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FFUT vs. FOXY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFUT vs. FOXY - Performance Comparison

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

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FFUT vs. FOXY - Yearly Performance Comparison


2026 (YTD)2025
FFUT
Fidelity Managed Futures ETF
7.30%8.26%
FOXY
Simplify Currency Strategy ETF
12.37%8.39%

Returns By Period

In the year-to-date period, FFUT achieves a 7.30% return, which is significantly lower than FOXY's 12.37% return.


FFUT

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

FOXY

1D
2.29%
1M
1.31%
YTD
12.37%
6M
12.98%
1Y
17.47%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFUT vs. FOXY - Expense Ratio Comparison

FFUT has a 0.80% expense ratio, which is lower than FOXY's 0.81% expense ratio.


Return for Risk

FFUT vs. FOXY — Risk / Return Rank

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

FFUT

FOXY
FOXY Risk / Return Rank: 5454
Overall Rank
FOXY Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FOXY Sortino Ratio Rank: 5252
Sortino Ratio Rank
FOXY Omega Ratio Rank: 6363
Omega Ratio Rank
FOXY Calmar Ratio Rank: 5050
Calmar Ratio Rank
FOXY Martin Ratio Rank: 4949
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. FOXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Managed Futures ETF (FFUT) and Simplify Currency Strategy ETF (FOXY). 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. FOXY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FFUTFOXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

Sharpe Ratio (All Time)

Calculated using the full available price history

1.84

1.58

+0.26

Correlation

The correlation between FFUT and FOXY is 0.18, 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. FOXY - Dividend Comparison

FFUT's dividend yield for the trailing twelve months is around 1.95%, less than FOXY's 6.49% yield.


Drawdowns

FFUT vs. FOXY - Drawdown Comparison

The maximum FFUT drawdown since its inception was -2.84%, smaller than the maximum FOXY drawdown of -13.09%. Use the drawdown chart below to compare losses from any high point for FFUT and FOXY.


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Drawdown Indicators


FFUTFOXYDifference

Max Drawdown

Largest peak-to-trough decline

-2.84%

-13.09%

+10.25%

Max Drawdown (1Y)

Largest decline over 1 year

-12.56%

Current Drawdown

Current decline from peak

-1.70%

-0.59%

-1.11%

Average Drawdown

Average peak-to-trough decline

-0.89%

-2.07%

+1.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

Volatility

FFUT vs. FOXY - Volatility Comparison


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Volatility by Period


FFUTFOXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

Volatility (6M)

Calculated over the trailing 6-month period

7.41%

Volatility (1Y)

Calculated over the trailing 1-year period

10.99%

16.07%

-5.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.99%

15.71%

-4.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.99%

15.71%

-4.72%