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FTEC vs. GSY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTEC vs. GSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Information Technology Index ETF (FTEC) and Invesco Ultra Short Duration ETF (GSY). 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 24.27% return, which is significantly higher than GSY's 1.72% return. Over the past 10 years, FTEC has outperformed GSY with an annualized return of 24.98%, while GSY has yielded a comparatively lower 2.86% annualized return.


FTEC

1D
0.61%
1M
3.09%
YTD
24.27%
6M
24.36%
1Y
51.03%
3Y*
30.29%
5Y*
20.63%
10Y*
24.98%

GSY

1D
0.00%
1M
0.38%
YTD
1.72%
6M
1.96%
1Y
4.49%
3Y*
5.48%
5Y*
3.68%
10Y*
2.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTEC vs. GSY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTEC
Fidelity MSCI Information Technology Index ETF
24.27%22.11%29.40%53.30%-29.59%30.49%45.83%48.93%-0.39%36.83%
GSY
Invesco Ultra Short Duration ETF
1.72%4.96%5.95%5.99%0.01%0.03%1.88%3.39%2.18%1.86%

Correlation

The correlation between FTEC and GSY is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2013

0.03

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Return for Risk

FTEC vs. GSY — Risk / Return Rank

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

FTEC
FTEC Risk / Return Rank: 7171
Overall Rank
FTEC Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FTEC Sortino Ratio Rank: 7171
Sortino Ratio Rank
FTEC Omega Ratio Rank: 7373
Omega Ratio Rank
FTEC Calmar Ratio Rank: 6969
Calmar Ratio Rank
FTEC Martin Ratio Rank: 6060
Martin Ratio Rank

GSY
GSY Risk / Return Rank: 9999
Overall Rank
GSY Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
GSY Sortino Ratio Rank: 9999
Sortino Ratio Rank
GSY Omega Ratio Rank: 9999
Omega Ratio Rank
GSY Calmar Ratio Rank: 100100
Calmar Ratio Rank
GSY Martin Ratio Rank: 100100
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. GSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Information Technology Index ETF (FTEC) and Invesco Ultra Short Duration ETF (GSY). 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.


FTECGSYDifference
Sharpe ratioReturn per unit of total volatility

-8.99

Sortino ratioReturn per unit of downside risk

-24.59

Omega ratioGain probability vs. loss probability

1.37

6.54

-5.17

Calmar ratioReturn relative to maximum drawdown

3.00

75.72

-72.71

Martin ratioReturn relative to average drawdown

9.36

373.96

-364.60

FTEC vs. GSY - Sharpe Ratio Comparison

The current FTEC Sharpe Ratio is 2.21, which is lower than the GSY Sharpe Ratio of 11.20. The chart below compares the historical Sharpe Ratios of FTEC and GSY, 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. GSY - Drawdown Comparison

The maximum FTEC drawdown since its inception was -34.95%, which is greater than GSY's maximum drawdown of -12.14%. Use the drawdown chart below to compare losses from any high point for FTEC and GSY.


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Drawdown Indicators


FTECGSYDifference

Max Drawdown

Largest peak-to-trough decline

-34.95%

-12.14%

-22.81%

Max Drawdown (1Y)

Largest decline over 1 year

-16.26%

-0.06%

-16.20%

Max Drawdown (3Y)

Largest decline over 3 years

-27.30%

-0.18%

-27.12%

Max Drawdown (5Y)

Largest decline over 5 years

-34.95%

-1.48%

-33.47%

Max Drawdown (10Y)

Largest decline over 10 years

-34.95%

-5.25%

-29.70%

Current Drawdown

Current decline from peak

-7.18%

0.00%

-7.18%

Average Drawdown

Average peak-to-trough decline

-5.57%

-2.38%

-3.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.21%

0.01%

+5.20%

Volatility

FTEC vs. GSY - Volatility Comparison

Fidelity MSCI Information Technology Index ETF (FTEC) has a higher volatility of 10.02% compared to Invesco Ultra Short Duration ETF (GSY) at 0.15%. This indicates that FTEC's price experiences larger fluctuations and is considered to be riskier than GSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTECGSYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.02%

0.15%

+9.87%

Volatility (6M)

Calculated over the trailing 6-month period

18.06%

0.31%

+17.75%

Volatility (1Y)

Calculated over the trailing 1-year period

22.07%

0.40%

+21.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.45%

0.58%

+24.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.81%

1.22%

+23.59%

FTEC vs. GSY - Expense Ratio Comparison

FTEC has a 0.08% expense ratio, which is lower than GSY's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

FTEC vs. GSY - Dividend Comparison

FTEC's dividend yield for the trailing twelve months is around 0.34%, less than GSY's 4.34% yield.


PositionTTM20252024202320222021202020192018201720162015
FTEC
Fidelity MSCI Information Technology Index ETF
0.34%0.43%0.49%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%
GSY
Invesco Ultra Short Duration ETF
4.34%4.56%5.31%4.95%1.70%0.58%1.45%2.71%2.30%1.80%1.21%1.17%

Frequently Asked Questions


FTEC and GSY have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTEC has higher volatility (10.02%) compared to GSY (0.15%). In terms of maximum drawdown, FTEC dropped -34.95% vs GSY's -12.14%.

On 10-year performance, FTEC leads with 24.98% vs 2.86% for GSY. On fees, FTEC is cheaper at 0.08% per year. On volatility, GSY has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FTEC has performed better with a 24.98% return vs 2.86%. 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 0.22% for GSY.

GSY has the higher dividend yield at 4.34%, compared with 0.34% for FTEC.

FTEC is categorized as Technology Equities, while GSY is Ultrashort Bond. They also come from different issuers: Fidelity and Invesco. Their fees differ too: 0.08% for FTEC and 0.22% for GSY.

GSY currently has the higher Sharpe Ratio (11.20 vs 2.21), 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.

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