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FUTY vs. BRLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FUTY vs. BRLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Utilities Index ETF (FUTY) and BlackRock Floating Rate Loan ETF (BRLN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FUTY achieves a 3.78% return, which is significantly higher than BRLN's 1.44% return.


FUTY

1D
0.60%
1M
-4.86%
YTD
3.78%
6M
1.95%
1Y
12.10%
3Y*
13.73%
5Y*
9.26%
10Y*
9.10%

BRLN

1D
0.09%
1M
0.87%
YTD
1.44%
6M
2.08%
1Y
5.39%
3Y*
7.50%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FUTY vs. BRLN - Yearly Performance Comparison


2026 (YTD)2025202420232022
FUTY
Fidelity MSCI Utilities Index ETF
3.78%16.40%23.20%-7.46%9.06%
BRLN
BlackRock Floating Rate Loan ETF
1.44%5.38%7.49%13.42%2.13%

Correlation

The correlation between FUTY and BRLN is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.13

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

0.06

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2022

0.04

The correlation between FUTY and BRLN shifts across timeframes, from -0.13 (1 year) to 0.06 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

FUTY vs. BRLN — Risk / Return Rank

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

FUTY
FUTY Risk / Return Rank: 2525
Overall Rank
FUTY Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
FUTY Sortino Ratio Rank: 2424
Sortino Ratio Rank
FUTY Omega Ratio Rank: 2424
Omega Ratio Rank
FUTY Calmar Ratio Rank: 2929
Calmar Ratio Rank
FUTY Martin Ratio Rank: 2424
Martin Ratio Rank

BRLN
BRLN Risk / Return Rank: 5757
Overall Rank
BRLN Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
BRLN Sortino Ratio Rank: 5959
Sortino Ratio Rank
BRLN Omega Ratio Rank: 5656
Omega Ratio Rank
BRLN Calmar Ratio Rank: 5555
Calmar Ratio Rank
BRLN Martin Ratio Rank: 6060
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.

FUTY vs. BRLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Utilities Index ETF (FUTY) and BlackRock Floating Rate Loan ETF (BRLN). 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.


FUTYBRLNDifference
Sharpe ratioReturn per unit of total volatility

-0.92

Sortino ratioReturn per unit of downside risk

-1.52

Omega ratioGain probability vs. loss probability

1.15

1.34

-0.19

Calmar ratioReturn relative to maximum drawdown

1.36

2.70

-1.34

Martin ratioReturn relative to average drawdown

3.05

10.51

-7.46

FUTY vs. BRLN - Sharpe Ratio Comparison

The current FUTY Sharpe Ratio is 0.85, which is lower than the BRLN Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of FUTY and BRLN, 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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Sharpe Ratios by Period


FUTYBRLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.77

-0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

2.19

-1.64

Drawdowns

FUTY vs. BRLN - Drawdown Comparison

The maximum FUTY drawdown since its inception was -36.44%, which is greater than BRLN's maximum drawdown of -3.85%. Use the drawdown chart below to compare losses from any high point for FUTY and BRLN.


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Drawdown Indicators


FUTYBRLNDifference

Max Drawdown

Largest peak-to-trough decline

-36.44%

-3.85%

-32.59%

Max Drawdown (1Y)

Largest decline over 1 year

-8.93%

-2.00%

-6.93%

Max Drawdown (3Y)

Largest decline over 3 years

-17.35%

-3.85%

-13.50%

Max Drawdown (5Y)

Largest decline over 5 years

-25.11%

Max Drawdown (10Y)

Largest decline over 10 years

-36.44%

Current Drawdown

Current decline from peak

-6.72%

-0.12%

-6.60%

Average Drawdown

Average peak-to-trough decline

-6.03%

-0.31%

-5.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

0.51%

+3.47%

Volatility

FUTY vs. BRLN - Volatility Comparison

Fidelity MSCI Utilities Index ETF (FUTY) has a higher volatility of 5.52% compared to BlackRock Floating Rate Loan ETF (BRLN) at 0.80%. This indicates that FUTY's price experiences larger fluctuations and is considered to be riskier than BRLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FUTYBRLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.52%

0.80%

+4.72%

Volatility (6M)

Calculated over the trailing 6-month period

11.38%

2.24%

+9.14%

Volatility (1Y)

Calculated over the trailing 1-year period

14.34%

3.06%

+11.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.08%

3.73%

+13.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.05%

3.73%

+15.32%

FUTY vs. BRLN - Expense Ratio Comparison

FUTY has a 0.08% expense ratio, which is lower than BRLN's 0.55% expense ratio.


Dividends

FUTY vs. BRLN - Dividend Comparison

FUTY's dividend yield for the trailing twelve months is around 2.60%, less than BRLN's 6.35% yield.


PositionTTM20252024202320222021202020192018201720162015
BRLN
BlackRock Floating Rate Loan ETF
6.35%6.50%7.87%9.06%1.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FUTY
Fidelity MSCI Utilities Index ETF
2.60%2.67%2.96%3.31%2.72%2.70%3.07%2.82%3.11%3.03%3.35%4.33%

Frequently Asked Questions


FUTY and BRLN have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FUTY has higher volatility (5.52%) compared to BRLN (0.80%). In terms of maximum drawdown, FUTY dropped -36.44% vs BRLN's -3.85%.

On 3-year performance, FUTY leads with 13.73% vs 7.50% for BRLN. On fees, FUTY is cheaper at 0.08% per year. On volatility, BRLN has been the lower-risk option at 0.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, FUTY has performed better with a 13.73% return vs 7.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FUTY is cheaper with a 0.08% expense ratio, compared with 0.55% for BRLN.

BRLN has the higher dividend yield at 6.35%, compared with 2.60% for FUTY.

FUTY is categorized as Utilities Equities, while BRLN is Bank Loan. They also come from different issuers: Fidelity and BlackRock. Their fees differ too: 0.08% for FUTY and 0.55% for BRLN.

BRLN currently has the higher Sharpe Ratio (1.77 vs 0.85), 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

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