FNF vs. FTEC

In the year-to-date period, FNF achieves a -3.75% return, which is significantly lower than FTEC's -2.92% return. Over the past 10 years, FNF has underperformed FTEC with an annualized return of 9.99%, while FTEC has yielded a comparatively higher 19.42% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Fidelity National Financial, Inc. (FNF) and Fidelity MSCI Information Technology Index ETF (FTEC). 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 FNF Sharpe Ratio is 0.34, which is comparable to the FTEC Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of FNF and FTEC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FNF's dividend yield for the trailing twelve months is around 3.66%, more than FTEC's 0.50% yield.

The maximum FNF drawdown since its inception was -75.24%, which is greater than FTEC's maximum drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for FNF and FTEC. For additional features, visit the drawdowns tool.

Fidelity National Financial, Inc. (FNF) has a higher volatility of 10.19% compared to Fidelity MSCI Information Technology Index ETF (FTEC) at 6.87%. This indicates that FNF's price experiences larger fluctuations and is considered to be riskier than FTEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.