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SHOC vs. FBCG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

SHOC vs. FBCG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive U.S. Semiconductor ETF (SHOC) and Fidelity Blue Chip Growth ETF (FBCG). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-2.83%
12.56%
SHOC
FBCG

Returns By Period

In the year-to-date period, SHOC achieves a 17.22% return, which is significantly lower than FBCG's 36.22% return.


SHOC

YTD

17.22%

1M

-1.52%

6M

-1.11%

1Y

32.01%

5Y (annualized)

N/A

10Y (annualized)

N/A

FBCG

YTD

36.22%

1M

2.53%

6M

13.95%

1Y

43.21%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


SHOCFBCG
Sharpe Ratio0.942.24
Sortino Ratio1.402.92
Omega Ratio1.181.40
Calmar Ratio1.272.86
Martin Ratio3.0910.80
Ulcer Index10.54%4.07%
Daily Std Dev34.56%19.60%
Max Drawdown-25.71%-43.56%
Current Drawdown-15.26%-1.84%

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SHOC vs. FBCG - Expense Ratio Comparison

SHOC has a 0.40% expense ratio, which is lower than FBCG's 0.59% expense ratio.


FBCG
Fidelity Blue Chip Growth ETF
Expense ratio chart for FBCG: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for SHOC: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Correlation

-0.50.00.51.00.9

The correlation between SHOC and FBCG is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

SHOC vs. FBCG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive U.S. Semiconductor ETF (SHOC) and Fidelity Blue Chip Growth ETF (FBCG). 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.


Sharpe ratio
The chart of Sharpe ratio for SHOC, currently valued at 0.94, compared to the broader market0.002.004.000.942.24
The chart of Sortino ratio for SHOC, currently valued at 1.40, compared to the broader market-2.000.002.004.006.008.0010.001.402.92
The chart of Omega ratio for SHOC, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.40
The chart of Calmar ratio for SHOC, currently valued at 1.27, compared to the broader market0.005.0010.0015.001.272.86
The chart of Martin ratio for SHOC, currently valued at 3.09, compared to the broader market0.0020.0040.0060.0080.00100.003.0910.80
SHOC
FBCG

The current SHOC Sharpe Ratio is 0.94, which is lower than the FBCG Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of SHOC and FBCG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
0.94
2.24
SHOC
FBCG

Dividends

SHOC vs. FBCG - Dividend Comparison

SHOC's dividend yield for the trailing twelve months is around 0.41%, more than FBCG's 0.02% yield.


TTM2023202220212020
SHOC
Strive U.S. Semiconductor ETF
0.41%0.65%0.24%0.00%0.00%
FBCG
Fidelity Blue Chip Growth ETF
0.02%0.02%0.00%0.00%0.01%

Drawdowns

SHOC vs. FBCG - Drawdown Comparison

The maximum SHOC drawdown since its inception was -25.71%, smaller than the maximum FBCG drawdown of -43.56%. Use the drawdown chart below to compare losses from any high point for SHOC and FBCG. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-15.26%
-1.84%
SHOC
FBCG

Volatility

SHOC vs. FBCG - Volatility Comparison

Strive U.S. Semiconductor ETF (SHOC) has a higher volatility of 8.68% compared to Fidelity Blue Chip Growth ETF (FBCG) at 5.79%. This indicates that SHOC's price experiences larger fluctuations and is considered to be riskier than FBCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
8.68%
5.79%
SHOC
FBCG