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TOTL vs. FTEC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

TOTL vs. FTEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR DoubleLine Total Return Tactical ETF (TOTL) and Fidelity MSCI Information Technology Index ETF (FTEC). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
3.68%
13.69%
TOTL
FTEC

Returns By Period

In the year-to-date period, TOTL achieves a 3.57% return, which is significantly lower than FTEC's 27.33% return.


TOTL

YTD

3.57%

1M

-1.30%

6M

3.57%

1Y

8.66%

5Y (annualized)

-0.06%

10Y (annualized)

N/A

FTEC

YTD

27.33%

1M

1.49%

6M

13.80%

1Y

33.48%

5Y (annualized)

22.65%

10Y (annualized)

20.46%

Key characteristics


TOTLFTEC
Sharpe Ratio1.401.67
Sortino Ratio2.042.21
Omega Ratio1.271.30
Calmar Ratio0.702.32
Martin Ratio6.198.34
Ulcer Index1.43%4.24%
Daily Std Dev6.34%21.15%
Max Drawdown-16.48%-34.95%
Current Drawdown-4.79%-2.09%

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TOTL vs. FTEC - Expense Ratio Comparison

TOTL has a 0.55% expense ratio, which is higher than FTEC's 0.08% expense ratio.


TOTL
SPDR DoubleLine Total Return Tactical ETF
Expense ratio chart for TOTL: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for FTEC: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Correlation

-0.50.00.51.00.0

The correlation between TOTL and FTEC is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

TOTL vs. FTEC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR DoubleLine Total Return Tactical ETF (TOTL) and Fidelity MSCI Information Technology Index ETF (FTEC). 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 TOTL, currently valued at 1.40, compared to the broader market0.002.004.006.001.401.67
The chart of Sortino ratio for TOTL, currently valued at 2.04, compared to the broader market-2.000.002.004.006.008.0010.0012.002.042.21
The chart of Omega ratio for TOTL, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.30
The chart of Calmar ratio for TOTL, currently valued at 0.70, compared to the broader market0.005.0010.0015.000.702.32
The chart of Martin ratio for TOTL, currently valued at 6.19, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.198.34
TOTL
FTEC

The current TOTL Sharpe Ratio is 1.40, which is comparable to the FTEC Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of TOTL and FTEC, 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 Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.40
1.67
TOTL
FTEC

Dividends

TOTL vs. FTEC - Dividend Comparison

TOTL's dividend yield for the trailing twelve months is around 5.20%, more than FTEC's 0.62% yield.


TTM20232022202120202019201820172016201520142013
TOTL
SPDR DoubleLine Total Return Tactical ETF
5.20%4.85%4.68%3.07%2.91%3.31%3.41%2.99%3.25%2.67%0.00%0.00%
FTEC
Fidelity MSCI Information Technology Index ETF
0.62%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%1.09%0.18%

Drawdowns

TOTL vs. FTEC - Drawdown Comparison

The maximum TOTL drawdown since its inception was -16.48%, smaller than the maximum FTEC drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for TOTL and FTEC. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.79%
-2.09%
TOTL
FTEC

Volatility

TOTL vs. FTEC - Volatility Comparison

The current volatility for SPDR DoubleLine Total Return Tactical ETF (TOTL) is 1.46%, while Fidelity MSCI Information Technology Index ETF (FTEC) has a volatility of 6.65%. This indicates that TOTL experiences smaller price fluctuations and is considered to be less risky than FTEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
1.46%
6.65%
TOTL
FTEC