FMED vs. XLV

In the year-to-date period, FMED achieves a -5.68% return, which is significantly lower than XLV's -3.77% return.

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

FMED has a 0.50% expense ratio, which is higher than XLV's 0.12% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Disruptive Medicine ETF (FMED) and Health Care Select Sector SPDR Fund (XLV). 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 FMED Sharpe Ratio is -0.15, which is higher than the XLV Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of FMED and XLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FMED's dividend yield for the trailing twelve months is around 0.49%, less than XLV's 1.77% yield.

The maximum FMED drawdown since its inception was -21.84%, smaller than the maximum XLV drawdown of -39.17%. Use the drawdown chart below to compare losses from any high point for FMED and XLV. For additional features, visit the drawdowns tool.

Fidelity Disruptive Medicine ETF (FMED) and Health Care Select Sector SPDR Fund (XLV) have volatilities of 7.38% and 7.19%, 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.