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FSYD vs. FLDR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSYD and FLDR is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

FSYD vs. FLDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Sustainable High Yield ETF (FSYD) and Fidelity Low Duration Bond Factor ETF (FLDR). The values are adjusted to include any dividend payments, if applicable.

11.00%12.00%13.00%14.00%15.00%16.00%SeptemberOctoberNovemberDecember2025February
16.10%
13.25%
FSYD
FLDR

Key characteristics

Sharpe Ratio

FSYD:

2.73

FLDR:

5.52

Sortino Ratio

FSYD:

4.08

FLDR:

10.14

Omega Ratio

FSYD:

1.53

FLDR:

2.50

Calmar Ratio

FSYD:

4.55

FLDR:

17.54

Martin Ratio

FSYD:

17.44

FLDR:

82.28

Ulcer Index

FSYD:

0.64%

FLDR:

0.07%

Daily Std Dev

FSYD:

4.08%

FLDR:

1.08%

Max Drawdown

FSYD:

-12.11%

FLDR:

-12.23%

Current Drawdown

FSYD:

0.00%

FLDR:

0.00%

Returns By Period

In the year-to-date period, FSYD achieves a 1.85% return, which is significantly higher than FLDR's 0.76% return.


FSYD

YTD

1.85%

1M

1.30%

6M

4.27%

1Y

10.33%

5Y*

N/A

10Y*

N/A

FLDR

YTD

0.76%

1M

0.60%

6M

2.32%

1Y

5.83%

5Y*

2.69%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


FSYD vs. FLDR - Expense Ratio Comparison

FSYD has a 0.55% expense ratio, which is higher than FLDR's 0.15% expense ratio.


FSYD
Fidelity Sustainable High Yield ETF
Expense ratio chart for FSYD: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for FLDR: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

FSYD vs. FLDR — Risk-Adjusted Performance Rank

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

FSYD
The Risk-Adjusted Performance Rank of FSYD is 9494
Overall Rank
The Sharpe Ratio Rank of FSYD is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of FSYD is 9595
Sortino Ratio Rank
The Omega Ratio Rank of FSYD is 9494
Omega Ratio Rank
The Calmar Ratio Rank of FSYD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of FSYD is 9292
Martin Ratio Rank

FLDR
The Risk-Adjusted Performance Rank of FLDR is 9999
Overall Rank
The Sharpe Ratio Rank of FLDR is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of FLDR is 9999
Sortino Ratio Rank
The Omega Ratio Rank of FLDR is 9999
Omega Ratio Rank
The Calmar Ratio Rank of FLDR is 9999
Calmar Ratio Rank
The Martin Ratio Rank of FLDR is 9999
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.

FSYD vs. FLDR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable High Yield ETF (FSYD) and Fidelity Low Duration Bond Factor ETF (FLDR). 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 FSYD, currently valued at 2.73, compared to the broader market0.002.004.002.735.52
The chart of Sortino ratio for FSYD, currently valued at 4.08, compared to the broader market0.005.0010.004.0810.14
The chart of Omega ratio for FSYD, currently valued at 1.53, compared to the broader market0.501.001.502.002.503.001.532.50
The chart of Calmar ratio for FSYD, currently valued at 4.55, compared to the broader market0.005.0010.0015.0020.004.5517.54
The chart of Martin ratio for FSYD, currently valued at 17.44, compared to the broader market0.0020.0040.0060.0080.00100.0017.4482.28
FSYD
FLDR

The current FSYD Sharpe Ratio is 2.73, which is lower than the FLDR Sharpe Ratio of 5.52. The chart below compares the historical Sharpe Ratios of FSYD and FLDR, 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 Ratio2.003.004.005.006.007.00SeptemberOctoberNovemberDecember2025February
2.73
5.52
FSYD
FLDR

Dividends

FSYD vs. FLDR - Dividend Comparison

FSYD's dividend yield for the trailing twelve months is around 6.43%, more than FLDR's 5.39% yield.


TTM2024202320222021202020192018
FSYD
Fidelity Sustainable High Yield ETF
6.43%6.47%6.70%5.29%0.00%0.00%0.00%0.00%
FLDR
Fidelity Low Duration Bond Factor ETF
5.39%5.50%5.28%2.09%0.51%1.22%2.69%1.38%

Drawdowns

FSYD vs. FLDR - Drawdown Comparison

The maximum FSYD drawdown since its inception was -12.11%, roughly equal to the maximum FLDR drawdown of -12.23%. Use the drawdown chart below to compare losses from any high point for FSYD and FLDR. For additional features, visit the drawdowns tool.


-1.50%-1.00%-0.50%0.00%SeptemberOctoberNovemberDecember2025February00
FSYD
FLDR

Volatility

FSYD vs. FLDR - Volatility Comparison

Fidelity Sustainable High Yield ETF (FSYD) has a higher volatility of 1.00% compared to Fidelity Low Duration Bond Factor ETF (FLDR) at 0.24%. This indicates that FSYD's price experiences larger fluctuations and is considered to be riskier than FLDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%SeptemberOctoberNovemberDecember2025February
1.00%
0.24%
FSYD
FLDR
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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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