FMDE vs. IUS

In the year-to-date period, FMDE achieves a 1.36% return, which is significantly higher than IUS's 0.33% return.

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FMDE has a 0.23% expense ratio, which is higher than IUS's 0.19% 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%.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Enhanced Mid Cap ETF (FMDE) and Invesco RAFI Strategic US ETF (IUS). 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.

The current FMDE Sharpe Ratio is 0.69, which is higher than the IUS Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of FMDE and IUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FMDE's dividend yield for the trailing twelve months is around 1.16%, less than IUS's 1.60% yield.

The maximum FMDE drawdown since its inception was -21.10%, smaller than the maximum IUS drawdown of -34.67%. Use the drawdown chart below to compare losses from any high point for FMDE and IUS.

Fidelity Enhanced Mid Cap ETF (FMDE) has a higher volatility of 5.03% compared to Invesco RAFI Strategic US ETF (IUS) at 4.21%. This indicates that FMDE's price experiences larger fluctuations and is considered to be riskier than IUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.