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FTEC vs. FEPI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTEC vs. FEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Information Technology Index ETF (FTEC) and REX FANG & Innovation Equity Premium Income ETF (FEPI). The values are adjusted to include any dividend payments, if applicable.

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FTEC vs. FEPI - Yearly Performance Comparison


2026 (YTD)202520242023
FTEC
Fidelity MSCI Information Technology Index ETF
-6.12%22.11%29.40%12.83%
FEPI
REX FANG & Innovation Equity Premium Income ETF
-5.90%18.33%15.69%11.70%

Returns By Period

The year-to-date returns for both investments are quite close, with FTEC having a -6.12% return and FEPI slightly higher at -5.90%.


FTEC

1D
1.28%
1M
-3.61%
YTD
-6.12%
6M
-5.70%
1Y
30.17%
3Y*
23.47%
5Y*
15.05%
10Y*
21.28%

FEPI

1D
1.39%
1M
-1.29%
YTD
-5.90%
6M
-3.02%
1Y
23.81%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTEC vs. FEPI - Expense Ratio Comparison

FTEC has a 0.08% expense ratio, which is lower than FEPI's 0.65% expense ratio.


Return for Risk

FTEC vs. FEPI — Risk / Return Rank

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

FTEC
FTEC Risk / Return Rank: 6363
Overall Rank
FTEC Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
FTEC Sortino Ratio Rank: 6464
Sortino Ratio Rank
FTEC Omega Ratio Rank: 6262
Omega Ratio Rank
FTEC Calmar Ratio Rank: 7272
Calmar Ratio Rank
FTEC Martin Ratio Rank: 5858
Martin Ratio Rank

FEPI
FEPI Risk / Return Rank: 6363
Overall Rank
FEPI Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FEPI Sortino Ratio Rank: 6161
Sortino Ratio Rank
FEPI Omega Ratio Rank: 6262
Omega Ratio Rank
FEPI Calmar Ratio Rank: 7171
Calmar Ratio Rank
FEPI Martin Ratio Rank: 5959
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.

FTEC vs. FEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Information Technology Index ETF (FTEC) and REX FANG & Innovation Equity Premium Income ETF (FEPI). 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.


FTECFEPIDifference

Sharpe ratio

Return per unit of total volatility

1.10

1.09

+0.01

Sortino ratio

Return per unit of downside risk

1.69

1.61

+0.07

Omega ratio

Gain probability vs. loss probability

1.24

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.92

1.91

+0.01

Martin ratio

Return relative to average drawdown

5.93

6.04

-0.12

FTEC vs. FEPI - Sharpe Ratio Comparison

The current FTEC Sharpe Ratio is 1.10, which is comparable to the FEPI Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of FTEC and FEPI, 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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Sharpe Ratios by Period


FTECFEPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

1.09

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.82

+0.03

Correlation

The correlation between FTEC and FEPI is 0.90, 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

FTEC vs. FEPI - Dividend Comparison

FTEC's dividend yield for the trailing twelve months is around 0.45%, less than FEPI's 28.20% yield.


TTM20252024202320222021202020192018201720162015
FTEC
Fidelity MSCI Information Technology Index ETF
0.45%0.43%0.49%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%
FEPI
REX FANG & Innovation Equity Premium Income ETF
28.20%25.48%27.18%4.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FTEC vs. FEPI - Drawdown Comparison

The maximum FTEC drawdown since its inception was -34.95%, which is greater than FEPI's maximum drawdown of -23.56%. Use the drawdown chart below to compare losses from any high point for FTEC and FEPI.


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Drawdown Indicators


FTECFEPIDifference

Max Drawdown

Largest peak-to-trough decline

-34.95%

-23.56%

-11.39%

Max Drawdown (1Y)

Largest decline over 1 year

-16.26%

-12.91%

-3.35%

Max Drawdown (5Y)

Largest decline over 5 years

-34.95%

Max Drawdown (10Y)

Largest decline over 10 years

-34.95%

Current Drawdown

Current decline from peak

-11.53%

-8.14%

-3.39%

Average Drawdown

Average peak-to-trough decline

-5.61%

-3.64%

-1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.27%

4.07%

+1.20%

Volatility

FTEC vs. FEPI - Volatility Comparison

Fidelity MSCI Information Technology Index ETF (FTEC) has a higher volatility of 8.01% compared to REX FANG & Innovation Equity Premium Income ETF (FEPI) at 7.58%. This indicates that FTEC's price experiences larger fluctuations and is considered to be riskier than FEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTECFEPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.01%

7.58%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

16.40%

14.37%

+2.03%

Volatility (1Y)

Calculated over the trailing 1-year period

27.53%

21.95%

+5.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.11%

19.40%

+5.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.57%

19.40%

+5.17%