FCLO vs SDMF

Comparison between FIDELITY CLO ETF (FCLO, ETF) and SIMPLIFY DBI CTA MANAGED FUTURES INDEX ETF (SDMF, ETF).

FCLO vs SDMF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FCLO(ETF)	SDMF(ETF)
Net Assets	$26M	$26M
Expense Ratio	N/A	0.35%
Max Drawdown	0.68%	6.23%
Sharpe Ratio	1.24	-0.01
5Y Beta	0.01	0.09

Net Assets

FCLO

$26M

Winner

SDMF

$26M

Expense Ratio

FCLO

N/A

SDMF

0.35%

Max Drawdown

Winner

FCLO

0.68%

SDMF

6.23%

Sharpe Ratio

Winner

FCLO

1.24

SDMF

-0.01

5Y Beta

Winner

FCLO

0.01

SDMF

0.09

FCLO vs SDMF - Historical Returns

Returns include dividend reinvestment.

Period	FCLO	SDMF
1 month	+0.44%	-1.79%
3 months	+1.95%	-0.74%
Max(CAGR)	+5.55%	+2.77%

Winner

FCLO

+0.44%

SDMF

-1.79%

Winner

FCLO

+1.95%

SDMF

-0.74%

Max(CAGR)

Winner

FCLO

+5.55%

SDMF

+2.77%

FCLO vs SDMF - Annual Returns (2026 - 2026)

Returns include dividend reinvestment.

Year	FCLO	SDMF
2026	+1.86%	+0.89%

FCLO vs SDMF Drawdown Comparison

The maximum drawdown for FCLO was -0.58%, occurring on Mar 9, 2026. Recovery took 24 trading sessions.

The maximum drawdown for SDMF was -6.23%, occurring on Mar 23, 2026. Recovery took 64 trading sessions.

The current SDMF drawdown is -2.41%.

Rank	FCLO	SDMF
#1	-0.58% Feb 26, 2026 - Apr 1, 2026	-6.23% Feb 27, 2026 - Jun 1, 2026
#2	-0.21% Apr 1, 2026 - Apr 10, 2026	-2.47% Jun 3, 2026 - Jun 16, 2026
#3	-0.15% Feb 13, 2026 - Feb 23, 2026	-0.23% Feb 25, 2026 - Feb 27, 2026
#4	-0.11% May 18, 2026 - May 22, 2026	-0.03% Feb 20, 2026 - Feb 24, 2026
#5	-0.07% Apr 17, 2026 - Apr 21, 2026	N/A
#6	-0.07% Apr 21, 2026 - Apr 24, 2026	N/A
#7	-0.04% Apr 15, 2026 - Apr 17, 2026	N/A
#8	-0.04% May 22, 2026 - May 28, 2026	N/A
#9	-0.03% May 7, 2026 - May 12, 2026	N/A
#10	-0.01% Jun 5, 2026 - Jun 10, 2026	N/A
#11	-0.01% Jun 11, 2026 - Jun 16, 2026	N/A
#12	-0.01% Apr 24, 2026 - Apr 28, 2026	N/A