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ONEQ vs. FETH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ONEQ vs. FETH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity NASDAQ Composite Index Tracking Stock (ONEQ) and Fidelity Ethereum Fund (FETH). The values are adjusted to include any dividend payments, if applicable.

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ONEQ vs. FETH - Yearly Performance Comparison


2026 (YTD)20252024
ONEQ
Fidelity NASDAQ Composite Index Tracking Stock
-6.77%20.89%7.78%
FETH
Fidelity Ethereum Fund
-29.48%-11.37%-3.61%

Returns By Period

In the year-to-date period, ONEQ achieves a -6.77% return, which is significantly higher than FETH's -29.48% return.


ONEQ

1D
3.78%
1M
-4.49%
YTD
-6.77%
6M
-4.24%
1Y
25.78%
3Y*
21.89%
5Y*
11.02%
10Y*
17.18%

FETH

1D
3.67%
1M
8.89%
YTD
-29.48%
6M
-49.75%
1Y
14.41%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ONEQ vs. FETH - Expense Ratio Comparison

ONEQ has a 0.21% expense ratio, which is higher than FETH's 0.00% expense ratio. However, 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

ONEQ vs. FETH — Risk / Return Rank

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

ONEQ
ONEQ Risk / Return Rank: 7272
Overall Rank
ONEQ Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ONEQ Sortino Ratio Rank: 7272
Sortino Ratio Rank
ONEQ Omega Ratio Rank: 7171
Omega Ratio Rank
ONEQ Calmar Ratio Rank: 7878
Calmar Ratio Rank
ONEQ Martin Ratio Rank: 7474
Martin Ratio Rank

FETH
FETH Risk / Return Rank: 2121
Overall Rank
FETH Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
FETH Sortino Ratio Rank: 3131
Sortino Ratio Rank
FETH Omega Ratio Rank: 2626
Omega Ratio Rank
FETH Calmar Ratio Rank: 1717
Calmar Ratio Rank
FETH Martin Ratio Rank: 1515
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.

ONEQ vs. FETH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity NASDAQ Composite Index Tracking Stock (ONEQ) and Fidelity Ethereum Fund (FETH). 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.


ONEQFETHDifference

Sharpe ratio

Return per unit of total volatility

1.12

0.19

+0.92

Sortino ratio

Return per unit of downside risk

1.72

0.84

+0.88

Omega ratio

Gain probability vs. loss probability

1.25

1.10

+0.15

Calmar ratio

Return relative to maximum drawdown

1.95

0.19

+1.76

Martin ratio

Return relative to average drawdown

7.24

0.38

+6.86

ONEQ vs. FETH - Sharpe Ratio Comparison

The current ONEQ Sharpe Ratio is 1.12, which is higher than the FETH Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of ONEQ and FETH, 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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Sharpe Ratios by Period


ONEQFETHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

0.19

+0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

-0.35

+0.95

Correlation

The correlation between ONEQ and FETH is 0.54, 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

ONEQ vs. FETH - Dividend Comparison

ONEQ's dividend yield for the trailing twelve months is around 0.83%, while FETH has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
ONEQ
Fidelity NASDAQ Composite Index Tracking Stock
0.83%0.54%0.65%0.71%0.97%0.54%0.71%2.51%1.08%0.84%1.12%1.04%
FETH
Fidelity Ethereum Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ONEQ vs. FETH - Drawdown Comparison

The maximum ONEQ drawdown since its inception was -55.09%, smaller than the maximum FETH drawdown of -64.00%. Use the drawdown chart below to compare losses from any high point for ONEQ and FETH.


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Drawdown Indicators


ONEQFETHDifference

Max Drawdown

Largest peak-to-trough decline

-55.09%

-64.00%

+8.91%

Max Drawdown (1Y)

Largest decline over 1 year

-13.13%

-61.74%

+48.61%

Max Drawdown (5Y)

Largest decline over 5 years

-35.23%

Max Drawdown (10Y)

Largest decline over 10 years

-35.23%

Current Drawdown

Current decline from peak

-9.34%

-56.86%

+47.52%

Average Drawdown

Average peak-to-trough decline

-8.01%

-30.47%

+22.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

30.48%

-26.95%

Volatility

ONEQ vs. FETH - Volatility Comparison

The current volatility for Fidelity NASDAQ Composite Index Tracking Stock (ONEQ) is 6.93%, while Fidelity Ethereum Fund (FETH) has a volatility of 19.25%. This indicates that ONEQ experiences smaller price fluctuations and is considered to be less risky than FETH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ONEQFETHDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.93%

19.25%

-12.32%

Volatility (6M)

Calculated over the trailing 6-month period

12.90%

53.53%

-40.63%

Volatility (1Y)

Calculated over the trailing 1-year period

23.22%

75.83%

-52.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.16%

74.85%

-52.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.67%

74.85%

-53.18%