CL vs. FTEC

Last updated Aug 1, 2026

CL (Colgate-Palmolive Company) is a stock, while FTEC (Fidelity MSCI Information Technology Index ETF) is Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index. Over the past 10 years, CL returned 4.44%/yr vs 23.84%/yr for FTEC. Their 0.20 correlation means their historical movements had little consistent relationship.

Performance

CL vs. FTEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Colgate-Palmolive Company (CL) and Fidelity MSCI Information Technology Index ETF (FTEC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CL achieves a 17.64% return, which is significantly lower than FTEC's 20.47% return. Over the past 10 years, CL has underperformed FTEC with an annualized return of 4.44%, while FTEC has yielded a comparatively higher 23.84% annualized return.

CL

• 1D: -0.33%
• 1M: -3.48%
• 6M: 2.33%
• YTD: 17.64%
• 1Y: 12.06%
• 3Y*: 8.52%
• 5Y*: 5.29%
• 10Y*: 4.44%
• ALL TIME*: 10.28%

FTEC

• 1D: -0.35%
• 1M: -1.38%
• 6M: 21.39%
• YTD: 20.47%
• 1Y: 35.19%
• 3Y*: 26.88%
• 5Y*: 18.05%
• 10Y*: 23.84%
• ALL TIME*: 21.45%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CL Colgate-Palmolive Company	$438.38M	$416.63M	$459.32M
FTEC Fidelity MSCI Information Technology Index ETF	$82.97M	$78.72M	$94.67M

CL vs. FTEC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CL Colgate-Palmolive Company	17.64%	-10.98%	16.57%	3.78%	-5.44%	2.08%	27.17%	18.60%	-19.19%	17.88%
FTEC Fidelity MSCI Information Technology Index ETF	20.47%	22.11%	29.40%	53.30%	-29.59%	30.49%	45.83%	48.93%	-0.39%	36.83%

Correlation

The correlation between CL and FTEC is -0.35, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.35
Correlation (3Y) Balances recent behavior with more history.	-0.18
Correlation (5Y) Shows whether the relationship held over a longer period.	-0.02
Correlation (10Y) Provides a long-term view across more market conditions.	0.13
Correlation (All Time) Calculated using the full available price history since Oct 24, 2013	0.20

The correlation between CL and FTEC shifts across timeframes, from -0.35 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

Return for Risk

CL vs. FTEC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CL

CL Risk / Return Rank: 59
CL Sharpe Ratio Rank: 64
CL Sortino Ratio Rank: 57
CL Omega Ratio Rank: 53
CL Calmar Ratio Rank: 61
CL Martin Ratio Rank: 60

FTEC

FTEC Risk / Return Rank: 52
FTEC Sharpe Ratio Rank: 55
FTEC Sortino Ratio Rank: 52
FTEC Omega Ratio Rank: 51
FTEC Calmar Ratio Rank: 56
FTEC Martin Ratio Rank: 47

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CL vs. FTEC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Colgate-Palmolive Company (CL) and Fidelity MSCI Information Technology Index ETF (FTEC). 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.

	CL	FTEC	Difference
Sharpe ratio: Return per unit of total volatility	0.52	1.31	-0.79
Sortino ratio: Return per unit of downside risk	0.90	1.83	-0.92
Omega ratio: Gain probability vs. loss probability	1.10	1.23	-0.13
Calmar ratio: Return relative to maximum drawdown	0.69	1.97	-1.28
Martin ratio: Return relative to average drawdown	1.37	5.31	-3.94

CL vs. FTEC - Sharpe Ratio Comparison

The current CL Sharpe Ratio is 0.52, which is lower than the FTEC Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of CL and FTEC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CL vs. FTEC - Drawdown Comparison

The maximum CL drawdown since its inception was -58.91%, which is greater than FTEC's maximum drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for CL and FTEC.

Drawdown Indicators

	CL	FTEC	Difference
Max Drawdown Largest peak-to-trough decline	-58.91%	-34.95%	-23.96%
Max Drawdown (1Y) Largest decline over 1 year	-16.97%	-16.26%	-0.71%
Max Drawdown (3Y) Largest decline over 3 years	-29.05%	-27.30%	-1.75%
Max Drawdown (5Y) Largest decline over 5 years	-29.05%	-34.95%	+5.90%
Max Drawdown (10Y) Largest decline over 10 years	-29.05%	-34.95%	+5.90%
Current Drawdown Current decline from peak	-12.03%	-10.03%	-2.00%
Average Drawdown Average peak-to-trough decline	-11.24%	-5.59%	-5.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.47%	6.02%	+2.45%

Volatility

CL vs. FTEC - Volatility Comparison

The current volatility for Colgate-Palmolive Company (CL) is 7.62%, while Fidelity MSCI Information Technology Index ETF (FTEC) has a volatility of 8.49%. This indicates that CL experiences smaller price fluctuations and is considered to be less risky than FTEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CL	FTEC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.62%	8.49%	-0.87%
Volatility (6M) Calculated over the trailing 6-month period	17.78%	20.19%	-2.41%
Volatility (1Y) Calculated over the trailing 1-year period	22.53%	24.35%	-1.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.97%	25.87%	-6.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.87%	24.98%	-5.11%

Dividends

CL vs. FTEC - Dividend Comparison

CL's dividend yield for the trailing twelve months is around 2.30%, more than FTEC's 0.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CL Colgate-Palmolive Company	2.30%	2.61%	2.18%	2.40%	2.36%	2.10%	2.05%	2.48%	2.79%	2.11%	2.37%	2.25%
FTEC Fidelity MSCI Information Technology Index ETF	0.37%	0.43%	0.49%	0.77%	0.93%	0.63%	0.83%	1.03%	1.20%	0.96%	1.25%	1.27%

Frequently Asked Questions

Can I hold both CL and FTEC in my portfolio?

CL and FTEC have a correlation of -0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CL or FTEC?

FTEC has higher volatility (8.49%) compared to CL (7.62%). In terms of maximum drawdown, CL dropped -58.91% vs FTEC's -34.95%.

Which has better risk-adjusted returns?

FTEC currently has the higher Sharpe Ratio (1.31 vs 0.52), 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.