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FFSM vs. FBTC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFSM vs. FBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Fundamental Small-Mid Cap ETF (FFSM) and Fidelity Wise Origin Bitcoin Trust (FBTC). The values are adjusted to include any dividend payments, if applicable.

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FFSM vs. FBTC - Yearly Performance Comparison


2026 (YTD)20252024
FFSM
Fidelity Fundamental Small-Mid Cap ETF
4.24%14.89%16.56%
FBTC
Fidelity Wise Origin Bitcoin Trust
-22.56%-6.56%99.56%

Returns By Period

In the year-to-date period, FFSM achieves a 4.24% return, which is significantly higher than FBTC's -22.56% return.


FFSM

1D
3.63%
1M
-6.13%
YTD
4.24%
6M
9.66%
1Y
27.31%
3Y*
15.82%
5Y*
8.27%
10Y*

FBTC

1D
1.97%
1M
3.29%
YTD
-22.56%
6M
-40.86%
1Y
-17.98%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFSM vs. FBTC - Expense Ratio Comparison

FFSM has a 0.43% expense ratio, which is higher than FBTC's 0.25% expense ratio.


Return for Risk

FFSM vs. FBTC — Risk / Return Rank

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

FFSM
FFSM Risk / Return Rank: 7272
Overall Rank
FFSM Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FFSM Sortino Ratio Rank: 7272
Sortino Ratio Rank
FFSM Omega Ratio Rank: 6868
Omega Ratio Rank
FFSM Calmar Ratio Rank: 7474
Calmar Ratio Rank
FFSM Martin Ratio Rank: 7777
Martin Ratio Rank

FBTC
FBTC Risk / Return Rank: 66
Overall Rank
FBTC Sharpe Ratio Rank: 55
Sharpe Ratio Rank
FBTC Sortino Ratio Rank: 66
Sortino Ratio Rank
FBTC Omega Ratio Rank: 66
Omega Ratio Rank
FBTC Calmar Ratio Rank: 66
Calmar Ratio Rank
FBTC Martin Ratio Rank: 66
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.

FFSM vs. FBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Fundamental Small-Mid Cap ETF (FFSM) and Fidelity Wise Origin Bitcoin Trust (FBTC). 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.


FFSMFBTCDifference

Sharpe ratio

Return per unit of total volatility

1.21

-0.40

+1.60

Sortino ratio

Return per unit of downside risk

1.78

-0.29

+2.07

Omega ratio

Gain probability vs. loss probability

1.25

0.97

+0.28

Calmar ratio

Return relative to maximum drawdown

1.91

-0.39

+2.30

Martin ratio

Return relative to average drawdown

8.09

-0.84

+8.92

FFSM vs. FBTC - Sharpe Ratio Comparison

The current FFSM Sharpe Ratio is 1.21, which is higher than the FBTC Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of FFSM and FBTC, 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


FFSMFBTCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

-0.40

+1.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.35

+0.12

Correlation

The correlation between FFSM and FBTC is 0.39, 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.


Dividends

FFSM vs. FBTC - Dividend Comparison

FFSM's dividend yield for the trailing twelve months is around 0.53%, while FBTC has not paid dividends to shareholders.


TTM20252024202320222021
FFSM
Fidelity Fundamental Small-Mid Cap ETF
0.53%0.56%0.62%0.56%0.58%0.37%
FBTC
Fidelity Wise Origin Bitcoin Trust
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FFSM vs. FBTC - Drawdown Comparison

The maximum FFSM drawdown since its inception was -26.65%, smaller than the maximum FBTC drawdown of -49.33%. Use the drawdown chart below to compare losses from any high point for FFSM and FBTC.


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Drawdown Indicators


FFSMFBTCDifference

Max Drawdown

Largest peak-to-trough decline

-26.65%

-49.33%

+22.68%

Max Drawdown (1Y)

Largest decline over 1 year

-14.42%

-49.33%

+34.91%

Max Drawdown (5Y)

Largest decline over 5 years

-26.65%

Current Drawdown

Current decline from peak

-7.11%

-46.06%

+38.95%

Average Drawdown

Average peak-to-trough decline

-8.06%

-14.12%

+6.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

23.05%

-19.65%

Volatility

FFSM vs. FBTC - Volatility Comparison

The current volatility for Fidelity Fundamental Small-Mid Cap ETF (FFSM) is 8.38%, while Fidelity Wise Origin Bitcoin Trust (FBTC) has a volatility of 12.97%. This indicates that FFSM experiences smaller price fluctuations and is considered to be less risky than FBTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFSMFBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.38%

12.97%

-4.59%

Volatility (6M)

Calculated over the trailing 6-month period

13.80%

36.77%

-22.97%

Volatility (1Y)

Calculated over the trailing 1-year period

22.75%

45.30%

-22.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.55%

51.21%

-30.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.61%

51.21%

-30.60%