FDS vs. XLF
Compare and contrast key facts about FactSet Research Systems Inc. (FDS) 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: FDS or XLF.
Correlation
The correlation between FDS and XLF is 0.47, 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
FDS vs. XLF - Performance Comparison
Key characteristics
FDS:
0.24
XLF:
2.28
FDS:
0.45
XLF:
3.26
FDS:
1.06
XLF:
1.42
FDS:
0.27
XLF:
4.43
FDS:
0.52
XLF:
14.71
FDS:
9.80%
XLF:
2.17%
FDS:
21.29%
XLF:
14.09%
FDS:
-58.96%
XLF:
-82.43%
FDS:
-1.08%
XLF:
-5.29%
Returns By Period
In the year-to-date period, FDS achieves a 3.54% return, which is significantly lower than XLF's 30.80% return. Both investments have delivered pretty close results over the past 10 years, with FDS having a 14.17% annualized return and XLF not far behind at 13.68%.
FDS
3.54%
0.57%
15.70%
5.28%
13.94%
14.17%
XLF
30.80%
-4.15%
17.34%
31.71%
11.76%
13.68%
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Risk-Adjusted Performance
FDS vs. XLF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FactSet Research Systems Inc. (FDS) 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
FDS vs. XLF - Dividend Comparison
FDS's dividend yield for the trailing twelve months is around 0.84%, less than XLF's 1.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDS FactSet Research Systems Inc. | 0.84% | 0.80% | 0.87% | 0.66% | 0.91% | 1.04% | 1.24% | 1.13% | 1.19% | 1.05% | 1.08% | 1.25% |
XLF Financial Select Sector SPDR Fund | 1.42% | 1.71% | 2.04% | 1.63% | 2.03% | 1.86% | 2.09% | 1.48% | 1.63% | 2.40% | 1.98% | 1.81% |
Drawdowns
FDS vs. XLF - Drawdown Comparison
The maximum FDS drawdown since its inception was -58.96%, smaller than the maximum XLF drawdown of -82.43%. Use the drawdown chart below to compare losses from any high point for FDS and XLF. For additional features, visit the drawdowns tool.
Volatility
FDS vs. XLF - Volatility Comparison
FactSet Research Systems Inc. (FDS) has a higher volatility of 5.84% compared to Financial Select Sector SPDR Fund (XLF) at 4.27%. This indicates that FDS'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.