LX vs. FDIS

Last updated Jun 13, 2026

LX (LexinFintech Holdings Ltd.) is a stock, while FDIS (Fidelity MSCI Consumer Discretionary Index ETF) is Consumer Discretionary Equities fund tracking the MSCI USA IMI Consumer Discretionary Index. Over the past 5 years, LX returned -25.08%/yr vs 6.04%/yr for FDIS. At a 0.34 correlation, their price movements are largely independent.

Performance

LX vs. FDIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LexinFintech Holdings Ltd. (LX) and Fidelity MSCI Consumer Discretionary Index ETF (FDIS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LX achieves a -29.42% return, which is significantly lower than FDIS's 0.01% return.

LX

• 1D: -1.85%
• 1M: 2.42%
• YTD: -29.42%
• 6M: -29.21%
• 1Y: -67.64%
• 3Y*: 6.33%
• 5Y*: -25.08%
• 10Y*: —

FDIS

• 1D: 0.20%
• 1M: 0.19%
• YTD: 0.01%
• 6M: -1.14%
• 1Y: 11.18%
• 3Y*: 13.37%
• 5Y*: 6.04%
• 10Y*: 13.98%

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

LX vs. FDIS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LX LexinFintech Holdings Ltd.	-29.42%	-40.97%	242.61%	6.40%	-50.78%	-42.39%	-51.76%	91.59%	-47.84%	1,077.97%
FDIS Fidelity MSCI Consumer Discretionary Index ETF	0.01%	5.67%	24.43%	40.48%	-35.23%	24.25%	49.50%	27.44%	-0.88%	-0.05%

Correlation

The correlation between LX and FDIS is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.26
Correlation (3Y) Calculated over the trailing 3-year period	0.31
Correlation (5Y) Calculated over the trailing 5-year period	0.36
Correlation (All Time) Calculated using the full available price history since Dec 21, 2017	0.34

Return for Risk

LX vs. FDIS — Risk / Return Rank

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

LX

LX Risk / Return Rank: 5
LX Sharpe Ratio Rank: 4
LX Sortino Ratio Rank: 3
LX Omega Ratio Rank: 3
LX Calmar Ratio Rank: 5
LX Martin Ratio Rank: 11

FDIS

FDIS Risk / Return Rank: 20
FDIS Sharpe Ratio Rank: 21
FDIS Sortino Ratio Rank: 20
FDIS Omega Ratio Rank: 19
FDIS Calmar Ratio Rank: 19
FDIS Martin Ratio Rank: 21

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.

LX vs. FDIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LexinFintech Holdings Ltd. (LX) and Fidelity MSCI Consumer Discretionary Index ETF (FDIS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	LX	FDIS	Difference
Sharpe ratio: Return per unit of total volatility	-1.06	0.61	-1.67
Sortino ratio: Return per unit of downside risk	-2.01	0.97	-2.98
Omega ratio: Gain probability vs. loss probability	0.76	1.11	-0.35
Calmar ratio: Return relative to maximum drawdown	-0.94	0.72	-1.66
Martin ratio: Return relative to average drawdown	-1.34	2.24	-3.58

LX vs. FDIS - Sharpe Ratio Comparison

The current LX Sharpe Ratio is -1.06, which is lower than the FDIS Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of LX and FDIS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LX vs. FDIS - Drawdown Comparison

The maximum LX drawdown since its inception was -93.19%, which is greater than FDIS's maximum drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for LX and FDIS.

Drawdown Indicators

	LX	FDIS	Difference
Max Drawdown Largest peak-to-trough decline	-93.19%	-39.16%	-54.03%
Max Drawdown (1Y) Largest decline over 1 year	-72.18%	-15.50%	-56.68%
Max Drawdown (3Y) Largest decline over 3 years	-81.04%	-27.43%	-53.61%
Max Drawdown (5Y) Largest decline over 5 years	-90.23%	-39.16%	-51.07%
Max Drawdown (10Y) Largest decline over 10 years	—	-39.16%	—
Current Drawdown Current decline from peak	-84.89%	-4.58%	-80.31%
Average Drawdown Average peak-to-trough decline	-63.34%	-7.49%	-55.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	50.31%	5.01%	+45.30%

Volatility

LX vs. FDIS - Volatility Comparison

LexinFintech Holdings Ltd. (LX) has a higher volatility of 23.05% compared to Fidelity MSCI Consumer Discretionary Index ETF (FDIS) at 6.19%. This indicates that LX's price experiences larger fluctuations and is considered to be riskier than FDIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LX	FDIS	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.05%	6.19%	+16.86%
Volatility (6M) Calculated over the trailing 6-month period	36.74%	13.44%	+23.30%
Volatility (1Y) Calculated over the trailing 1-year period	63.68%	18.52%	+45.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	73.61%	23.92%	+49.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	323.10%	22.32%	+300.78%

Dividends

LX vs. FDIS - Dividend Comparison

LX's dividend yield for the trailing twelve months is around 18.02%, more than FDIS's 0.73% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FDIS Fidelity MSCI Consumer Discretionary Index ETF	0.73%	0.75%	0.69%	0.78%	1.00%	0.58%	0.59%	1.14%	1.29%	1.00%	1.62%	1.25%
LX LexinFintech Holdings Ltd.	18.02%	9.30%	2.38%	11.85%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LX and FDIS in my portfolio?

LX and FDIS have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LX or FDIS?

LX has higher volatility (23.05%) compared to FDIS (6.19%). In terms of maximum drawdown, LX dropped -93.19% vs FDIS's -39.16%.

Which has better risk-adjusted returns?

FDIS currently has the higher Sharpe Ratio (0.61 vs -1.06), 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.