FADAX vs. XLE
Compare and contrast key facts about Fidelity Advisor Dividend Growth Fund Class A (FADAX) and Energy Select Sector SPDR Fund (XLE).
FADAX is managed by Fidelity. It was launched on Dec 28, 1998. XLE is a passively managed fund by State Street that tracks the performance of the Energy 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: FADAX or XLE.
Performance
FADAX vs. XLE - Performance Comparison
Returns By Period
In the year-to-date period, FADAX achieves a 28.54% return, which is significantly higher than XLE's 17.73% return. Over the past 10 years, FADAX has underperformed XLE with an annualized return of 4.59%, while XLE has yielded a comparatively higher 4.88% annualized return.
FADAX
28.54%
0.98%
9.40%
33.81%
8.23%
4.59%
XLE
17.73%
6.96%
6.34%
17.77%
15.49%
4.88%
Key characteristics
| FADAX | XLE | |
|---|---|---|
| Sharpe Ratio | 2.33 | 0.99 |
| Sortino Ratio | 3.15 | 1.42 |
| Omega Ratio | 1.43 | 1.18 |
| Calmar Ratio | 2.32 | 1.32 |
| Martin Ratio | 14.80 | 3.06 |
| Ulcer Index | 2.25% | 5.71% |
| Daily Std Dev | 14.31% | 17.65% |
| Max Drawdown | -61.17% | -71.54% |
| Current Drawdown | -1.54% | -0.17% |
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FADAX vs. XLE - Expense Ratio Comparison
FADAX has a 0.83% expense ratio, which is higher than XLE's 0.13% expense ratio.
Correlation
The correlation between FADAX and XLE is 0.59, 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.
Risk-Adjusted Performance
FADAX vs. XLE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Dividend Growth Fund Class A (FADAX) and Energy Select Sector SPDR Fund (XLE). 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
FADAX vs. XLE - Dividend Comparison
FADAX's dividend yield for the trailing twelve months is around 0.86%, less than XLE's 3.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FADAX Fidelity Advisor Dividend Growth Fund Class A | 0.86% | 1.14% | 1.46% | 0.66% | 1.43% | 1.48% | 1.97% | 1.46% | 1.21% | 1.14% | 12.85% | 0.51% |
XLE Energy Select Sector SPDR Fund | 3.09% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% | 1.73% |
Drawdowns
FADAX vs. XLE - Drawdown Comparison
The maximum FADAX drawdown since its inception was -61.17%, smaller than the maximum XLE drawdown of -71.54%. Use the drawdown chart below to compare losses from any high point for FADAX and XLE. For additional features, visit the drawdowns tool.
Volatility
FADAX vs. XLE - Volatility Comparison
The current volatility for Fidelity Advisor Dividend Growth Fund Class A (FADAX) is 4.40%, while Energy Select Sector SPDR Fund (XLE) has a volatility of 5.03%. This indicates that FADAX experiences smaller price fluctuations and is considered to be less risky than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.