SDCI

Volatility

FFLC vs. SDCI - Volatility Comparison

Fidelity Fundamental Large Cap Core ETF (FFLC) has a higher volatility of 3.60% compared to USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) at 2.79%. This indicates that FFLC's price experiences larger fluctuations and is considered to be riskier than SDCI based on this measure. 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
3.60%
2.79%
FFLC
SDCI
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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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