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HACK vs. FEATX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HACK and FEATX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

HACK vs. FEATX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETFMG Prime Cyber Security ETF (HACK) and Fidelity Advisor Emerging Asia Fund Class M (FEATX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

HACK:

1.14

FEATX:

0.98

Sortino Ratio

HACK:

1.73

FEATX:

1.50

Omega Ratio

HACK:

1.24

FEATX:

1.19

Calmar Ratio

HACK:

1.39

FEATX:

0.44

Martin Ratio

HACK:

4.88

FEATX:

3.58

Ulcer Index

HACK:

6.25%

FEATX:

5.82%

Daily Std Dev

HACK:

25.65%

FEATX:

21.33%

Max Drawdown

HACK:

-42.68%

FEATX:

-64.55%

Current Drawdown

HACK:

-3.40%

FEATX:

-34.42%

Returns By Period

In the year-to-date period, HACK achieves a 7.40% return, which is significantly lower than FEATX's 9.05% return. Over the past 10 years, HACK has outperformed FEATX with an annualized return of 10.83%, while FEATX has yielded a comparatively lower 4.27% annualized return.


HACK

YTD

7.40%

1M

12.52%

6M

7.24%

1Y

29.01%

5Y*

14.34%

10Y*

10.83%

FEATX

YTD

9.05%

1M

12.20%

6M

4.99%

1Y

20.83%

5Y*

4.35%

10Y*

4.27%

*Annualized

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HACK vs. FEATX - Expense Ratio Comparison

HACK has a 0.60% expense ratio, which is lower than FEATX's 1.45% expense ratio.


Risk-Adjusted Performance

HACK vs. FEATX — Risk-Adjusted Performance Rank

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

HACK
The Risk-Adjusted Performance Rank of HACK is 8686
Overall Rank
The Sharpe Ratio Rank of HACK is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of HACK is 8686
Sortino Ratio Rank
The Omega Ratio Rank of HACK is 8585
Omega Ratio Rank
The Calmar Ratio Rank of HACK is 8888
Calmar Ratio Rank
The Martin Ratio Rank of HACK is 8484
Martin Ratio Rank

FEATX
The Risk-Adjusted Performance Rank of FEATX is 7575
Overall Rank
The Sharpe Ratio Rank of FEATX is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of FEATX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of FEATX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of FEATX is 5555
Calmar Ratio Rank
The Martin Ratio Rank of FEATX is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HACK vs. FEATX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFMG Prime Cyber Security ETF (HACK) and Fidelity Advisor Emerging Asia Fund Class M (FEATX). 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.


The current HACK Sharpe Ratio is 1.14, which is comparable to the FEATX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of HACK and FEATX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

HACK vs. FEATX - Dividend Comparison

HACK's dividend yield for the trailing twelve months is around 0.13%, while FEATX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
HACK
ETFMG Prime Cyber Security ETF
0.13%0.14%0.21%0.24%0.26%1.11%0.14%0.09%0.01%1.23%0.00%0.00%
FEATX
Fidelity Advisor Emerging Asia Fund Class M
0.00%0.00%0.00%0.00%13.43%6.70%5.07%6.24%0.36%0.89%1.84%6.24%

Drawdowns

HACK vs. FEATX - Drawdown Comparison

The maximum HACK drawdown since its inception was -42.68%, smaller than the maximum FEATX drawdown of -64.55%. Use the drawdown chart below to compare losses from any high point for HACK and FEATX. For additional features, visit the drawdowns tool.


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Volatility

HACK vs. FEATX - Volatility Comparison

ETFMG Prime Cyber Security ETF (HACK) has a higher volatility of 6.84% compared to Fidelity Advisor Emerging Asia Fund Class M (FEATX) at 5.36%. This indicates that HACK's price experiences larger fluctuations and is considered to be riskier than FEATX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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