FVAL vs RYLD

Comparison between FIDELITY VALUE FACTOR ETF (FVAL, ETF) and GLOBAL X RUSSELL 2000 COVERED CALL ETF (RYLD, ETF).

5-Year PerformanceFVAL has outperformed RYLD, delivering a return of +12.0% compared to +3.1%

FVAL vs RYLD - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FVAL(ETF)	RYLD(ETF)
Net Assets	$1.30B	$1.40B
Expense Ratio	0.15%	0.60%
Max Drawdown	37.70%	48.37%
Sharpe Ratio	1.51	1.50
5Y Beta	0.91	0.73
P/E Ratio	21.61	N/A
Forward P/E	15.94	N/A
PEG Ratio	0.29	N/A
5Y Dividends CAGR	13.48%	-7.60%
5Y EPS CAGR	25.77%	N/A
Debt to Equity	-7.65%	N/A
P/S Ratio	1.98	N/A
P/B Ratio	3.58	N/A

Net Assets

FVAL

$1.30B

Winner

RYLD

$1.40B

Expense Ratio

Winner

FVAL

0.15%

RYLD

0.60%

Max Drawdown

Winner

FVAL

37.70%

RYLD

48.37%

Sharpe Ratio

Winner

FVAL

1.51

RYLD

1.50

5Y Beta

FVAL

0.91

Winner

RYLD

0.73

P/E Ratio

FVAL

21.61

RYLD

N/A

Forward P/E

FVAL

15.94

RYLD

N/A

PEG Ratio

FVAL

0.29

RYLD

N/A

5Y Dividends CAGR

Winner

FVAL

13.48%

RYLD

-7.60%

5Y EPS CAGR

FVAL

25.77%

RYLD

N/A

Debt to Equity

FVAL

-7.65%

RYLD

N/A

P/S Ratio

FVAL

1.98

RYLD

N/A

P/B Ratio

FVAL

3.58

RYLD

N/A

FVAL vs RYLD - Holdings Comparison

FVAL and RYLD have 0 common holdings. Overlap is 0.00%

FVAL's top 25 holdings weight is 58.92%. RYLD's top 25 holdings weight is 100.52%.

Rank	FVAL	RYLD
#1	NVIDIA CORP (NVDA) - 8.15%	GLOBAL X RUSSELL 2000 ETF (RSSL) - 100.52%
#2	APPLE INC (AAPL) - 7.67%	N/A
#3	ALPHABET INC CLASS A (GOOGL) - 5.86%	N/A
#4	MICROSOFT CORP (MSFT) - 4.80%	N/A
#5	AMAZON.COM INC (AMZN) - 4.12%	N/A
#6	BROADCOM INC (AVGO) - 3.46%	N/A
#7	MICRON TECHNOLOGY INC (MU) - 2.93%	N/A
#8	META PLATFORMS INC CLASS A (META) - 2.39%	N/A
#9	BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.78%	N/A
#10	ELI LILLY AND CO (LLY) - 1.77%	N/A
#11	VISA INC CLASS A (V) - 1.41%	N/A
#12	JOHNSON & JOHNSON (JNJ) - 1.31%	N/A
#13	UNITEDHEALTH GROUP INC (UNH) - 1.20%	N/A
#14	BANK OF AMERICA CORP (BAC) - 1.16%	N/A
#15	THE GOLDMAN SACHS GROUP INC (GS) - 1.14%	N/A
#16	CATERPILLAR INC (CAT) - 1.13%	N/A
#17	ABBVIE INC (ABBV) - 1.10%	N/A
#18	EXXONMOBIL HOLDINGS CORP (XOM) - 1.03%	N/A
#19	QUALCOMM INC (QCOM) - 1.01%	N/A
#20	HUMANA INC (HUM) - 0.99%	N/A
#21	WALMART INC (WMT) - 0.96%	N/A
#22	THE HOME DEPOT INC (HD) - 0.94%	N/A
#23	CITIGROUP INC (C) - 0.93%	N/A
#24	MERCK & CO INC (MRK) - 0.89%	N/A
#25	n/a (n/a) - 0.79%	N/A
Total Holdings	129	1

FVAL vs RYLD - Historical Returns

Returns include dividend reinvestment.

