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FIDU vs. IDE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIDU vs. IDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Industrials Index ETF (FIDU) and Voya Infrastructure, Industrials and Materials Fund (IDE). The values are adjusted to include any dividend payments, if applicable.

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FIDU vs. IDE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIDU
Fidelity MSCI Industrials Index ETF
6.98%18.61%16.51%22.62%-8.36%20.96%13.72%30.69%-13.85%22.22%
IDE
Voya Infrastructure, Industrials and Materials Fund
2.94%35.77%11.96%22.04%-16.54%26.27%-1.06%13.49%-24.48%39.58%

Returns By Period

In the year-to-date period, FIDU achieves a 6.98% return, which is significantly higher than IDE's 2.94% return. Over the past 10 years, FIDU has outperformed IDE with an annualized return of 13.67%, while IDE has yielded a comparatively lower 10.79% annualized return.


FIDU

1D
1.68%
1M
-7.71%
YTD
6.98%
6M
7.90%
1Y
28.97%
3Y*
20.09%
5Y*
12.43%
10Y*
13.67%

IDE

1D
2.38%
1M
-11.99%
YTD
2.94%
6M
7.90%
1Y
31.54%
3Y*
21.97%
5Y*
10.77%
10Y*
10.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIDU vs. IDE - Expense Ratio Comparison

FIDU has a 0.08% expense ratio, which is higher than IDE's 0.01% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FIDU vs. IDE — Risk / Return Rank

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

FIDU
FIDU Risk / Return Rank: 7878
Overall Rank
FIDU Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FIDU Sortino Ratio Rank: 7878
Sortino Ratio Rank
FIDU Omega Ratio Rank: 7373
Omega Ratio Rank
FIDU Calmar Ratio Rank: 8181
Calmar Ratio Rank
FIDU Martin Ratio Rank: 8181
Martin Ratio Rank

IDE
IDE Risk / Return Rank: 8686
Overall Rank
IDE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IDE Sortino Ratio Rank: 8585
Sortino Ratio Rank
IDE Omega Ratio Rank: 8787
Omega Ratio Rank
IDE Calmar Ratio Rank: 8686
Calmar Ratio Rank
IDE Martin Ratio Rank: 8282
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.

FIDU vs. IDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Industrials Index ETF (FIDU) and Voya Infrastructure, Industrials and Materials Fund (IDE). 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.


FIDUIDEDifference

Sharpe ratio

Return per unit of total volatility

1.42

1.75

-0.33

Sortino ratio

Return per unit of downside risk

2.04

2.25

-0.20

Omega ratio

Gain probability vs. loss probability

1.28

1.38

-0.09

Calmar ratio

Return relative to maximum drawdown

2.39

2.23

+0.16

Martin ratio

Return relative to average drawdown

9.27

8.18

+1.10

FIDU vs. IDE - Sharpe Ratio Comparison

The current FIDU Sharpe Ratio is 1.42, which is comparable to the IDE Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of FIDU and IDE, 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


FIDUIDEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

1.75

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.59

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.52

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.36

+0.28

Correlation

The correlation between FIDU and IDE is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FIDU vs. IDE - Dividend Comparison

FIDU's dividend yield for the trailing twelve months is around 1.02%, less than IDE's 10.42% yield.


TTM20252024202320222021202020192018201720162015
FIDU
Fidelity MSCI Industrials Index ETF
1.02%1.02%1.42%1.42%1.48%1.12%1.28%1.73%1.99%1.60%1.63%1.98%
IDE
Voya Infrastructure, Industrials and Materials Fund
9.62%10.57%12.11%9.00%9.99%7.58%8.89%9.02%16.46%6.88%10.67%12.56%

Drawdowns

FIDU vs. IDE - Drawdown Comparison

The maximum FIDU drawdown since its inception was -42.31%, smaller than the maximum IDE drawdown of -52.43%. Use the drawdown chart below to compare losses from any high point for FIDU and IDE.


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Drawdown Indicators


FIDUIDEDifference

Max Drawdown

Largest peak-to-trough decline

-42.31%

-52.43%

+10.12%

Max Drawdown (1Y)

Largest decline over 1 year

-12.53%

-14.34%

+1.81%

Max Drawdown (5Y)

Largest decline over 5 years

-22.87%

-30.52%

+7.65%

Max Drawdown (10Y)

Largest decline over 10 years

-42.31%

-52.43%

+10.12%

Current Drawdown

Current decline from peak

-7.71%

-12.30%

+4.59%

Average Drawdown

Average peak-to-trough decline

-4.84%

-11.39%

+6.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

3.90%

-0.68%

Volatility

FIDU vs. IDE - Volatility Comparison

Fidelity MSCI Industrials Index ETF (FIDU) and Voya Infrastructure, Industrials and Materials Fund (IDE) have volatilities of 7.13% and 7.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIDUIDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.13%

7.32%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

12.63%

10.90%

+1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

20.50%

18.09%

+2.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.08%

18.19%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.20%

20.86%

-0.66%