PortfoliosLab logoPortfoliosLab logo
FVAL vs. DEEP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FVAL vs. DEEP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Value Factor ETF (FVAL) and Roundhill Acquirers Deep Value ETF (DEEP). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FVAL vs. DEEP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FVAL
Fidelity Value Factor ETF
-3.56%19.56%18.05%23.10%-14.40%30.33%9.08%30.33%-7.87%22.49%
DEEP
Roundhill Acquirers Deep Value ETF
2.58%5.69%-2.97%22.37%-17.71%35.66%-9.96%12.54%-7.17%27.19%

Returns By Period

In the year-to-date period, FVAL achieves a -3.56% return, which is significantly lower than DEEP's 2.58% return.


FVAL

1D
2.86%
1M
-4.78%
YTD
-3.56%
6M
1.74%
1Y
18.50%
3Y*
16.89%
5Y*
10.83%
10Y*

DEEP

1D
1.37%
1M
-3.64%
YTD
2.58%
6M
2.47%
1Y
20.09%
3Y*
6.93%
5Y*
3.03%
10Y*
7.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FVAL vs. DEEP - Expense Ratio Comparison

FVAL has a 0.15% expense ratio, which is lower than DEEP's 0.80% expense ratio.


Return for Risk

FVAL vs. DEEP — Risk / Return Rank

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

FVAL
FVAL Risk / Return Rank: 6666
Overall Rank
FVAL Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
FVAL Sortino Ratio Rank: 6565
Sortino Ratio Rank
FVAL Omega Ratio Rank: 6767
Omega Ratio Rank
FVAL Calmar Ratio Rank: 6666
Calmar Ratio Rank
FVAL Martin Ratio Rank: 7373
Martin Ratio Rank

DEEP
DEEP Risk / Return Rank: 5050
Overall Rank
DEEP Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
DEEP Sortino Ratio Rank: 5454
Sortino Ratio Rank
DEEP Omega Ratio Rank: 4646
Omega Ratio Rank
DEEP Calmar Ratio Rank: 5656
Calmar Ratio Rank
DEEP Martin Ratio Rank: 4545
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.

FVAL vs. DEEP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Value Factor ETF (FVAL) and Roundhill Acquirers Deep Value ETF (DEEP). 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.


FVALDEEPDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.88

+0.14

Sortino ratio

Return per unit of downside risk

1.58

1.40

+0.19

Omega ratio

Gain probability vs. loss probability

1.24

1.17

+0.06

Calmar ratio

Return relative to maximum drawdown

1.60

1.41

+0.20

Martin ratio

Return relative to average drawdown

7.26

4.13

+3.13

FVAL vs. DEEP - Sharpe Ratio Comparison

The current FVAL Sharpe Ratio is 1.02, which is comparable to the DEEP Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of FVAL and DEEP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FVALDEEPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.88

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.14

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.26

+0.46

Correlation

The correlation between FVAL and DEEP is 0.78, 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

FVAL vs. DEEP - Dividend Comparison

FVAL's dividend yield for the trailing twelve months is around 1.71%, more than DEEP's 1.66% yield.


TTM20252024202320222021202020192018201720162015
FVAL
Fidelity Value Factor ETF
1.71%1.61%1.60%1.69%1.79%1.41%1.61%1.77%2.06%1.62%0.45%0.00%
DEEP
Roundhill Acquirers Deep Value ETF
1.66%1.78%1.96%1.67%1.28%1.43%4.03%3.49%1.51%2.01%3.14%3.98%

Drawdowns

FVAL vs. DEEP - Drawdown Comparison

The maximum FVAL drawdown since its inception was -37.26%, smaller than the maximum DEEP drawdown of -52.52%. Use the drawdown chart below to compare losses from any high point for FVAL and DEEP.


Loading graphics...

Drawdown Indicators


FVALDEEPDifference

Max Drawdown

Largest peak-to-trough decline

-37.26%

-52.52%

+15.26%

Max Drawdown (1Y)

Largest decline over 1 year

-12.00%

-13.91%

+1.91%

Max Drawdown (5Y)

Largest decline over 5 years

-23.42%

-28.40%

+4.98%

Max Drawdown (10Y)

Largest decline over 10 years

-52.52%

Current Drawdown

Current decline from peak

-6.32%

-6.29%

-0.03%

Average Drawdown

Average peak-to-trough decline

-4.65%

-10.53%

+5.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

4.74%

-2.09%

Volatility

FVAL vs. DEEP - Volatility Comparison

Fidelity Value Factor ETF (FVAL) and Roundhill Acquirers Deep Value ETF (DEEP) have volatilities of 5.12% and 5.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FVALDEEPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.12%

5.23%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

9.25%

13.45%

-4.20%

Volatility (1Y)

Calculated over the trailing 1-year period

18.14%

22.83%

-4.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.50%

21.71%

-5.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.21%

24.27%

-6.06%