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FTQGX vs. FSST
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTQGX vs. FSST - Performance Comparison

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

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FTQGX vs. FSST - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FTQGX
Fidelity Focused Stock Fund
-7.74%13.65%36.95%28.94%-26.68%13.13%
FSST
Fidelity Sustainability U.S. Equity ETF
0.00%15.40%21.40%25.49%-18.30%12.81%

Returns By Period


FTQGX

1D
-1.56%
1M
-10.92%
YTD
-7.74%
6M
-6.30%
1Y
18.44%
3Y*
20.54%
5Y*
10.96%
10Y*
15.57%

FSST

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTQGX vs. FSST - Expense Ratio Comparison

FTQGX has a 0.86% expense ratio, which is higher than FSST's 0.59% expense ratio.


Return for Risk

FTQGX vs. FSST — Risk / Return Rank

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

FTQGX
FTQGX Risk / Return Rank: 4141
Overall Rank
FTQGX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
FTQGX Sortino Ratio Rank: 3939
Sortino Ratio Rank
FTQGX Omega Ratio Rank: 3636
Omega Ratio Rank
FTQGX Calmar Ratio Rank: 5050
Calmar Ratio Rank
FTQGX Martin Ratio Rank: 4444
Martin Ratio Rank

FSST
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.

FTQGX vs. FSST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Focused Stock Fund (FTQGX) and Fidelity Sustainability U.S. Equity ETF (FSST). 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.


FTQGXFSSTDifference

Sharpe ratio

Return per unit of total volatility

0.78

Sortino ratio

Return per unit of downside risk

1.20

Omega ratio

Gain probability vs. loss probability

1.17

Calmar ratio

Return relative to maximum drawdown

1.21

Martin ratio

Return relative to average drawdown

4.42

FTQGX vs. FSST - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FTQGXFSSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

Correlation

The correlation between FTQGX and FSST is 0.86, 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

FTQGX vs. FSST - Dividend Comparison

FTQGX's dividend yield for the trailing twelve months is around 13.49%, more than FSST's 0.14% yield.


TTM20252024202320222021202020192018201720162015
FTQGX
Fidelity Focused Stock Fund
13.49%12.44%9.94%0.61%7.96%13.53%11.41%5.07%14.71%5.89%1.08%5.91%
FSST
Fidelity Sustainability U.S. Equity ETF
0.14%0.19%2.01%0.68%1.00%0.34%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FTQGX vs. FSST - Drawdown Comparison


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Drawdown Indicators


FTQGXFSSTDifference

Max Drawdown

Largest peak-to-trough decline

-61.29%

Max Drawdown (1Y)

Largest decline over 1 year

-12.76%

Max Drawdown (5Y)

Largest decline over 5 years

-32.31%

Max Drawdown (10Y)

Largest decline over 10 years

-32.31%

Current Drawdown

Current decline from peak

-12.76%

Average Drawdown

Average peak-to-trough decline

-14.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

Volatility

FTQGX vs. FSST - Volatility Comparison


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Volatility by Period


FTQGXFSSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.04%

Volatility (6M)

Calculated over the trailing 6-month period

14.54%

Volatility (1Y)

Calculated over the trailing 1-year period

23.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.34%