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FFUT vs. FBCG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFUT vs. FBCG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Managed Futures ETF (FFUT) and Fidelity Blue Chip Growth ETF (FBCG). The values are adjusted to include any dividend payments, if applicable.

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FFUT vs. FBCG - Yearly Performance Comparison


2026 (YTD)2025
FFUT
Fidelity Managed Futures ETF
7.30%8.26%
FBCG
Fidelity Blue Chip Growth ETF
-7.08%20.53%

Returns By Period

In the year-to-date period, FFUT achieves a 7.30% return, which is significantly higher than FBCG's -7.08% return.


FFUT

1D
-0.11%
1M
1.91%
YTD
7.30%
6M
11.63%
1Y
3Y*
5Y*
10Y*

FBCG

1D
1.68%
1M
-3.96%
YTD
-7.08%
6M
-5.08%
1Y
26.17%
3Y*
26.11%
5Y*
11.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFUT vs. FBCG - Expense Ratio Comparison

FFUT has a 0.80% expense ratio, which is higher than FBCG's 0.59% expense ratio.


Return for Risk

FFUT vs. FBCG — Risk / Return Rank

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

FFUT

FBCG
FBCG Risk / Return Rank: 6060
Overall Rank
FBCG Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
FBCG Sortino Ratio Rank: 5959
Sortino Ratio Rank
FBCG Omega Ratio Rank: 5757
Omega Ratio Rank
FBCG Calmar Ratio Rank: 6969
Calmar Ratio Rank
FBCG Martin Ratio Rank: 6262
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.

FFUT vs. FBCG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Managed Futures ETF (FFUT) and Fidelity Blue Chip Growth ETF (FBCG). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FFUT vs. FBCG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FFUTFBCGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

1.84

0.68

+1.16

Correlation

The correlation between FFUT and FBCG is 0.17, 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

FFUT vs. FBCG - Dividend Comparison

FFUT's dividend yield for the trailing twelve months is around 1.95%, more than FBCG's 0.05% yield.


TTM202520242023202220212020
FFUT
Fidelity Managed Futures ETF
1.95%2.09%0.00%0.00%0.00%0.00%0.00%
FBCG
Fidelity Blue Chip Growth ETF
0.05%0.05%0.12%0.02%0.00%0.00%0.01%

Drawdowns

FFUT vs. FBCG - Drawdown Comparison

The maximum FFUT drawdown since its inception was -2.84%, smaller than the maximum FBCG drawdown of -43.56%. Use the drawdown chart below to compare losses from any high point for FFUT and FBCG.


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Drawdown Indicators


FFUTFBCGDifference

Max Drawdown

Largest peak-to-trough decline

-2.84%

-43.56%

+40.72%

Max Drawdown (1Y)

Largest decline over 1 year

-15.17%

Max Drawdown (5Y)

Largest decline over 5 years

-43.56%

Current Drawdown

Current decline from peak

-1.70%

-9.60%

+7.90%

Average Drawdown

Average peak-to-trough decline

-0.89%

-11.78%

+10.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.28%

Volatility

FFUT vs. FBCG - Volatility Comparison


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Volatility by Period


FFUTFBCGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.39%

Volatility (6M)

Calculated over the trailing 6-month period

14.84%

Volatility (1Y)

Calculated over the trailing 1-year period

10.99%

26.33%

-15.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.99%

25.82%

-14.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.99%

25.92%

-14.93%