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FTEC vs. GOOX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTEC vs. GOOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Information Technology Index ETF (FTEC) and T-Rex 2X Long Alphabet Daily Target ETF (GOOX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FTEC achieves a 22.53% return, which is significantly lower than GOOX's 24.05% return.


FTEC

1D
1.71%
1M
0.31%
6M
22.49%
YTD
22.53%
1Y
37.50%
3Y*
29.49%
5Y*
18.32%
10Y*
23.79%
ALL TIME*
21.60%

GOOX

1D
8.51%
1M
6.14%
6M
3.76%
YTD
24.05%
1Y
213.88%
3Y*
5Y*
10Y*
ALL TIME*
71.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$86.23M$78.73M$94.95M
$9.21M$7.02M$7.62M

FTEC vs. GOOX - Yearly Performance Comparison


2026 (YTD)20252024
FTEC
Fidelity MSCI Information Technology Index ETF
22.53%22.11%30.81%
GOOX
T-Rex 2X Long Alphabet Daily Target ETF
24.05%121.41%44.31%

Correlation

The correlation between FTEC and GOOX is 0.41, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.41

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.50

The correlation between FTEC and GOOX has been stable across timeframes, ranging from 0.41 to 0.50 - a consistent structural relationship.

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Return for Risk

FTEC vs. GOOX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FTEC
FTEC Risk / Return Rank: 6161
Overall Rank
FTEC Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
FTEC Sortino Ratio Rank: 6161
Sortino Ratio Rank
FTEC Omega Ratio Rank: 6060
Omega Ratio Rank
FTEC Calmar Ratio Rank: 6565
Calmar Ratio Rank
FTEC Martin Ratio Rank: 5252
Martin Ratio Rank

GOOX
GOOX Risk / Return Rank: 9393
Overall Rank
GOOX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GOOX Sortino Ratio Rank: 9494
Sortino Ratio Rank
GOOX Omega Ratio Rank: 9292
Omega Ratio Rank
GOOX Calmar Ratio Rank: 9595
Calmar Ratio Rank
GOOX Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FTEC vs. GOOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Information Technology Index ETF (FTEC) and T-Rex 2X Long Alphabet Daily Target ETF (GOOX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FTECGOOXDifference
Sharpe ratioReturn per unit of total volatility

-1.81

Sortino ratioReturn per unit of downside risk

-1.64

Omega ratioGain probability vs. loss probability

1.26

1.46

-0.19

Calmar ratioReturn relative to maximum drawdown

2.32

5.52

-3.20

Martin ratioReturn relative to average drawdown

6.23

14.22

-7.99

FTEC vs. GOOX - Sharpe Ratio Comparison

The current FTEC Sharpe Ratio is 1.55, which is lower than the GOOX Sharpe Ratio of 3.36. The chart below compares the historical Sharpe Ratios of FTEC and GOOX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FTEC vs. GOOX - Drawdown Comparison

The maximum FTEC drawdown since its inception was -34.95%, smaller than the maximum GOOX drawdown of -52.46%. Use the drawdown chart below to compare losses from any high point for FTEC and GOOX.


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Drawdown Indicators


FTECGOOXDifference

Max Drawdown

Largest peak-to-trough decline

-34.95%

-52.46%

+17.51%

Max Drawdown (1Y)

Largest decline over 1 year

-16.26%

-39.00%

+22.74%

Max Drawdown (3Y)

Largest decline over 3 years

-27.30%

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

-8.48%

-17.55%

+9.07%

Average Drawdown

Average peak-to-trough decline

-5.59%

-17.47%

+11.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.04%

15.11%

-9.07%

Volatility

FTEC vs. GOOX - Volatility Comparison

The current volatility for Fidelity MSCI Information Technology Index ETF (FTEC) is 8.41%, while T-Rex 2X Long Alphabet Daily Target ETF (GOOX) has a volatility of 27.63%. This indicates that FTEC experiences smaller price fluctuations and is considered to be less risky than GOOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTECGOOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.41%

27.63%

-19.22%

Volatility (6M)

Calculated over the trailing 6-month period

20.16%

49.57%

-29.41%

Volatility (1Y)

Calculated over the trailing 1-year period

24.30%

64.16%

-39.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.89%

61.98%

-36.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.99%

61.98%

-36.99%

FTEC vs. GOOX - Expense Ratio Comparison

FTEC has a 0.08% expense ratio, which is lower than GOOX's 1.05% expense ratio.


Dividends

FTEC vs. GOOX - Dividend Comparison

FTEC's dividend yield for the trailing twelve months is around 0.36%, more than GOOX's 0.25% yield.


PositionTTM20252024202320222021202020192018201720162015
FTEC
Fidelity MSCI Information Technology Index ETF
0.36%0.43%0.49%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%
GOOX
T-Rex 2X Long Alphabet Daily Target ETF
0.25%0.30%16.78%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FTEC and GOOX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GOOX has higher volatility (27.63%) compared to FTEC (8.41%). In terms of maximum drawdown, FTEC dropped -34.95% vs GOOX's -52.46%.

On 1-year performance, GOOX leads with 213.88% vs 37.50% for FTEC. On fees, FTEC is cheaper at 0.08% per year. On volatility, FTEC has been the lower-risk option at 8.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GOOX has performed better with a 213.88% return vs 37.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FTEC is cheaper with a 0.08% expense ratio, compared with 1.05% for GOOX.

FTEC has the higher dividend yield at 0.36%, compared with 0.25% for GOOX.

FTEC is categorized as Technology Equities, while GOOX is Leveraged Equities. They also come from different issuers: Fidelity and T-Rex. Their fees differ too: 0.08% for FTEC and 1.05% for GOOX.

GOOX currently has the higher Sharpe Ratio (3.36 vs 1.55), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FTEC and GOOX

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