FDIF vs MGF

Comparison between FIDELITY DISRUPTORS ETF (FDIF, ETF) and MFS Government Markets Income Trust (MGF, ETF).

FDIF vs MGF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FDIF(ETF)	MGF(ETF)
Net Assets	$100M	$100M
Expense Ratio	0.50%	N/A
Max Drawdown	22.70%	64.59%
Sharpe Ratio	0.81	-0.31
5Y Beta	1.11	0.04
5Y Dividends CAGR	N/A	-7.75%

Net Assets

FDIF

$100M

MGF

$100M

Expense Ratio

FDIF

0.50%

MGF

N/A

Max Drawdown

Winner

FDIF

22.70%

MGF

64.59%

Sharpe Ratio

Winner

FDIF

0.81

MGF

-0.31

5Y Beta

FDIF

1.11

Winner

MGF

0.04

5Y Dividends CAGR

FDIF

N/A

MGF

-7.75%

FDIF vs MGF - Historical Returns

Returns include dividend reinvestment.

Period	FDIF	MGF
1 month	+1.38%	-0.05%
3 months	+9.74%	-2.19%
6 months	+5.49%	-3.89%
1 year	+16.70%	-0.57%
5 years(CAGR)	N/A	-1.20%
10 years(CAGR)	N/A	+1.30%
Max(CAGR)	+15.69%	+4.15%

Winner

FDIF

+1.38%

MGF

-0.05%

Winner

FDIF

+9.74%

MGF

-2.19%

Winner

FDIF

+5.49%

MGF

-3.89%

Winner

FDIF

+16.70%

MGF

-0.57%

5Y(CAGR)

FDIF

N/A

MGF

-1.20%

10Y(CAGR)

FDIF

N/A

MGF

+1.30%

Max(CAGR)

Winner

FDIF

+15.69%

MGF

+4.15%

FDIF vs MGF - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	FDIF	MGF
2026	+5.82%	-2.91%
2025	+13.72%	+5.18%
2024	+22.08%	+4.18%
2023	+6.49%	+3.78%
2022	N/A	-15.17%
2021	N/A	+0.65%
2020	N/A	+7.32%
2019	N/A	+9.81%
2018	N/A	-0.14%
2017	N/A	+3.45%
2016	N/A	+2.52%
2015	N/A	-0.31%
2014	N/A	+6.04%
2013	N/A	-10.52%
2012	N/A	+5.17%
2011	N/A	+10.17%
2010	N/A	-0.19%
2009	N/A	+0.72%
2008	N/A	+26.75%
2007	N/A	+9.08%
2006	N/A	+6.49%
2005	N/A	+2.69%
2004	N/A	+3.30%
2003	N/A	+2.74%
2002	N/A	+15.23%
2001	N/A	+6.43%
2000	N/A	+17.98%
1999	N/A	-4.21%

FDIF vs MGF Drawdown Comparison

The maximum drawdown for FDIF was -22.63%, occurring on Apr 8, 2025. Recovery took 93 trading sessions.

The maximum drawdown for MGF was -22.85%, occurring on Oct 24, 2022. This drawdown has not yet recovered.

The current FDIF drawdown is -4.55%. The current MGF drawdown is -7.75%.

Rank	FDIF	MGF
#1	-22.63% Feb 18, 2025 - Jul 2, 2025	-22.85% Sep 17, 2021 - Oct 24, 2022
#2	-17.33% Jul 18, 2023 - Dec 14, 2023	-21.63% Sep 8, 2008 - Nov 28, 2008
#3	-14.80% Jan 7, 2026 - Apr 20, 2026	-19.20% Sep 5, 2012 - Aug 18, 2016
#4	-10.83% Jul 16, 2024 - Sep 24, 2024	-15.76% Dec 23, 2008 - Aug 21, 2009
#5	-8.60% Mar 7, 2024 - Jul 3, 2024	-15.30% Aug 23, 2010 - Jan 13, 2012
#6	-8.08% Oct 27, 2025 - Jan 6, 2026	-9.35% Mar 9, 2020 - Apr 13, 2020
#7	-5.68% Dec 4, 2024 - Jan 22, 2025	-9.12% Sep 23, 2009 - Mar 10, 2010
#8	-4.55% Jun 2, 2026 - Jun 5, 2026	-8.88% Mar 19, 2004 - Jan 18, 2005
#9	-4.17% Dec 28, 2023 - Jan 23, 2024	-8.02% May 27, 2008 - Sep 8, 2008
#10	-3.70% Oct 8, 2025 - Oct 27, 2025	-7.46% Mar 16, 2010 - Jun 7, 2010
#11	-3.50% Nov 11, 2024 - Nov 25, 2024	-7.25% May 23, 2003 - Feb 12, 2004
#12	-3.11% May 14, 2026 - May 26, 2026	-6.95% Aug 18, 2016 - Jan 31, 2019
#13	-3.04% Jul 25, 2025 - Aug 13, 2025	-6.19% Nov 14, 2007 - Jan 15, 2008
#14	-2.63% Jun 20, 2023 - Jul 11, 2023	-6.19% Nov 3, 1999 - Apr 10, 2000
#15	-2.55% Jan 29, 2024 - Feb 8, 2024	-6.15% Nov 2, 2001 - Feb 11, 2002

Correlation

Correlation between FDIF and MGF is 0.87 which considered as a strong positive correlation - the stocks tend to move together.

0.87

-101

Dividend Comparison (2000 - 2026)

FDIF vs MGF dividend yield comparison.

Year	FDIF	MGF
2026	0.04%	3.34%
2025	0.36%	7.65%
2024	0.35%	7.80%
2023	0.21%	7.82%
2022	0.00%	8.44%
2021	0.00%	7.71%
2020	0.00%	7.58%
2019	0.00%	7.50%
2018	0.00%	7.81%
2017	0.00%	7.92%
2016	0.00%	8.10%
2015	0.00%	8.05%
2014	0.00%	7.85%
2013	0.00%	8.24%
2012	0.00%	7.37%
2011	0.00%	7.33%
2010	0.00%	7.69%
2009	0.00%	6.96%
2008	0.00%	6.57%
2007	0.00%	5.92%
2006	0.00%	5.43%
2005	0.00%	5.00%
2004	0.00%	4.86%
2003	0.00%	5.25%
2002	0.00%	6.10%
2001	0.00%	6.50%
2000	0.00%	3.05%