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FLDR vs. FDIS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLDR vs. FDIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Low Duration Bond Factor ETF (FLDR) and Fidelity MSCI Consumer Discretionary Index ETF (FDIS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLDR achieves a 1.58% return, which is significantly higher than FDIS's 0.01% return.


FLDR

1D
0.06%
1M
0.39%
YTD
1.58%
6M
1.88%
1Y
4.74%
3Y*
5.36%
5Y*
3.70%
10Y*

FDIS

1D
0.20%
1M
0.19%
YTD
0.01%
6M
-1.14%
1Y
11.18%
3Y*
13.37%
5Y*
6.04%
10Y*
13.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLDR vs. FDIS - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FLDR
Fidelity Low Duration Bond Factor ETF
1.58%5.41%5.71%6.32%-0.33%-0.18%2.01%4.52%0.84%
FDIS
Fidelity MSCI Consumer Discretionary Index ETF
0.01%5.67%24.43%40.48%-35.23%24.25%49.50%27.44%-11.22%

Correlation

The correlation between FLDR and FDIS is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2018

0.05

The correlation between FLDR and FDIS shifts across timeframes, from 0.05 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FLDR vs. FDIS — 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: 9999
Sharpe Ratio Rank
FLDR Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLDR Omega Ratio Rank: 9999
Omega Ratio Rank
FLDR Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLDR Martin Ratio Rank: 9898
Martin Ratio Rank

FDIS
FDIS Risk / Return Rank: 2020
Overall Rank
FDIS Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
FDIS Sortino Ratio Rank: 2020
Sortino Ratio Rank
FDIS Omega Ratio Rank: 1919
Omega Ratio Rank
FDIS Calmar Ratio Rank: 1919
Calmar Ratio Rank
FDIS Martin Ratio Rank: 2121
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. FDIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Low Duration Bond Factor ETF (FLDR) and Fidelity MSCI Consumer Discretionary Index ETF (FDIS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FLDRFDISDifference
Sharpe ratioReturn per unit of total volatility

+5.30

Sortino ratioReturn per unit of downside risk

+9.02

Omega ratioGain probability vs. loss probability

2.73

1.11

+1.61

Calmar ratioReturn relative to maximum drawdown

10.19

0.72

+9.47

Martin ratioReturn relative to average drawdown

69.63

2.24

+67.39

FLDR vs. FDIS - Sharpe Ratio Comparison

The current FLDR Sharpe Ratio is 5.90, which is higher than the FDIS Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of FLDR and FDIS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FLDR vs. FDIS - Drawdown Comparison

The maximum FLDR drawdown since its inception was -12.23%, smaller than the maximum FDIS drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for FLDR and FDIS.


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Drawdown Indicators


FLDRFDISDifference

Max Drawdown

Largest peak-to-trough decline

-12.23%

-39.16%

+26.93%

Max Drawdown (1Y)

Largest decline over 1 year

-0.47%

-15.50%

+15.03%

Max Drawdown (3Y)

Largest decline over 3 years

-0.76%

-27.43%

+26.67%

Max Drawdown (5Y)

Largest decline over 5 years

-2.33%

-39.16%

+36.83%

Max Drawdown (10Y)

Largest decline over 10 years

-39.16%

Current Drawdown

Current decline from peak

0.00%

-4.58%

+4.58%

Average Drawdown

Average peak-to-trough decline

-0.35%

-7.49%

+7.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.07%

5.01%

-4.94%

Volatility

FLDR vs. FDIS - Volatility Comparison

The current volatility for Fidelity Low Duration Bond Factor ETF (FLDR) is 0.20%, while Fidelity MSCI Consumer Discretionary Index ETF (FDIS) has a volatility of 6.19%. This indicates that FLDR experiences smaller price fluctuations and is considered to be less risky than FDIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLDRFDISDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.20%

6.19%

-5.99%

Volatility (6M)

Calculated over the trailing 6-month period

0.59%

13.44%

-12.85%

Volatility (1Y)

Calculated over the trailing 1-year period

0.81%

18.52%

-17.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.21%

23.92%

-22.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.25%

22.32%

-17.07%

FLDR vs. FDIS - Expense Ratio Comparison

FLDR has a 0.15% expense ratio, which is higher than FDIS's 0.08% 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%.


Dividends

FLDR vs. FDIS - Dividend Comparison

FLDR's dividend yield for the trailing twelve months is around 4.42%, more than FDIS's 0.73% yield.


PositionTTM20252024202320222021202020192018201720162015
FDIS
Fidelity MSCI Consumer Discretionary Index ETF
0.73%0.75%0.69%0.78%1.00%0.58%0.59%1.14%1.29%1.00%1.62%1.25%
FLDR
Fidelity Low Duration Bond Factor ETF
4.42%4.66%5.50%5.28%2.09%0.51%1.22%2.69%1.38%0.00%0.00%0.00%

Frequently Asked Questions


FLDR and FDIS have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FDIS has higher volatility (6.19%) compared to FLDR (0.20%). In terms of maximum drawdown, FLDR dropped -12.23% vs FDIS's -39.16%.

On 5-year performance, FDIS leads with 6.04% vs 3.70% for FLDR. On fees, FDIS is cheaper at 0.08% per year. On volatility, FLDR has been the lower-risk option at 0.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FDIS has performed better with a 6.04% return vs 3.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FDIS is cheaper with a 0.08% expense ratio, compared with 0.15% for FLDR.

FLDR has the higher dividend yield at 4.42%, compared with 0.73% for FDIS.

FLDR is categorized as Corporate Bonds, while FDIS is Consumer Discretionary Equities. FLDR tracks Fidelity Low Duration Investment Grade Factor Index, while FDIS tracks MSCI USA IMI Consumer Discretionary Index. Their fees differ too: 0.15% for FLDR and 0.08% for FDIS.

FLDR currently has the higher Sharpe Ratio (5.90 vs 0.61), 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 FDIS

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