PortfoliosLab logoPortfoliosLab logo
IDE vs. FIDU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IDE vs. FIDU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Infrastructure, Industrials and Materials Fund (IDE) and Fidelity MSCI Industrials Index ETF (FIDU). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IDE vs. FIDU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IDE
Voya Infrastructure, Industrials and Materials Fund
2.94%35.77%11.96%22.04%-16.54%26.27%-1.06%13.49%-24.48%39.58%
FIDU
Fidelity MSCI Industrials Index ETF
5.22%18.61%16.51%22.62%-8.36%20.96%13.72%30.69%-13.85%22.22%

Returns By Period

In the year-to-date period, IDE achieves a 2.94% return, which is significantly lower than FIDU's 5.22% return. Over the past 10 years, IDE has underperformed FIDU with an annualized return of 10.79%, while FIDU has yielded a comparatively higher 13.49% annualized return.


IDE

1D
2.38%
1M
-11.99%
YTD
2.94%
6M
7.90%
1Y
31.54%
3Y*
21.97%
5Y*
10.77%
10Y*
10.79%

FIDU

1D
3.42%
1M
-8.29%
YTD
5.22%
6M
6.09%
1Y
27.77%
3Y*
19.43%
5Y*
12.06%
10Y*
13.49%
*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.


IDE vs. FIDU - Expense Ratio Comparison

IDE has a 0.01% expense ratio, which is lower than FIDU's 0.08% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

IDE vs. FIDU — Risk / Return Rank

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

IDE
IDE Risk / Return Rank: 8686
Overall Rank
IDE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IDE Sortino Ratio Rank: 8585
Sortino Ratio Rank
IDE Omega Ratio Rank: 8787
Omega Ratio Rank
IDE Calmar Ratio Rank: 8686
Calmar Ratio Rank
IDE Martin Ratio Rank: 8282
Martin Ratio Rank

FIDU
FIDU Risk / Return Rank: 8080
Overall Rank
FIDU Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FIDU Sortino Ratio Rank: 7979
Sortino Ratio Rank
FIDU Omega Ratio Rank: 7676
Omega Ratio Rank
FIDU Calmar Ratio Rank: 8383
Calmar Ratio Rank
FIDU Martin Ratio Rank: 8383
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.

IDE vs. FIDU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Infrastructure, Industrials and Materials Fund (IDE) and Fidelity MSCI Industrials Index ETF (FIDU). 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.


IDEFIDUDifference

Sharpe ratio

Return per unit of total volatility

1.75

1.36

+0.39

Sortino ratio

Return per unit of downside risk

2.25

1.97

+0.27

Omega ratio

Gain probability vs. loss probability

1.38

1.27

+0.10

Calmar ratio

Return relative to maximum drawdown

2.23

2.26

-0.03

Martin ratio

Return relative to average drawdown

8.18

8.87

-0.69

IDE vs. FIDU - Sharpe Ratio Comparison

The current IDE Sharpe Ratio is 1.75, which is comparable to the FIDU Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of IDE and FIDU, 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


IDEFIDUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

1.36

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.67

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.67

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.63

-0.27

Correlation

The correlation between IDE and FIDU is 0.61, 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.


Dividends

IDE vs. FIDU - Dividend Comparison

IDE's dividend yield for the trailing twelve months is around 10.42%, more than FIDU's 1.04% yield.


TTM20252024202320222021202020192018201720162015
IDE
Voya Infrastructure, Industrials and Materials Fund
10.42%10.57%12.11%9.00%9.99%7.58%8.89%9.02%16.46%6.88%10.67%12.56%
FIDU
Fidelity MSCI Industrials Index ETF
1.04%1.02%1.42%1.42%1.48%1.12%1.28%1.73%1.99%1.60%1.63%1.98%

Drawdowns

IDE vs. FIDU - Drawdown Comparison

The maximum IDE drawdown since its inception was -52.43%, which is greater than FIDU's maximum drawdown of -42.31%. Use the drawdown chart below to compare losses from any high point for IDE and FIDU.


Loading graphics...

Drawdown Indicators


IDEFIDUDifference

Max Drawdown

Largest peak-to-trough decline

-52.43%

-42.31%

-10.12%

Max Drawdown (1Y)

Largest decline over 1 year

-14.34%

-12.53%

-1.81%

Max Drawdown (5Y)

Largest decline over 5 years

-30.52%

-22.87%

-7.65%

Max Drawdown (10Y)

Largest decline over 10 years

-52.43%

-42.31%

-10.12%

Current Drawdown

Current decline from peak

-12.30%

-9.23%

-3.07%

Average Drawdown

Average peak-to-trough decline

-11.39%

-4.84%

-6.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.90%

3.19%

+0.71%

Volatility

IDE vs. FIDU - Volatility Comparison

Voya Infrastructure, Industrials and Materials Fund (IDE) and Fidelity MSCI Industrials Index ETF (FIDU) have volatilities of 7.32% and 7.00%, 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


IDEFIDUDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.32%

7.00%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

10.90%

12.55%

-1.65%

Volatility (1Y)

Calculated over the trailing 1-year period

18.09%

20.44%

-2.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.19%

18.07%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.86%

20.19%

+0.67%