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VYGR vs. FMED
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VYGR vs. FMED - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voyager Therapeutics, Inc. (VYGR) and Fidelity Disruptive Medicine ETF (FMED). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VYGR achieves a -5.34% return, which is significantly lower than FMED's -3.44% return.


VYGR

1D
0.00%
1M
-2.11%
YTD
-5.34%
6M
-11.64%
1Y
25.25%
3Y*
-32.19%
5Y*
-3.21%
10Y*
-11.43%

FMED

1D
0.07%
1M
5.53%
YTD
-3.44%
6M
-5.57%
1Y
12.20%
3Y*
1.62%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VYGR vs. FMED - Yearly Performance Comparison


2026 (YTD)202520242023
VYGR
Voyager Therapeutics, Inc.
-5.34%-30.69%-32.82%-34.93%
FMED
Fidelity Disruptive Medicine ETF
-3.44%9.69%2.29%-3.59%

Correlation

The correlation between VYGR and FMED is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2023

0.50

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Return for Risk

VYGR vs. FMED — Risk / Return Rank

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

VYGR
VYGR Risk / Return Rank: 5656
Overall Rank
VYGR Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
VYGR Sortino Ratio Rank: 5757
Sortino Ratio Rank
VYGR Omega Ratio Rank: 5454
Omega Ratio Rank
VYGR Calmar Ratio Rank: 5757
Calmar Ratio Rank
VYGR Martin Ratio Rank: 5555
Martin Ratio Rank

FMED
FMED Risk / Return Rank: 1818
Overall Rank
FMED Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
FMED Sortino Ratio Rank: 2020
Sortino Ratio Rank
FMED Omega Ratio Rank: 1818
Omega Ratio Rank
FMED Calmar Ratio Rank: 1717
Calmar Ratio Rank
FMED 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.

VYGR vs. FMED - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voyager Therapeutics, Inc. (VYGR) and Fidelity Disruptive Medicine ETF (FMED). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VYGRFMEDDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.12

1.12

0.00

Calmar ratioReturn relative to maximum drawdown

0.67

0.67

0.00

Martin ratioReturn relative to average drawdown

1.18

1.46

-0.28

VYGR vs. FMED - Sharpe Ratio Comparison

The current VYGR Sharpe Ratio is 0.39, which is lower than the FMED Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of VYGR and FMED, 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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Drawdowns

VYGR vs. FMED - Drawdown Comparison

The maximum VYGR drawdown since its inception was -92.11%, which is greater than FMED's maximum drawdown of -21.84%. Use the drawdown chart below to compare losses from any high point for VYGR and FMED.


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Drawdown Indicators


VYGRFMEDDifference

Max Drawdown

Largest peak-to-trough decline

-92.11%

-21.84%

-70.27%

Max Drawdown (1Y)

Largest decline over 1 year

-37.71%

-18.33%

-19.38%

Max Drawdown (3Y)

Largest decline over 3 years

-77.12%

-21.84%

-55.28%

Max Drawdown (5Y)

Largest decline over 5 years

-80.49%

Max Drawdown (10Y)

Largest decline over 10 years

-92.11%

Current Drawdown

Current decline from peak

-88.12%

-9.41%

-78.71%

Average Drawdown

Average peak-to-trough decline

-66.94%

-7.10%

-59.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.39%

8.36%

+13.03%

Volatility

VYGR vs. FMED - Volatility Comparison

Voyager Therapeutics, Inc. (VYGR) has a higher volatility of 15.00% compared to Fidelity Disruptive Medicine ETF (FMED) at 6.55%. This indicates that VYGR's price experiences larger fluctuations and is considered to be riskier than FMED based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VYGRFMEDDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.00%

6.55%

+8.45%

Volatility (6M)

Calculated over the trailing 6-month period

43.80%

15.01%

+28.79%

Volatility (1Y)

Calculated over the trailing 1-year period

65.00%

19.29%

+45.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

80.84%

18.54%

+62.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

75.81%

18.54%

+57.27%

Dividends

VYGR vs. FMED - Dividend Comparison

Neither VYGR nor FMED has paid dividends to shareholders.


PositionTTM20252024
FMED
Fidelity Disruptive Medicine ETF
0.00%0.00%0.46%
VYGR
Voyager Therapeutics, Inc.
0.00%0.00%0.00%

Frequently Asked Questions


VYGR and FMED have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VYGR has higher volatility (15.00%) compared to FMED (6.55%). In terms of maximum drawdown, VYGR dropped -92.11% vs FMED's -21.84%.

FMED currently has the higher Sharpe Ratio (0.64 vs 0.39), 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.

Portfolio Optimizer

Find the right allocation for VYGR and FMED

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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