SECTORS
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SECTORS, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
The earliest data available for this chart is Oct 24, 2013, corresponding to the inception date of FDIS
Returns By Period
As of May 5, 2025, the SECTORS returned -3.67% Year-To-Date and 13.79% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.93% | 11.36% | -1.09% | 10.19% | 14.74% | 10.35% |
| SECTORS | -4.12% | 12.14% | 0.18% | 13.12% | 17.11% | 13.60% |
| Portfolio components: | ||||||
FDIS Fidelity MSCI Consumer Discretionary Index ETF | -11.99% | 9.33% | -2.06% | 8.39% | 14.73% | 11.94% |
PSCC Invesco S&P SmallCap Consumer Staples ETF | -7.47% | 3.18% | -4.35% | -1.06% | 11.49% | 8.63% |
FCOM Fidelity MSCI Communication Services Index ETF | -2.05% | 12.65% | 2.96% | 17.64% | 12.81% | 9.88% |
RWR SPDR Dow Jones REIT ETF | -0.99% | 6.59% | -3.83% | 13.12% | 9.94% | 4.50% |
VGT Vanguard Information Technology ETF | -9.23% | 17.78% | -3.55% | 11.24% | 19.27% | 19.12% |
VPU Vanguard Utilities ETF | 6.16% | 6.51% | 5.00% | 19.47% | 10.97% | 9.54% |
VOO Vanguard S&P 500 ETF | -3.53% | 11.27% | -0.45% | 11.69% | 16.51% | 12.33% |
XLI Industrial Select Sector SPDR Fund | 2.51% | 14.17% | 1.41% | 11.31% | 19.14% | 11.11% |
XLF Financial Select Sector SPDR Fund | 2.67% | 11.86% | 7.67% | 23.82% | 20.64% | 14.00% |
Monthly Returns
The table below presents the monthly returns of SECTORS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.79% | -2.13% | -6.16% | -0.38% | 1.95% | -4.12% | |||||||
| 2024 | 0.73% | 4.74% | 2.68% | -4.50% | 5.00% | 2.82% | 2.24% | 2.10% | 2.68% | -0.54% | 7.61% | -2.70% | 24.67% |
| 2023 | 8.66% | -1.61% | 3.18% | 0.86% | 1.11% | 6.73% | 3.59% | -2.25% | -5.29% | -2.55% | 10.10% | 5.83% | 30.77% |
| 2022 | -5.95% | -2.96% | 2.66% | -9.55% | -0.44% | -8.35% | 9.65% | -3.76% | -10.06% | 7.70% | 5.57% | -6.50% | -21.97% |
| 2021 | 0.08% | 3.76% | 3.88% | 5.05% | 0.90% | 2.31% | 1.41% | 2.95% | -4.51% | 6.45% | -1.02% | 3.84% | 27.59% |
| 2020 | 0.34% | -8.24% | -13.54% | 12.57% | 5.78% | 2.88% | 5.77% | 7.90% | -3.97% | -1.69% | 12.67% | 4.29% | 23.47% |
| 2019 | 8.93% | 3.84% | 1.40% | 5.19% | -7.01% | 6.58% | 2.22% | -2.26% | 2.13% | 1.96% | 3.81% | 2.96% | 32.96% |
| 2018 | 4.81% | -3.18% | -2.26% | 0.33% | 2.82% | 0.78% | 3.23% | 4.47% | 0.32% | -6.43% | 1.23% | -9.19% | -4.05% |
| 2017 | 1.72% | 3.23% | 0.41% | 2.06% | 1.24% | -0.03% | 2.41% | 0.51% | 2.08% | 2.71% | 2.93% | 0.77% | 21.90% |
| 2016 | -4.58% | 0.79% | 7.41% | -0.47% | 1.90% | 0.58% | 4.54% | -0.02% | 2.99% | -1.51% | 4.45% | 2.80% | 19.94% |
| 2015 | -3.15% | 5.68% | -1.40% | 0.47% | 1.61% | -1.98% | 2.04% | -5.51% | -1.66% | 8.27% | 0.55% | -2.05% | 2.12% |
| 2014 | -3.13% | 3.86% | 1.38% | -0.26% | 2.38% | 2.10% | -1.46% | 3.91% | -1.39% | 3.17% | 3.12% | 0.02% | 14.26% |
Expense Ratio
SECTORS has an expense ratio of 0.11%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SECTORS is 53, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
FDIS Fidelity MSCI Consumer Discretionary Index ETF | 0.43 | 0.78 | 1.10 | 0.40 | 1.21 |
PSCC Invesco S&P SmallCap Consumer Staples ETF | 0.01 | 0.14 | 1.02 | 0.01 | 0.02 |
FCOM Fidelity MSCI Communication Services Index ETF | 0.96 | 1.41 | 1.20 | 0.95 | 3.30 |
RWR SPDR Dow Jones REIT ETF | 0.87 | 1.27 | 1.17 | 0.75 | 2.91 |
VGT Vanguard Information Technology ETF | 0.53 | 0.92 | 1.13 | 0.58 | 1.93 |
VPU Vanguard Utilities ETF | 1.27 | 1.76 | 1.23 | 2.07 | 5.24 |
