FENY vs. SJM
FENY (Fidelity MSCI Energy Index ETF) is Energy Equities fund tracking the MSCI USA IMI Energy 25/50 Index, while SJM (The J. M. Smucker Company) is a stock. Over the past 10 years, FENY returned 9.47%/yr vs 0.49%/yr for SJM. Their 0.16 correlation means their historical movements had little consistent relationship.
Performance
FENY vs. SJM - Performance Comparison
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Returns By Period
In the year-to-date period, FENY achieves a 32.87% return, which is significantly higher than SJM's 24.42% return. Over the past 10 years, FENY has outperformed SJM with an annualized return of 9.47%, while SJM has yielded a comparatively lower 0.49% annualized return.
FENY
- 1D
- -0.40%
- 1M
- 9.72%
- 6M
- 15.12%
- YTD
- 32.87%
- 1Y
- 41.70%
- 3Y*
- 14.17%
- 5Y*
- 23.48%
- 10Y*
- 9.47%
- ALL TIME*
- 5.49%
SJM
- 1D
- 1.42%
- 1M
- 2.49%
- 6M
- 14.96%
- YTD
- 24.42%
- 1Y
- 12.87%
- 3Y*
- -3.60%
- 5Y*
- 1.96%
- 10Y*
- 0.49%
- ALL TIME*
- 8.24%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $48.28M | $43.61M | $52.27M | |
| $188.30M | $176.74M | $189.79M |
FENY vs. SJM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FENY Fidelity MSCI Energy Index ETF | 32.87% | 7.27% | 6.62% | -0.04% | 62.94% | 55.62% | -33.15% | 9.11% | -19.99% | -2.30% |
SJM The J. M. Smucker Company | 24.42% | -7.56% | -9.61% | -17.79% | 20.06% | 21.05% | 14.50% | 14.90% | -22.58% | -0.49% |
Correlation
The correlation between FENY and SJM is 0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.05 |
Correlation (3Y) Balances recent behavior with more history. | 0.12 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.12 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.11 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2013 | 0.16 |
The correlation between FENY and SJM shifts across timeframes, from 0.05 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FENY vs. SJM — Risk / Return Rank
FENY
SJM
FENY vs. SJM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Energy Index ETF (FENY) and The J. M. Smucker Company (SJM). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FENY | SJM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.56 | ||
| Sortino ratioReturn per unit of downside risk | +1.70 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.10 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.80 | 0.57 | +2.23 |
| Martin ratioReturn relative to average drawdown | 7.52 | 1.36 | +6.16 |
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Drawdowns
FENY vs. SJM - Drawdown Comparison
The maximum FENY drawdown since its inception was -74.35%, which is greater than SJM's maximum drawdown of -45.67%. Use the drawdown chart below to compare losses from any high point for FENY and SJM.
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Drawdown Indicators
| FENY | SJM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.35% | -45.67% | -28.68% |
Max Drawdown (1Y)Largest decline over 1 year | -14.96% | -22.82% | +7.86% |
Max Drawdown (3Y)Largest decline over 3 years | -21.47% | -33.43% | +11.96% |
Max Drawdown (5Y)Largest decline over 5 years | -26.64% | -38.11% | +11.47% |
Max Drawdown (10Y)Largest decline over 10 years | -69.07% | -38.11% | -30.96% |
Current DrawdownCurrent decline from peak | -5.93% | -16.71% | +10.78% |
Average DrawdownAverage peak-to-trough decline | -22.94% | -13.51% | -9.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.56% | 9.47% | -3.91% |
Volatility
FENY vs. SJM - Volatility Comparison
The current volatility for Fidelity MSCI Energy Index ETF (FENY) is 6.24%, while The J. M. Smucker Company (SJM) has a volatility of 9.52%. This indicates that FENY experiences smaller price fluctuations and is considered to be less risky than SJM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FENY | SJM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.24% | 9.52% | -3.28% |
Volatility (6M)Calculated over the trailing 6-month period | 16.54% | 23.01% | -6.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.87% | 28.84% | -7.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.17% | 24.83% | +1.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.78% | 24.74% | +5.04% |
Dividends
FENY vs. SJM - Dividend Comparison
FENY's dividend yield for the trailing twelve months is around 2.39%, less than SJM's 3.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FENY Fidelity MSCI Energy Index ETF | 2.39% | 3.18% | 3.05% | 3.33% | 3.33% | 3.69% | 4.60% | 6.43% | 3.21% | 2.94% | 2.29% | 3.05% |
SJM The J. M. Smucker Company | 3.69% | 4.46% | 3.89% | 3.29% | 2.54% | 2.78% | 3.08% | 3.32% | 3.49% | 2.46% | 2.22% | 2.12% |
Frequently Asked Questions
FENY and SJM have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SJM has higher volatility (9.52%) compared to FENY (6.24%). In terms of maximum drawdown, FENY dropped -74.35% vs SJM's -45.67%.
FENY currently has the higher Sharpe Ratio (2.01 vs 0.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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