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NVDQ vs. FFLG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NVDQ vs. FFLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-Rex 2X Inverse NVIDIA Daily Target ETF (NVDQ) and Fidelity Fundamental Large Cap Growth ETF (FFLG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NVDQ achieves a -38.57% return, which is significantly lower than FFLG's 17.03% return.


NVDQ

1D
-3.82%
1M
-23.21%
YTD
-38.57%
6M
-41.67%
1Y
-69.65%
3Y*
5Y*
10Y*

FFLG

1D
0.46%
1M
6.72%
YTD
17.03%
6M
16.08%
1Y
38.91%
3Y*
29.35%
5Y*
12.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVDQ vs. FFLG - Yearly Performance Comparison


2026 (YTD)202520242023
NVDQ
T-Rex 2X Inverse NVIDIA Daily Target ETF
-38.57%-74.63%-93.80%-30.70%
FFLG
Fidelity Fundamental Large Cap Growth ETF
17.03%19.61%32.29%16.01%

Correlation

The correlation between NVDQ and FFLG is -0.72, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.72

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2023

-0.77

The correlation between NVDQ and FFLG has been stable across timeframes, ranging from -0.77 to -0.72 - a consistent structural relationship.

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Return for Risk

NVDQ vs. FFLG — Risk / Return Rank

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

NVDQ
NVDQ Risk / Return Rank: 11
Overall Rank
NVDQ Sharpe Ratio Rank: 11
Sharpe Ratio Rank
NVDQ Sortino Ratio Rank: 11
Sortino Ratio Rank
NVDQ Omega Ratio Rank: 11
Omega Ratio Rank
NVDQ Calmar Ratio Rank: 11
Calmar Ratio Rank
NVDQ Martin Ratio Rank: 22
Martin Ratio Rank

FFLG
FFLG Risk / Return Rank: 6161
Overall Rank
FFLG Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
FFLG Sortino Ratio Rank: 6161
Sortino Ratio Rank
FFLG Omega Ratio Rank: 6161
Omega Ratio Rank
FFLG Calmar Ratio Rank: 5757
Calmar Ratio Rank
FFLG Martin Ratio Rank: 6161
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.

NVDQ vs. FFLG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Inverse NVIDIA Daily Target ETF (NVDQ) and Fidelity Fundamental Large Cap Growth ETF (FFLG). 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.


NVDQFFLGDifference
Sharpe ratioReturn per unit of total volatility

-3.17

Sortino ratioReturn per unit of downside risk

-4.69

Omega ratioGain probability vs. loss probability

0.79

1.37

-0.57

Calmar ratioReturn relative to maximum drawdown

-0.95

2.75

-3.69

Martin ratioReturn relative to average drawdown

-1.43

10.74

-12.17

NVDQ vs. FFLG - Sharpe Ratio Comparison

The current NVDQ Sharpe Ratio is -1.03, which is lower than the FFLG Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of NVDQ and FFLG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


NVDQFFLGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.03

2.14

-3.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.89

0.44

-1.33

Drawdowns

NVDQ vs. FFLG - Drawdown Comparison

The maximum NVDQ drawdown since its inception was -99.45%, which is greater than FFLG's maximum drawdown of -44.52%. Use the drawdown chart below to compare losses from any high point for NVDQ and FFLG.


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Drawdown Indicators


NVDQFFLGDifference

Max Drawdown

Largest peak-to-trough decline

-99.45%

-44.52%

-54.93%

Max Drawdown (1Y)

Largest decline over 1 year

-73.67%

-14.23%

-59.44%

Max Drawdown (3Y)

Largest decline over 3 years

-26.72%

Max Drawdown (5Y)

Largest decline over 5 years

-44.52%

Current Drawdown

Current decline from peak

-99.38%

-0.44%

-98.94%

Average Drawdown

Average peak-to-trough decline

-88.22%

-14.26%

-73.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

48.77%

3.63%

+45.14%

Volatility

NVDQ vs. FFLG - Volatility Comparison

T-Rex 2X Inverse NVIDIA Daily Target ETF (NVDQ) has a higher volatility of 25.78% compared to Fidelity Fundamental Large Cap Growth ETF (FFLG) at 4.54%. This indicates that NVDQ's price experiences larger fluctuations and is considered to be riskier than FFLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVDQFFLGDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.78%

4.54%

+21.24%

Volatility (6M)

Calculated over the trailing 6-month period

51.89%

14.11%

+37.78%

Volatility (1Y)

Calculated over the trailing 1-year period

67.77%

18.28%

+49.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

95.47%

25.33%

+70.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.47%

25.38%

+70.09%

NVDQ vs. FFLG - Expense Ratio Comparison

NVDQ has a 1.05% expense ratio, which is higher than FFLG's 0.38% expense ratio.


Dividends

NVDQ vs. FFLG - Dividend Comparison

NVDQ's dividend yield for the trailing twelve months is around 0.42%, more than FFLG's 0.13% yield.


PositionTTM20252024202320222021
FFLG
Fidelity Fundamental Large Cap Growth ETF
0.13%0.14%0.09%0.00%1.50%0.55%
NVDQ
T-Rex 2X Inverse NVIDIA Daily Target ETF
0.42%0.26%4.59%11.60%0.00%0.00%

Frequently Asked Questions


NVDQ and FFLG have a correlation of -0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVDQ has higher volatility (25.78%) compared to FFLG (4.54%). In terms of maximum drawdown, NVDQ dropped -99.45% vs FFLG's -44.52%.

On 1-year performance, FFLG leads with 38.91% vs -69.65% for NVDQ. On fees, FFLG is cheaper at 0.38% per year. On volatility, FFLG has been the lower-risk option at 4.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FFLG has performed better with a 38.91% return vs -69.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FFLG is cheaper with a 0.38% expense ratio, compared with 1.05% for NVDQ.

NVDQ has the higher dividend yield at 0.42%, compared with 0.13% for FFLG.

NVDQ is categorized as Inverse Equities, while FFLG is Large Cap Growth Equities. They also come from different issuers: T-Rex and Fidelity. Their fees differ too: 1.05% for NVDQ and 0.38% for FFLG.

FFLG currently has the higher Sharpe Ratio (2.14 vs -1.03), 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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