FN vs. DTCR
FN (Fabrinet) is a stock, while DTCR (Global X Data Center & Digital Infrastructure ETF) is REIT fund tracking the Solactive Data Center REITs & Digital Infrastructure Index. Over the past 5 years, FN returned 42.92%/yr vs 14.30%/yr for DTCR. At a 0.46 correlation, their price movements are largely independent.
Performance
FN vs. DTCR - Performance Comparison
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Returns By Period
In the year-to-date period, FN achieves a 24.80% return, which is significantly lower than DTCR's 47.11% return.
FN
- 1D
- -2.64%
- 1M
- -19.28%
- YTD
- 24.80%
- 6M
- 17.94%
- 1Y
- 105.49%
- 3Y*
- 66.02%
- 5Y*
- 42.92%
- 10Y*
- 32.15%
DTCR
- 1D
- -1.40%
- 1M
- 1.87%
- YTD
- 47.11%
- 6M
- 48.06%
- 1Y
- 67.40%
- 3Y*
- 34.83%
- 5Y*
- 14.30%
- 10Y*
- —
FN vs. DTCR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FN Fabrinet | 24.80% | 107.06% | 15.53% | 48.44% | 8.23% | 52.69% | 29.49% |
DTCR Global X Data Center & Digital Infrastructure ETF | 47.11% | 28.99% | 14.92% | 18.93% | -30.89% | 20.35% | 6.60% |
Correlation
The correlation between FN and DTCR is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2020 | 0.46 |
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Return for Risk
FN vs. DTCR — Risk / Return Rank
FN
DTCR
FN vs. DTCR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fabrinet (FN) and Global X Data Center & Digital Infrastructure ETF (DTCR). 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.
| FN | DTCR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -1.51 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.47 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 4.44 | 5.25 | -0.81 |
| Martin ratioReturn relative to average drawdown | 11.03 | 16.15 | -5.11 |
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Drawdowns
FN vs. DTCR - Drawdown Comparison
The maximum FN drawdown since its inception was -70.46%, which is greater than DTCR's maximum drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for FN and DTCR.
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Drawdown Indicators
| FN | DTCR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.46% | -38.98% | -31.48% |
Max Drawdown (1Y)Largest decline over 1 year | -23.89% | -12.89% | -11.00% |
Max Drawdown (3Y)Largest decline over 3 years | -37.47% | -24.96% | -12.51% |
Max Drawdown (5Y)Largest decline over 5 years | -38.70% | -38.98% | +0.28% |
Max Drawdown (10Y)Largest decline over 10 years | -51.11% | — | — |
Current DrawdownCurrent decline from peak | -23.89% | -4.37% | -19.52% |
Average DrawdownAverage peak-to-trough decline | -22.58% | -12.27% | -10.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.60% | 4.19% | +5.41% |
Volatility
FN vs. DTCR - Volatility Comparison
Fabrinet (FN) has a higher volatility of 25.38% compared to Global X Data Center & Digital Infrastructure ETF (DTCR) at 9.83%. This indicates that FN's price experiences larger fluctuations and is considered to be riskier than DTCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FN | DTCR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.38% | 9.83% | +15.55% |
Volatility (6M)Calculated over the trailing 6-month period | 55.51% | 18.53% | +36.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 67.76% | 23.31% | +44.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.00% | 22.16% | +31.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.44% | 22.10% | +26.34% |
Dividends
FN vs. DTCR - Dividend Comparison
FN has not paid dividends to shareholders, while DTCR's dividend yield for the trailing twelve months is around 0.75%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
DTCR Global X Data Center & Digital Infrastructure ETF | 0.75% | 1.10% | 1.72% | 1.18% | 2.57% | 1.27% | 0.30% |
FN Fabrinet | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FN and DTCR have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FN has higher volatility (25.38%) compared to DTCR (9.83%). In terms of maximum drawdown, FN dropped -70.46% vs DTCR's -38.98%.
DTCR currently has the higher Sharpe Ratio (2.92 vs 1.57), 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.
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