Period	FVAL	RYLD
1 month	+2.91%	+1.77%
3 months	+5.88%	+6.90%
6 months	+8.79%	+8.41%
1 year	+23.72%	+21.42%
5 years(CAGR)	+12.01%	+3.13%
10 years(CAGR)	+14.31%	N/A
Max(CAGR)	+14.31%	+5.74%

Winner

FVAL

+2.91%

RYLD

+1.77%

FVAL

+5.88%

Winner

RYLD

+6.90%

Winner

FVAL

+8.79%

RYLD

+8.41%

Winner

FVAL

+23.72%

RYLD

+21.42%

5Y(CAGR)

Winner

FVAL

+12.01%

RYLD

+3.13%

10Y(CAGR)

FVAL

+14.31%

RYLD

N/A

Max(CAGR)

Winner

FVAL

+14.31%

RYLD

+5.74%

FVAL vs RYLD - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	FVAL	RYLD
2026	+10.11%	+10.65%
2025	+19.71%	+5.55%
2024	+18.25%	+10.31%
2023	+23.29%	+0.38%
2022	-15.10%	-13.44%
2021	+32.63%	+23.31%
2020	+8.61%	-0.35%
2019	+29.11%	+8.91%
2018	-8.66%	N/A
2017	+20.99%	N/A
2016	+8.57%	N/A

FVAL vs RYLD Drawdown Comparison

The maximum drawdown for FVAL was -37.25%, occurring on Mar 23, 2020. Recovery took 193 trading sessions.

The maximum drawdown for RYLD was -41.52%, occurring on Mar 18, 2020. Recovery took 223 trading sessions.

The current FVAL drawdown is -1.28%. The current RYLD drawdown is -0.93%.

Rank	FVAL	RYLD
#1	-37.25% Feb 12, 2020 - Nov 16, 2020	-41.52% Feb 20, 2020 - Jan 7, 2021
#2	-23.42% Jan 4, 2022 - Dec 11, 2023	-21.36% Nov 19, 2021 - Jan 5, 2026
#3	-19.68% Sep 21, 2018 - Jul 12, 2019	-6.30% Feb 26, 2026 - May 1, 2026
#4	-18.39% Feb 18, 2025 - Jul 3, 2025	-5.29% Jul 30, 2019 - Oct 28, 2019
#5	-10.78% Jan 26, 2018 - Aug 27, 2018	-4.66% Jan 16, 2020 - Feb 13, 2020
#6	-8.92% Feb 2, 2026 - Apr 16, 2026	-4.46% Apr 28, 2021 - May 24, 2021
#7	-7.76% Jul 16, 2024 - Sep 19, 2024	-4.23% Jul 1, 2021 - Aug 11, 2021
#8	-7.32% Jul 26, 2019 - Oct 21, 2019	-4.21% Mar 22, 2021 - Apr 1, 2021
#9	-5.11% Sep 2, 2021 - Oct 20, 2021	-4.08% May 3, 2019 - Jun 13, 2019
#10	-4.68% Nov 12, 2025 - Dec 3, 2025	-3.68% Mar 1, 2021 - Mar 10, 2021
#11	-4.50% Nov 12, 2021 - Dec 10, 2021	-2.73% Aug 12, 2021 - Aug 27, 2021
#12	-4.48% Jun 1, 2026 - Jun 10, 2026	-2.61% Jan 22, 2026 - Feb 9, 2026
#13	-4.48% Dec 4, 2024 - Jan 23, 2025	-2.60% Jan 22, 2021 - Feb 3, 2021
#14	-4.47% Mar 28, 2024 - May 15, 2024	-2.05% Feb 24, 2021 - Mar 1, 2021
#15	-4.16% Jan 17, 2020 - Feb 12, 2020	-2.04% Apr 16, 2021 - Apr 23, 2021

Correlation

Correlation between FVAL and RYLD is 0.83 which considered as a strong positive correlation - the stocks tend to move together.

0.83

-101

Dividend Comparison (2016 - 2026)

FVAL vs RYLD dividend yield comparison.

Year	FVAL	RYLD
2026	0.75%	6.90%
2025	1.61%	12.00%
2024	1.60%	12.03%
2023	1.69%	12.64%
2022	1.79%	13.49%
2021	1.41%	12.35%
2020	1.61%	10.76%
2019	1.77%	6.43%
2018	2.06%	0.00%
2017	1.62%	0.00%
2016	0.45%	0.00%