PortfoliosLab logoPortfoliosLab logo
TFNS vs. FDFF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TFNS vs. FDFF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Financials ETF (TFNS) and Fidelity Disruptive Finance ETF (FDFF). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TFNS vs. FDFF - Yearly Performance Comparison


2026 (YTD)2025
TFNS
T. Rowe Price Financials ETF
-8.68%10.41%
FDFF
Fidelity Disruptive Finance ETF
-12.07%-5.24%

Returns By Period

In the year-to-date period, TFNS achieves a -8.68% return, which is significantly higher than FDFF's -12.07% return.


TFNS

1D
2.15%
1M
-3.39%
YTD
-8.68%
6M
-5.01%
1Y
3Y*
5Y*
10Y*

FDFF

1D
2.62%
1M
-4.44%
YTD
-12.07%
6M
-13.30%
1Y
-9.61%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TFNS vs. FDFF - Expense Ratio Comparison

TFNS has a 0.44% expense ratio, which is lower than FDFF's 0.50% expense ratio.


Return for Risk

TFNS vs. FDFF — Risk / Return Rank

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

TFNS

FDFF
FDFF Risk / Return Rank: 44
Overall Rank
FDFF Sharpe Ratio Rank: 55
Sharpe Ratio Rank
FDFF Sortino Ratio Rank: 44
Sortino Ratio Rank
FDFF Omega Ratio Rank: 44
Omega Ratio Rank
FDFF Calmar Ratio Rank: 55
Calmar Ratio Rank
FDFF Martin Ratio Rank: 44
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.

TFNS vs. FDFF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Financials ETF (TFNS) and Fidelity Disruptive Finance ETF (FDFF). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TFNS vs. FDFF - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


TFNSFDFFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.47

-0.40

Correlation

The correlation between TFNS and FDFF is 0.80, 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.


Dividends

TFNS vs. FDFF - Dividend Comparison

TFNS's dividend yield for the trailing twelve months is around 0.54%, less than FDFF's 1.03% yield.


TTM202520242023
TFNS
T. Rowe Price Financials ETF
0.54%0.49%0.00%0.00%
FDFF
Fidelity Disruptive Finance ETF
1.03%0.86%0.70%0.27%

Drawdowns

TFNS vs. FDFF - Drawdown Comparison

The maximum TFNS drawdown since its inception was -14.00%, smaller than the maximum FDFF drawdown of -23.06%. Use the drawdown chart below to compare losses from any high point for TFNS and FDFF.


Loading graphics...

Drawdown Indicators


TFNSFDFFDifference

Max Drawdown

Largest peak-to-trough decline

-14.00%

-23.06%

+9.06%

Max Drawdown (1Y)

Largest decline over 1 year

-22.31%

Current Drawdown

Current decline from peak

-11.23%

-20.14%

+8.91%

Average Drawdown

Average peak-to-trough decline

-3.10%

-5.77%

+2.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.19%

Volatility

TFNS vs. FDFF - Volatility Comparison


Loading graphics...

Volatility by Period


TFNSFDFFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

Volatility (6M)

Calculated over the trailing 6-month period

14.20%

Volatility (1Y)

Calculated over the trailing 1-year period

15.50%

22.46%

-6.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.50%

19.04%

-3.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.50%

19.04%

-3.54%