DFIN vs. XLF
Compare and contrast key facts about Donnelley Financial Solutions, Inc. (DFIN) and Financial Select Sector SPDR Fund (XLF).
XLF is a passively managed fund by State Street that tracks the performance of the Financial Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFIN or XLF.
Key characteristics
| DFIN | XLF | |
|---|---|---|
| YTD Return | 4.33% | 34.20% |
| 1Y Return | 19.44% | 49.54% |
| 3Y Return (Ann) | 9.11% | 9.57% |
| 5Y Return (Ann) | 46.14% | 13.26% |
| Sharpe Ratio | 0.81 | 3.69 |
| Sortino Ratio | 1.24 | 5.14 |
| Omega Ratio | 1.16 | 1.67 |
| Calmar Ratio | 1.21 | 3.33 |
| Martin Ratio | 3.72 | 26.56 |
| Ulcer Index | 6.26% | 1.93% |
| Daily Std Dev | 28.66% | 13.88% |
| Max Drawdown | -84.38% | -82.69% |
| Current Drawdown | -6.91% | 0.00% |
Correlation
The correlation between DFIN and XLF is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DFIN vs. XLF - Performance Comparison
In the year-to-date period, DFIN achieves a 4.33% return, which is significantly lower than XLF's 34.20% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DFIN vs. XLF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Donnelley Financial Solutions, Inc. (DFIN) and Financial Select Sector SPDR Fund (XLF). 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.
Dividends
DFIN vs. XLF - Dividend Comparison
DFIN has not paid dividends to shareholders, while XLF's dividend yield for the trailing twelve months is around 1.33%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIN Donnelley Financial Solutions, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLF Financial Select Sector SPDR Fund | 1.33% | 1.71% | 2.04% | 1.63% | 2.03% | 1.86% | 2.09% | 1.48% | 1.63% | 1.95% | 1.61% | 1.47% |
Drawdowns
DFIN vs. XLF - Drawdown Comparison
The maximum DFIN drawdown since its inception was -84.38%, roughly equal to the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for DFIN and XLF. For additional features, visit the drawdowns tool.
Volatility
DFIN vs. XLF - Volatility Comparison
Donnelley Financial Solutions, Inc. (DFIN) has a higher volatility of 14.35% compared to Financial Select Sector SPDR Fund (XLF) at 7.06%. This indicates that DFIN's price experiences larger fluctuations and is considered to be riskier than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.