FIDU vs. FXR
Compare and contrast key facts about Fidelity MSCI Industrials Index ETF (FIDU) and First Trust Industrials/Producer Durables AlphaDEX Fund (FXR).
FIDU and FXR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FIDU is a passively managed fund by Fidelity that tracks the performance of the MSCI USA IMI Industrials Index. It was launched on Oct 21, 2013. FXR is a passively managed fund by First Trust that tracks the performance of the StrataQuant Industrials Index. It was launched on May 8, 2007. Both FIDU and FXR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIDU or FXR.
Key characteristics
| FIDU | FXR | |
|---|---|---|
| YTD Return | 24.55% | 24.09% |
| 1Y Return | 42.43% | 43.72% |
| 3Y Return (Ann) | 11.33% | 9.55% |
| 5Y Return (Ann) | 14.20% | 13.45% |
| 10Y Return (Ann) | 11.97% | 11.04% |
| Sharpe Ratio | 2.95 | 2.68 |
| Sortino Ratio | 4.12 | 3.67 |
| Omega Ratio | 1.52 | 1.46 |
| Calmar Ratio | 5.01 | 4.47 |
| Martin Ratio | 19.59 | 13.73 |
| Ulcer Index | 2.16% | 3.20% |
| Daily Std Dev | 14.37% | 16.39% |
| Max Drawdown | -42.31% | -63.81% |
| Current Drawdown | -0.34% | -0.31% |
Correlation
The correlation between FIDU and FXR is 0.96, 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.
Performance
FIDU vs. FXR - Performance Comparison
The year-to-date returns for both stocks are quite close, with FIDU having a 24.55% return and FXR slightly lower at 24.09%. Over the past 10 years, FIDU has outperformed FXR with an annualized return of 11.97%, while FXR has yielded a comparatively lower 11.04% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FIDU vs. FXR - Expense Ratio Comparison
FIDU has a 0.08% expense ratio, which is lower than FXR's 0.64% expense ratio.
Risk-Adjusted Performance
FIDU vs. FXR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Industrials Index ETF (FIDU) and First Trust Industrials/Producer Durables AlphaDEX Fund (FXR). 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.
Dividends
FIDU vs. FXR - Dividend Comparison
FIDU's dividend yield for the trailing twelve months is around 1.18%, more than FXR's 0.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIDU Fidelity MSCI Industrials Index ETF | 1.18% | 1.42% | 1.48% | 1.12% | 1.28% | 1.73% | 1.99% | 1.60% | 1.63% | 1.98% | 1.55% | 0.31% |
FXR First Trust Industrials/Producer Durables AlphaDEX Fund | 0.70% | 0.77% | 0.92% | 0.52% | 1.06% | 0.74% | 1.17% | 0.55% | 0.51% | 0.62% | 1.10% | 0.42% |
Drawdowns
FIDU vs. FXR - Drawdown Comparison
The maximum FIDU drawdown since its inception was -42.31%, smaller than the maximum FXR drawdown of -63.81%. Use the drawdown chart below to compare losses from any high point for FIDU and FXR. For additional features, visit the drawdowns tool.
Volatility
FIDU vs. FXR - Volatility Comparison
The current volatility for Fidelity MSCI Industrials Index ETF (FIDU) is 5.29%, while First Trust Industrials/Producer Durables AlphaDEX Fund (FXR) has a volatility of 5.69%. This indicates that FIDU experiences smaller price fluctuations and is considered to be less risky than FXR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.