MPTI vs. FDIS
MPTI (M-tron Industries Inc) 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 3 years, MPTI returned 117.03%/yr vs 13.37%/yr for FDIS. At a 0.23 correlation, their price movements are largely independent.
Performance
MPTI vs. FDIS - Performance Comparison
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Returns By Period
In the year-to-date period, MPTI achieves a 85.29% return, which is significantly higher than FDIS's 0.01% return.
MPTI
- 1D
- 2.35%
- 1M
- 24.19%
- YTD
- 85.29%
- 6M
- 82.95%
- 1Y
- 117.54%
- 3Y*
- 117.03%
- 5Y*
- —
- 10Y*
- —
FDIS
- 1D
- 0.20%
- 1M
- 2.10%
- YTD
- 0.01%
- 6M
- -1.14%
- 1Y
- 12.39%
- 3Y*
- 13.37%
- 5Y*
- 6.04%
- 10Y*
- 13.98%
MPTI vs. FDIS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MPTI M-tron Industries Inc | 85.29% | 31.87% | 35.66% | 308.00% | 9.37% |
FDIS Fidelity MSCI Consumer Discretionary Index ETF | 0.01% | 5.67% | 24.43% | 40.48% | -6.65% |
Correlation
The correlation between MPTI and FDIS is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2022 | 0.23 |
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Return for Risk
MPTI vs. FDIS — Risk / Return Rank
MPTI
FDIS
MPTI vs. FDIS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for M-tron Industries Inc (MPTI) 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.
| MPTI | FDIS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.48 | ||
| Sortino ratioReturn per unit of downside risk | +1.71 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.11 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 4.97 | 0.72 | +4.24 |
| Martin ratioReturn relative to average drawdown | 12.96 | 2.24 | +10.72 |
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Drawdowns
MPTI vs. FDIS - Drawdown Comparison
The maximum MPTI drawdown since its inception was -49.99%, which is greater than FDIS's maximum drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for MPTI and FDIS.
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Drawdown Indicators
| MPTI | FDIS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.99% | -39.16% | -10.83% |
Max Drawdown (1Y)Largest decline over 1 year | -23.16% | -15.50% | -7.66% |
Max Drawdown (3Y)Largest decline over 3 years | -49.99% | -27.43% | -22.56% |
Max Drawdown (5Y)Largest decline over 5 years | — | -39.16% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.16% | — |
Current DrawdownCurrent decline from peak | 0.00% | -4.58% | +4.58% |
Average DrawdownAverage peak-to-trough decline | -18.76% | -7.49% | -11.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.85% | 5.01% | +3.84% |
Volatility
MPTI vs. FDIS - Volatility Comparison
M-tron Industries Inc (MPTI) has a higher volatility of 10.93% compared to Fidelity MSCI Consumer Discretionary Index ETF (FDIS) at 6.19%. This indicates that MPTI'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.
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Volatility by Period
| MPTI | FDIS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.93% | 6.19% | +4.74% |
Volatility (6M)Calculated over the trailing 6-month period | 39.83% | 13.44% | +26.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.21% | 18.52% | +36.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 77.77% | 23.92% | +53.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 77.77% | 22.32% | +55.45% |
Dividends
MPTI vs. FDIS - Dividend Comparison
MPTI has not paid dividends to shareholders, while FDIS's dividend yield for the trailing twelve months is around 0.73%.
| 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% |
MPTI M-tron Industries Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MPTI and FDIS have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MPTI has higher volatility (10.93%) compared to FDIS (6.19%). In terms of maximum drawdown, MPTI dropped -49.99% vs FDIS's -39.16%.
MPTI currently has the higher Sharpe Ratio (2.08 vs 0.61), 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.
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