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FSST vs. FTQGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSST vs. FTQGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Sustainability U.S. Equity ETF (FSST) and Fidelity Focused Stock Fund (FTQGX). The values are adjusted to include any dividend payments, if applicable.

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FSST vs. FTQGX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FSST
Fidelity Sustainability U.S. Equity ETF
0.00%15.40%21.40%25.49%-18.30%12.81%
FTQGX
Fidelity Focused Stock Fund
-7.74%13.65%36.95%28.94%-26.68%13.13%

Returns By Period


FSST

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

FTQGX

1D
-1.56%
1M
-10.92%
YTD
-7.74%
6M
-6.30%
1Y
18.44%
3Y*
20.54%
5Y*
10.96%
10Y*
15.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSST vs. FTQGX - Expense Ratio Comparison

FSST has a 0.59% expense ratio, which is lower than FTQGX's 0.86% expense ratio.


Return for Risk

FSST vs. FTQGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FSST

FTQGX
FTQGX Risk / Return Rank: 4141
Overall Rank
FTQGX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
FTQGX Sortino Ratio Rank: 3939
Sortino Ratio Rank
FTQGX Omega Ratio Rank: 3636
Omega Ratio Rank
FTQGX Calmar Ratio Rank: 5050
Calmar Ratio Rank
FTQGX Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FSST vs. FTQGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainability U.S. Equity ETF (FSST) and Fidelity Focused Stock Fund (FTQGX). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FSST vs. FTQGX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FSSTFTQGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

Correlation

The correlation between FSST and FTQGX is 0.86, 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.


Dividends

FSST vs. FTQGX - Dividend Comparison

FSST's dividend yield for the trailing twelve months is around 0.14%, less than FTQGX's 13.49% yield.


TTM20252024202320222021202020192018201720162015
FSST
Fidelity Sustainability U.S. Equity ETF
0.14%0.19%2.01%0.68%1.00%0.34%0.00%0.00%0.00%0.00%0.00%0.00%
FTQGX
Fidelity Focused Stock Fund
13.49%12.44%9.94%0.61%7.96%13.53%11.41%5.07%14.71%5.89%1.08%5.91%

Drawdowns

FSST vs. FTQGX - Drawdown Comparison


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Drawdown Indicators


FSSTFTQGXDifference

Max Drawdown

Largest peak-to-trough decline

-61.29%

Max Drawdown (1Y)

Largest decline over 1 year

-12.76%

Max Drawdown (5Y)

Largest decline over 5 years

-32.31%

Max Drawdown (10Y)

Largest decline over 10 years

-32.31%

Current Drawdown

Current decline from peak

-12.76%

Average Drawdown

Average peak-to-trough decline

-14.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

Volatility

FSST vs. FTQGX - Volatility Comparison


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Volatility by Period


FSSTFTQGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.04%

Volatility (6M)

Calculated over the trailing 6-month period

14.54%

Volatility (1Y)

Calculated over the trailing 1-year period

23.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.34%