VOO Vanguard S&P 500 ETF | 0.74 | 1.14 | 1.17 | 0.76 | 2.98 |
XLI Industrial Select Sector SPDR Fund | 0.65 | 1.05 | 1.14 | 0.69 | 2.46 |
XLF Financial Select Sector SPDR Fund | 1.21 | 1.72 | 1.26 | 1.57 | 6.04 |
Dividends
Dividend yield
SECTORS provided a 1.27% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.27% | 1.22% | 1.31% | 1.48% | 1.14% | 1.37% | 1.59% | 1.91% | 2.14% | 1.86% | 1.98% | 1.75% |
| Portfolio components: | ||||||||||||
FDIS Fidelity MSCI Consumer Discretionary Index ETF | 0.84% | 0.69% | 0.78% | 1.00% | 0.58% | 0.59% | 1.14% | 1.29% | 1.00% | 1.62% | 1.25% | 1.01% |
PSCC Invesco S&P SmallCap Consumer Staples ETF | 2.16% | 1.88% | 1.49% | 1.29% | 1.21% | 1.59% | 1.77% | 0.94% | 1.25% | 1.48% | 1.34% | 1.60% |
FCOM Fidelity MSCI Communication Services Index ETF | 0.94% | 0.87% | 0.77% | 1.04% | 0.90% | 0.68% | 0.86% | 2.78% | 7.54% | 2.25% | 2.92% | 2.69% |
RWR SPDR Dow Jones REIT ETF | 3.89% | 3.76% | 3.75% | 3.81% | 2.79% | 3.73% | 3.36% | 4.19% | 3.05% | 4.39% | 3.17% | 3.06% |
VGT Vanguard Information Technology ETF | 0.57% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% |
VPU Vanguard Utilities ETF | 2.94% | 3.02% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% | 3.02% |
VOO Vanguard S&P 500 ETF | 1.35% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
XLI Industrial Select Sector SPDR Fund | 1.43% | 1.44% | 1.63% | 1.63% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% |
XLF Financial Select Sector SPDR Fund | 1.44% | 1.42% | 1.71% | 2.04% | 1.63% | 2.03% | 1.87% | 2.08% | 1.48% | 1.63% | 2.40% | 1.98% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the SECTORS. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the SECTORS was 34.45%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current SECTORS drawdown is 7.62%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.45% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -27.67% | Jan 5, 2022 | 194 | Oct 12, 2022 | 295 | Dec 14, 2023 | 489 |
| -19.86% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
| -19.71% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -12.69% | Nov 4, 2015 | 68 | Feb 11, 2016 | 31 | Mar 29, 2016 | 99 |
Volatility
Volatility Chart
The current SECTORS volatility is 13.10%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 9 assets, with an effective number of assets of 6.61, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | VPU | PSCC | RWR | FCOM | XLF | VGT | XLI | FDIS | VOO | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.42 | 0.56 | 0.58 | 0.76 | 0.77 | 0.90 | 0.83 | 0.86 | 1.00 | 0.98 |
| VPU | 0.42 | 1.00 | 0.35 | 0.61 | 0.34 | 0.32 | 0.27 | 0.40 | 0.29 | 0.42 | 0.41 |
| PSCC | 0.56 | 0.35 | 1.00 | 0.49 | 0.49 | 0.53 | 0.43 | 0.57 | 0.55 | 0.56 | 0.62 |
| RWR | 0.58 | 0.61 | 0.49 | 1.00 | 0.47 | 0.50 | 0.44 | 0.55 | 0.51 | 0.58 | 0.60 |
| FCOM | 0.76 | 0.34 | 0.49 | 0.47 | 1.00 | 0.56 | 0.69 | 0.59 | 0.72 | 0.76 | 0.80 |
| XLF | 0.77 | 0.32 | 0.53 | 0.50 | 0.56 | 1.00 | 0.58 | 0.80 | 0.65 | 0.77 | 0.78 |
| VGT | 0.90 | 0.27 | 0.43 | 0.44 | 0.69 | 0.58 | 1.00 | 0.66 | 0.80 | 0.90 | 0.90 |
| XLI | 0.83 | 0.40 | 0.57 | 0.55 | 0.59 | 0.80 | 0.66 | 1.00 | 0.71 | 0.83 | 0.84 |
| FDIS | 0.86 | 0.29 | 0.55 | 0.51 | 0.72 | 0.65 | 0.80 | 0.71 | 1.00 | 0.86 | 0.89 |
| VOO | 1.00 | 0.42 | 0.56 | 0.58 | 0.76 | 0.77 | 0.90 | 0.83 | 0.86 | 1.00 | 0.98 |
| Portfolio | 0.98 | 0.41 | 0.62 | 0.60 | 0.80 | 0.78 | 0.90 | 0.84 | 0.89 | 0.98 | 1.00 |