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FDFAX vs. XLP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDFAX vs. XLP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Consumer Staples Portfolio (FDFAX) and State Street Consumer Staples Select Sector SPDR ETF (XLP). The values are adjusted to include any dividend payments, if applicable.

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FDFAX vs. XLP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDFAX
Fidelity Select Consumer Staples Portfolio
5.95%-1.31%-0.14%3.02%-0.44%14.43%11.60%31.79%-15.91%12.15%
XLP
State Street Consumer Staples Select Sector SPDR ETF
6.13%1.52%12.20%-0.82%-0.81%17.20%10.11%27.43%-8.07%12.98%

Returns By Period

The year-to-date returns for both investments are quite close, with FDFAX having a 5.95% return and XLP slightly higher at 6.13%. Over the past 10 years, FDFAX has underperformed XLP with an annualized return of 5.17%, while XLP has yielded a comparatively higher 7.17% annualized return.


FDFAX

1D
0.40%
1M
-7.93%
YTD
5.95%
6M
8.03%
1Y
3.89%
3Y*
1.86%
5Y*
3.46%
10Y*
5.17%

XLP

1D
0.12%
1M
-8.41%
YTD
6.13%
6M
6.04%
1Y
3.16%
3Y*
5.99%
5Y*
6.59%
10Y*
7.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDFAX vs. XLP - Expense Ratio Comparison

FDFAX has a 0.73% expense ratio, which is higher than XLP's 0.08% expense ratio.


Return for Risk

FDFAX vs. XLP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FDFAX
FDFAX Risk / Return Rank: 1414
Overall Rank
FDFAX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
FDFAX Sortino Ratio Rank: 1414
Sortino Ratio Rank
FDFAX Omega Ratio Rank: 1212
Omega Ratio Rank
FDFAX Calmar Ratio Rank: 1717
Calmar Ratio Rank
FDFAX Martin Ratio Rank: 1212
Martin Ratio Rank

XLP
XLP Risk / Return Rank: 2020
Overall Rank
XLP Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
XLP Sortino Ratio Rank: 1818
Sortino Ratio Rank
XLP Omega Ratio Rank: 1717
Omega Ratio Rank
XLP Calmar Ratio Rank: 2525
Calmar Ratio Rank
XLP Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FDFAX vs. XLP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Consumer Staples Portfolio (FDFAX) and State Street Consumer Staples Select Sector SPDR ETF (XLP). 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.


FDFAXXLPDifference

Sharpe ratio

Return per unit of total volatility

0.35

0.23

+0.12

Sortino ratio

Return per unit of downside risk

0.62

0.42

+0.19

Omega ratio

Gain probability vs. loss probability

1.07

1.05

+0.02

Calmar ratio

Return relative to maximum drawdown

0.49

0.49

0.00

Martin ratio

Return relative to average drawdown

1.03

1.19

-0.16

FDFAX vs. XLP - Sharpe Ratio Comparison

The current FDFAX Sharpe Ratio is 0.35, which is higher than the XLP Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of FDFAX and XLP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FDFAXXLPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

0.23

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.50

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.49

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.44

+0.37

Correlation

The correlation between FDFAX and XLP is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FDFAX vs. XLP - Dividend Comparison

FDFAX's dividend yield for the trailing twelve months is around 6.08%, more than XLP's 2.65% yield.


TTM20252024202320222021202020192018201720162015
FDFAX
Fidelity Select Consumer Staples Portfolio
6.08%6.45%2.73%5.13%3.34%10.73%3.16%2.78%14.36%8.82%4.71%9.06%
XLP
State Street Consumer Staples Select Sector SPDR ETF
2.65%2.75%2.77%2.63%2.47%2.28%2.50%2.57%3.04%2.62%2.53%2.52%

Drawdowns

FDFAX vs. XLP - Drawdown Comparison

The maximum FDFAX drawdown since its inception was -38.29%, which is greater than XLP's maximum drawdown of -35.90%. Use the drawdown chart below to compare losses from any high point for FDFAX and XLP.


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Drawdown Indicators


FDFAXXLPDifference

Max Drawdown

Largest peak-to-trough decline

-38.29%

-35.90%

-2.39%

Max Drawdown (1Y)

Largest decline over 1 year

-9.18%

-9.69%

+0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-15.78%

-16.30%

+0.52%

Max Drawdown (10Y)

Largest decline over 10 years

-27.66%

-24.51%

-3.15%

Current Drawdown

Current decline from peak

-8.07%

-8.41%

+0.34%

Average Drawdown

Average peak-to-trough decline

-5.18%

-7.06%

+1.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.39%

4.03%

+0.36%

Volatility

FDFAX vs. XLP - Volatility Comparison

Fidelity Select Consumer Staples Portfolio (FDFAX) and State Street Consumer Staples Select Sector SPDR ETF (XLP) have volatilities of 3.77% and 3.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDFAXXLPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.77%

3.93%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

9.22%

9.34%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

14.74%

13.90%

+0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.84%

13.14%

+0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.96%

14.69%

+0.27%