PortfoliosLab logoPortfoliosLab logo
FLDR vs. DRLL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLDR vs. DRLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Low Duration Bond Factor ETF (FLDR) and Strive U.S. Energy ETF (DRLL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FLDR achieves a 1.44% return, which is significantly lower than DRLL's 31.26% return.


FLDR

1D
-0.02%
1M
0.41%
YTD
1.44%
6M
1.76%
1Y
4.76%
3Y*
5.36%
5Y*
3.70%
10Y*

DRLL

1D
1.47%
1M
-1.82%
YTD
31.26%
6M
27.14%
1Y
43.09%
3Y*
14.67%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLDR vs. DRLL - Yearly Performance Comparison


2026 (YTD)2025202420232022
FLDR
Fidelity Low Duration Bond Factor ETF
1.44%5.41%5.71%6.32%1.03%
DRLL
Strive U.S. Energy ETF
31.26%7.74%0.02%-1.84%16.56%

Correlation

The correlation between FLDR and DRLL is -0.23, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.23

Correlation (3Y)
Calculated over the trailing 3-year period

-0.10

Correlation (All Time)
Calculated using the full available price history since Aug 10, 2022

-0.09

The correlation between FLDR and DRLL shifts across timeframes, from -0.23 (1 year) to -0.09 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FLDR vs. DRLL — Risk / Return Rank

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

FLDR
FLDR Risk / Return Rank: 9898
Overall Rank
FLDR Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FLDR Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLDR Omega Ratio Rank: 9999
Omega Ratio Rank
FLDR Calmar Ratio Rank: 9696
Calmar Ratio Rank
FLDR Martin Ratio Rank: 9898
Martin Ratio Rank

DRLL
DRLL Risk / Return Rank: 5555
Overall Rank
DRLL Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
DRLL Sortino Ratio Rank: 5252
Sortino Ratio Rank
DRLL Omega Ratio Rank: 5050
Omega Ratio Rank
DRLL Calmar Ratio Rank: 6363
Calmar Ratio Rank
DRLL Martin Ratio Rank: 5252
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.

FLDR vs. DRLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Low Duration Bond Factor ETF (FLDR) and Strive U.S. Energy ETF (DRLL). 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.


FLDRDRLLDifference
Sharpe ratioReturn per unit of total volatility

+4.01

Sortino ratioReturn per unit of downside risk

+7.56

Omega ratioGain probability vs. loss probability

2.75

1.32

+1.44

Calmar ratioReturn relative to maximum drawdown

10.24

3.11

+7.13

Martin ratioReturn relative to average drawdown

70.25

8.82

+61.43

FLDR vs. DRLL - Sharpe Ratio Comparison

The current FLDR Sharpe Ratio is 5.95, which is higher than the DRLL Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of FLDR and DRLL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


FLDRDRLLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.95

1.94

+4.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

3.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.57

+0.05

Drawdowns

FLDR vs. DRLL - Drawdown Comparison

The maximum FLDR drawdown since its inception was -12.23%, smaller than the maximum DRLL drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for FLDR and DRLL.


Loading charts...

Drawdown Indicators


FLDRDRLLDifference

Max Drawdown

Largest peak-to-trough decline

-12.23%

-23.73%

+11.50%

Max Drawdown (1Y)

Largest decline over 1 year

-0.47%

-13.93%

+13.46%

Max Drawdown (3Y)

Largest decline over 3 years

-0.76%

-23.73%

+22.97%

Max Drawdown (5Y)

Largest decline over 5 years

-2.33%

Current Drawdown

Current decline from peak

-0.02%

-8.10%

+8.08%

Average Drawdown

Average peak-to-trough decline

-0.35%

-8.02%

+7.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.07%

4.90%

-4.83%

Volatility

FLDR vs. DRLL - Volatility Comparison

The current volatility for Fidelity Low Duration Bond Factor ETF (FLDR) is 0.19%, while Strive U.S. Energy ETF (DRLL) has a volatility of 9.15%. This indicates that FLDR experiences smaller price fluctuations and is considered to be less risky than DRLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FLDRDRLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.19%

9.15%

-8.96%

Volatility (6M)

Calculated over the trailing 6-month period

0.58%

18.04%

-17.46%

Volatility (1Y)

Calculated over the trailing 1-year period

0.80%

22.34%

-21.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.21%

23.76%

-22.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.26%

23.76%

-18.50%

FLDR vs. DRLL - Expense Ratio Comparison

FLDR has a 0.15% expense ratio, which is lower than DRLL's 0.41% expense ratio.


Dividends

FLDR vs. DRLL - Dividend Comparison

FLDR's dividend yield for the trailing twelve months is around 4.43%, more than DRLL's 2.33% yield.


PositionTTM20252024202320222021202020192018
DRLL
Strive U.S. Energy ETF
2.33%2.99%3.00%3.01%1.18%0.00%0.00%0.00%0.00%
FLDR
Fidelity Low Duration Bond Factor ETF
4.43%4.66%5.50%5.28%2.09%0.51%1.22%2.69%1.38%

Frequently Asked Questions


FLDR and DRLL have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DRLL has higher volatility (9.15%) compared to FLDR (0.19%). In terms of maximum drawdown, FLDR dropped -12.23% vs DRLL's -23.73%.

On 3-year performance, DRLL leads with 14.67% vs 5.36% for FLDR. On fees, FLDR is cheaper at 0.15% per year. On volatility, FLDR has been the lower-risk option at 0.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, DRLL has performed better with a 14.67% return vs 5.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLDR is cheaper with a 0.15% expense ratio, compared with 0.41% for DRLL.

FLDR has the higher dividend yield at 4.43%, compared with 2.33% for DRLL.

FLDR is categorized as Corporate Bonds, while DRLL is Energy Equities. FLDR tracks Fidelity Low Duration Investment Grade Factor Index, while DRLL tracks Bloomberg US Energy Select Index. They also come from different issuers: Fidelity and Strive. Their fees differ too: 0.15% for FLDR and 0.41% for DRLL.

FLDR currently has the higher Sharpe Ratio (5.95 vs 1.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FLDR and DRLL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer