GAMR vs. FDCF

Last updated Jun 4, 2026

GAMR (Amplify Video Game Leaders ETF) and FDCF (Fidelity Disruptive Communications ETF) are both exchange-traded funds - GAMR is a Gaming fund tracking the VettaFi Video Game Leaders Index, while FDCF is a Communications Equities fund actively managed by Fidelity. GAMR is passively managed, while FDCF is actively managed. Over the past year, GAMR returned 19.82% vs 23.52% for FDCF. A 0.75 correlation means they provide meaningful diversification when combined. GAMR charges 0.59%/yr vs 0.50%/yr for FDCF.

Performance

GAMR vs. FDCF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Video Game Leaders ETF (GAMR) and Fidelity Disruptive Communications ETF (FDCF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GAMR achieves a 3.68% return, which is significantly lower than FDCF's 5.62% return.

GAMR

• 1D: -0.83%
• 1M: 13.55%
• YTD: 3.68%
• 6M: 1.71%
• 1Y: 19.82%
• 3Y*: 16.12%
• 5Y*: -0.52%
• 10Y*: 12.82%

FDCF

• 1D: -1.77%
• 1M: 3.38%
• YTD: 5.62%
• 6M: 7.71%
• 1Y: 23.52%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GAMR vs. FDCF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
GAMR Amplify Video Game Leaders ETF	3.68%	39.20%	11.23%	-3.02%
FDCF Fidelity Disruptive Communications ETF	5.62%	27.42%	28.37%	16.39%

Correlation

The correlation between GAMR and FDCF is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.75
Correlation (All Time) Calculated using the full available price history since Jun 13, 2023	0.75

The correlation between GAMR and FDCF has been stable across timeframes, ranging from 0.75 to 0.75 - a consistent structural relationship.

GAMR vs. FDCF - Sectors Allocation Comparison

Sectors	GAMR	FDCF
Technology	66.0%	36.5%
Communication Services	25.0%	50.2%
Consumer Cyclical	8.7%	11.9%
Financial Services	0.1%	-
Basic Materials	-	-
Consumer Defensive	-	-
Energy	-	-
Healthcare	-	-
Industrials	-	1.4%
Real Estate	-	-
Utilities	-	-

Return for Risk

GAMR vs. FDCF — Risk / Return Rank

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

GAMR

GAMR Risk / Return Rank: 21
GAMR Sharpe Ratio Rank: 25
GAMR Sortino Ratio Rank: 24
GAMR Omega Ratio Rank: 25
GAMR Calmar Ratio Rank: 17
GAMR Martin Ratio Rank: 16

FDCF

FDCF Risk / Return Rank: 31
FDCF Sharpe Ratio Rank: 35
FDCF Sortino Ratio Rank: 33
FDCF Omega Ratio Rank: 34
FDCF Calmar Ratio Rank: 27
FDCF Martin Ratio Rank: 28

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.

GAMR vs. FDCF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Video Game Leaders ETF (GAMR) and Fidelity Disruptive Communications ETF (FDCF). 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.

	GAMR	FDCF	Difference
Sharpe ratio Return per unit of total volatility	0.89	1.29	-0.40
Sortino ratio Return per unit of downside risk	1.30	1.79	-0.49
Omega ratio Gain probability vs. loss probability	1.17	1.23	-0.06
Calmar ratio Return relative to maximum drawdown	0.68	1.31	-0.63
Martin ratio Return relative to average drawdown	1.55	3.95	-2.40
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GAMR vs. FDCF - Sharpe Ratio Comparison

The current GAMR Sharpe Ratio is 0.89, which is lower than the FDCF Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of GAMR and FDCF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GAMR	FDCF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.89	1.29	-0.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.02	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.53	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	1.29	-0.72

Drawdowns

GAMR vs. FDCF - Drawdown Comparison

The maximum GAMR drawdown since its inception was -55.37%, which is greater than FDCF's maximum drawdown of -22.53%. Use the drawdown chart below to compare losses from any high point for GAMR and FDCF.

Drawdown Indicators

	GAMR	FDCF	Difference
Max Drawdown Largest peak-to-trough decline	-55.37%	-22.53%	-32.84%
Max Drawdown (1Y) Largest decline over 1 year	-29.36%	-18.10%	-11.26%
Max Drawdown (3Y) Largest decline over 3 years	-29.36%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-50.57%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-55.37%	—	—
Current Drawdown Current decline from peak	-13.61%	-1.90%	-11.71%
Average Drawdown Average peak-to-trough decline	-22.13%	-4.17%	-17.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.82%	5.97%	+6.85%

Volatility

GAMR vs. FDCF - Volatility Comparison

Amplify Video Game Leaders ETF (GAMR) has a higher volatility of 5.88% compared to Fidelity Disruptive Communications ETF (FDCF) at 4.28%. This indicates that GAMR's price experiences larger fluctuations and is considered to be riskier than FDCF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GAMR	FDCF	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.88%	4.28%	+1.60%
Volatility (6M) Calculated over the trailing 6-month period	17.37%	13.98%	+3.39%
Volatility (1Y) Calculated over the trailing 1-year period	22.32%	18.36%	+3.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.35%	20.58%	+3.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.27%	20.58%	+3.69%

GAMR vs. FDCF - Expense Ratio Comparison

GAMR has a 0.59% expense ratio, which is higher than FDCF's 0.50% expense ratio.

Dividends

GAMR vs. FDCF - Dividend Comparison

GAMR's dividend yield for the trailing twelve months is around 0.50%, more than FDCF's 0.03% yield.

Position	TTM	2025	2024	2023
FDCF Fidelity Disruptive Communications ETF	0.03%	0.09%	0.25%	0.19%
GAMR Amplify Video Game Leaders ETF	0.50%	0.52%	0.63%	0.00%

Frequently Asked Questions

Can I hold both GAMR and FDCF in my portfolio?

GAMR and FDCF have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GAMR or FDCF?

GAMR has higher volatility (5.88%) compared to FDCF (4.28%). In terms of maximum drawdown, GAMR dropped -55.37% vs FDCF's -22.53%.

Which ETF is better, GAMR or FDCF?

On 1-year performance, FDCF leads with 23.52% vs 19.82% for GAMR. On fees, FDCF is cheaper at 0.50% per year. On volatility, FDCF has been the lower-risk option at 4.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GAMR or FDCF?

Over the 1-year period, FDCF has performed better with a 23.52% return vs 19.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GAMR or FDCF?

FDCF is cheaper with a 0.50% expense ratio, compared with 0.59% for GAMR.

Which ETF pays a higher dividend yield, GAMR or FDCF?

GAMR has the higher dividend yield at 0.50%, compared with 0.03% for FDCF.

What is the main difference between GAMR and FDCF?

GAMR is categorized as Gaming, while FDCF is Communications Equities. They also come from different issuers: Amplify and Fidelity. Their fees differ too: 0.59% for GAMR and 0.50% for FDCF.

Which has better risk-adjusted returns?

FDCF currently has the higher Sharpe Ratio (1.29 vs 0.89), 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.