XTL vs. FBMPX
Compare and contrast key facts about SPDR S&P Telecom ETF (XTL) and Fidelity Select Communication Services Portfolio (FBMPX).
XTL is a passively managed fund by State Street that tracks the performance of the S&P Telecom Select Industry Index. It was launched on Jan 26, 2011. FBMPX is managed by Fidelity. It was launched on Jun 29, 1986.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XTL or FBMPX.
Performance
XTL vs. FBMPX - Performance Comparison
Returns By Period
In the year-to-date period, XTL achieves a 31.72% return, which is significantly higher than FBMPX's 27.05% return. Over the past 10 years, XTL has outperformed FBMPX with an annualized return of 7.60%, while FBMPX has yielded a comparatively lower 3.46% annualized return.
XTL
31.72%
0.24%
40.47%
49.28%
10.05%
7.60%
FBMPX
27.05%
3.78%
12.60%
32.48%
11.17%
3.46%
Key characteristics
| XTL | FBMPX | |
|---|---|---|
| Sharpe Ratio | 2.38 | 1.91 |
| Sortino Ratio | 3.17 | 2.52 |
| Omega Ratio | 1.40 | 1.34 |
| Calmar Ratio | 1.54 | 1.71 |
| Martin Ratio | 8.49 | 10.02 |
| Ulcer Index | 6.04% | 3.39% |
| Daily Std Dev | 21.53% | 17.85% |
| Max Drawdown | -37.01% | -61.51% |
| Current Drawdown | -4.19% | -1.62% |
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XTL vs. FBMPX - Expense Ratio Comparison
XTL has a 0.35% expense ratio, which is lower than FBMPX's 0.74% expense ratio.
Correlation
The correlation between XTL and FBMPX is 0.62, 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
XTL vs. FBMPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Telecom ETF (XTL) and Fidelity Select Communication Services Portfolio (FBMPX). 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
XTL vs. FBMPX - Dividend Comparison
XTL's dividend yield for the trailing twelve months is around 0.59%, while FBMPX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XTL SPDR S&P Telecom ETF | 0.59% | 0.80% | 0.74% | 1.25% | 0.88% | 0.92% | 1.89% | 2.08% | 1.11% | 1.38% | 1.03% | 0.45% |
FBMPX Fidelity Select Communication Services Portfolio | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.29% | 0.21% | 0.44% | 2.46% | 1.95% | 3.30% |
Drawdowns
XTL vs. FBMPX - Drawdown Comparison
The maximum XTL drawdown since its inception was -37.01%, smaller than the maximum FBMPX drawdown of -61.51%. Use the drawdown chart below to compare losses from any high point for XTL and FBMPX. For additional features, visit the drawdowns tool.
Volatility
XTL vs. FBMPX - Volatility Comparison
SPDR S&P Telecom ETF (XTL) has a higher volatility of 5.31% compared to Fidelity Select Communication Services Portfolio (FBMPX) at 5.02%. This indicates that XTL's price experiences larger fluctuations and is considered to be riskier than FBMPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.