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FSST vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSST and VGT is 0.93, 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.


Performance

FSST vs. VGT - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FSST:

0.34

VGT:

0.47

Sortino Ratio

FSST:

0.52

VGT:

0.71

Omega Ratio

FSST:

1.07

VGT:

1.10

Calmar Ratio

FSST:

0.25

VGT:

0.40

Martin Ratio

FSST:

0.82

VGT:

1.29

Ulcer Index

FSST:

6.68%

VGT:

8.45%

Daily Std Dev

FSST:

21.14%

VGT:

30.25%

Max Drawdown

FSST:

-26.30%

VGT:

-54.63%

Current Drawdown

FSST:

-6.76%

VGT:

-6.19%

Returns By Period

The year-to-date returns for both investments are quite close, with FSST having a -2.47% return and VGT slightly higher at -2.36%.


FSST

YTD

-2.47%

1M

5.60%

6M

-5.99%

1Y

6.10%

3Y*

12.40%

5Y*

N/A

10Y*

N/A

VGT

YTD

-2.36%

1M

8.44%

6M

-2.31%

1Y

14.03%

3Y*

19.73%

5Y*

19.26%

10Y*

19.78%

*Annualized

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FSST vs. VGT - Expense Ratio Comparison

FSST has a 0.59% expense ratio, which is higher than VGT's 0.10% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FSST vs. VGT — Risk-Adjusted Performance Rank

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

FSST
The Risk-Adjusted Performance Rank of FSST is 3030
Overall Rank
The Sharpe Ratio Rank of FSST is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of FSST is 2828
Sortino Ratio Rank
The Omega Ratio Rank of FSST is 3030
Omega Ratio Rank
The Calmar Ratio Rank of FSST is 3030
Calmar Ratio Rank
The Martin Ratio Rank of FSST is 2929
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 4040
Overall Rank
The Sharpe Ratio Rank of VGT is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 3838
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 3838
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 4343
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 3838
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSST vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainability U.S. Equity ETF (FSST) and Vanguard Information Technology ETF (VGT). 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 FSST Sharpe Ratio is 0.34, which is comparable to the VGT Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of FSST and VGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FSST vs. VGT - Dividend Comparison

FSST's dividend yield for the trailing twelve months is around 2.00%, more than VGT's 0.53% yield.


TTM20242023202220212020201920182017201620152014
FSST
Fidelity Sustainability U.S. Equity ETF
2.00%2.01%0.68%1.00%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.53%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

Drawdowns

FSST vs. VGT - Drawdown Comparison

The maximum FSST drawdown since its inception was -26.30%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for FSST and VGT.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FSST vs. VGT - Volatility Comparison

The current volatility for Fidelity Sustainability U.S. Equity ETF (FSST) is 5.08%, while Vanguard Information Technology ETF (VGT) has a volatility of 6.70%. This indicates that FSST experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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