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FQAL vs. MOAT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FQAL and MOAT is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

FQAL vs. MOAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Quality Factor ETF (FQAL) and VanEck Vectors Morningstar Wide Moat ETF (MOAT). The values are adjusted to include any dividend payments, if applicable.

160.00%170.00%180.00%190.00%200.00%210.00%220.00%JulyAugustSeptemberOctoberNovemberDecember
195.15%
210.19%
FQAL
MOAT

Key characteristics

Sharpe Ratio

FQAL:

2.01

MOAT:

1.17

Sortino Ratio

FQAL:

2.73

MOAT:

1.63

Omega Ratio

FQAL:

1.37

MOAT:

1.21

Calmar Ratio

FQAL:

3.39

MOAT:

2.10

Martin Ratio

FQAL:

12.91

MOAT:

5.91

Ulcer Index

FQAL:

1.88%

MOAT:

2.35%

Daily Std Dev

FQAL:

12.10%

MOAT:

11.87%

Max Drawdown

FQAL:

-33.71%

MOAT:

-33.31%

Current Drawdown

FQAL:

-3.49%

MOAT:

-3.92%

Returns By Period

In the year-to-date period, FQAL achieves a 22.69% return, which is significantly higher than MOAT's 11.77% return.


FQAL

YTD

22.69%

1M

-0.50%

6M

7.81%

1Y

23.21%

5Y*

13.49%

10Y*

N/A

MOAT

YTD

11.77%

1M

-0.51%

6M

9.00%

1Y

12.43%

5Y*

12.61%

10Y*

13.07%

Compare stocks, funds, or ETFs

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


FQAL vs. MOAT - Expense Ratio Comparison

FQAL has a 0.29% expense ratio, which is lower than MOAT's 0.48% expense ratio.


MOAT
VanEck Vectors Morningstar Wide Moat ETF
Expense ratio chart for MOAT: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for FQAL: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

FQAL vs. MOAT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Quality Factor ETF (FQAL) and VanEck Vectors Morningstar Wide Moat ETF (MOAT). 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.


Sharpe ratio
The chart of Sharpe ratio for FQAL, currently valued at 2.01, compared to the broader market0.002.004.002.011.17
The chart of Sortino ratio for FQAL, currently valued at 2.73, compared to the broader market-2.000.002.004.006.008.0010.002.731.63
The chart of Omega ratio for FQAL, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.001.371.21
The chart of Calmar ratio for FQAL, currently valued at 3.39, compared to the broader market0.005.0010.0015.003.392.10
The chart of Martin ratio for FQAL, currently valued at 12.91, compared to the broader market0.0020.0040.0060.0080.00100.0012.915.91
FQAL
MOAT

The current FQAL Sharpe Ratio is 2.01, which is higher than the MOAT Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of FQAL and MOAT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.01
1.17
FQAL
MOAT

Dividends

FQAL vs. MOAT - Dividend Comparison

FQAL's dividend yield for the trailing twelve months is around 1.19%, while MOAT has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FQAL
Fidelity Quality Factor ETF
1.19%1.35%1.52%1.17%1.46%1.55%1.73%1.53%0.43%0.00%0.00%0.00%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
0.00%0.86%1.25%1.08%1.45%1.31%1.79%1.07%1.17%2.13%1.34%0.79%

Drawdowns

FQAL vs. MOAT - Drawdown Comparison

The maximum FQAL drawdown since its inception was -33.71%, roughly equal to the maximum MOAT drawdown of -33.31%. Use the drawdown chart below to compare losses from any high point for FQAL and MOAT. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.49%
-3.92%
FQAL
MOAT

Volatility

FQAL vs. MOAT - Volatility Comparison

The current volatility for Fidelity Quality Factor ETF (FQAL) is 3.81%, while VanEck Vectors Morningstar Wide Moat ETF (MOAT) has a volatility of 4.17%. This indicates that FQAL experiences smaller price fluctuations and is considered to be less risky than MOAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.81%
4.17%
FQAL
MOAT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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