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FENY vs. SJM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FENY and SJM is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

FENY vs. SJM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Energy Index ETF (FENY) and The J. M. Smucker Company (SJM). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
34.30%
46.19%
FENY
SJM

Key characteristics

Sharpe Ratio

FENY:

-0.43

SJM:

0.10

Sortino Ratio

FENY:

-0.42

SJM:

0.33

Omega Ratio

FENY:

0.94

SJM:

1.04

Calmar Ratio

FENY:

-0.51

SJM:

0.07

Martin Ratio

FENY:

-1.44

SJM:

0.35

Ulcer Index

FENY:

7.59%

SJM:

6.80%

Daily Std Dev

FENY:

25.37%

SJM:

24.63%

Max Drawdown

FENY:

-74.35%

SJM:

-45.66%

Current Drawdown

FENY:

-14.83%

SJM:

-23.13%

Returns By Period

In the year-to-date period, FENY achieves a -4.54% return, which is significantly lower than SJM's 6.15% return. Over the past 10 years, FENY has outperformed SJM with an annualized return of 3.36%, while SJM has yielded a comparatively lower 2.73% annualized return.


FENY

YTD

-4.54%

1M

-11.48%

6M

-6.80%

1Y

-11.56%

5Y*

24.66%

10Y*

3.36%

SJM

YTD

6.15%

1M

3.90%

6M

0.86%

1Y

1.42%

5Y*

2.86%

10Y*

2.73%

*Annualized

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Risk-Adjusted Performance

FENY vs. SJM — Risk-Adjusted Performance Rank

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

FENY
The Risk-Adjusted Performance Rank of FENY is 55
Overall Rank
The Sharpe Ratio Rank of FENY is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of FENY is 77
Sortino Ratio Rank
The Omega Ratio Rank of FENY is 66
Omega Ratio Rank
The Calmar Ratio Rank of FENY is 22
Calmar Ratio Rank
The Martin Ratio Rank of FENY is 33
Martin Ratio Rank

SJM
The Risk-Adjusted Performance Rank of SJM is 5252
Overall Rank
The Sharpe Ratio Rank of SJM is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of SJM is 4747
Sortino Ratio Rank
The Omega Ratio Rank of SJM is 4646
Omega Ratio Rank
The Calmar Ratio Rank of SJM is 5656
Calmar Ratio Rank
The Martin Ratio Rank of SJM is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FENY vs. SJM - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for FENY, currently valued at -0.43, compared to the broader market-1.000.001.002.003.004.00
FENY: -0.43
SJM: 0.10
The chart of Sortino ratio for FENY, currently valued at -0.42, compared to the broader market-2.000.002.004.006.008.00
FENY: -0.42
SJM: 0.33
The chart of Omega ratio for FENY, currently valued at 0.94, compared to the broader market0.501.001.502.002.50
FENY: 0.94
SJM: 1.04
The chart of Calmar ratio for FENY, currently valued at -0.51, compared to the broader market0.002.004.006.008.0010.0012.00
FENY: -0.51
SJM: 0.07
The chart of Martin ratio for FENY, currently valued at -1.44, compared to the broader market0.0020.0040.0060.00
FENY: -1.44
SJM: 0.35

The current FENY Sharpe Ratio is -0.43, which is lower than the SJM Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of FENY and SJM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.43
0.10
FENY
SJM

Dividends

FENY vs. SJM - Dividend Comparison

FENY's dividend yield for the trailing twelve months is around 3.28%, less than SJM's 3.72% yield.


TTM20242023202220212020201920182017201620152014
FENY
Fidelity MSCI Energy Index ETF
3.28%3.05%3.33%3.33%3.69%4.60%6.43%3.21%2.94%2.29%3.05%1.91%
SJM
The J. M. Smucker Company
3.72%3.89%3.29%2.54%2.78%3.08%3.32%3.49%2.46%2.22%2.12%2.42%

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 -45.66%. Use the drawdown chart below to compare losses from any high point for FENY and SJM. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.83%
-23.13%
FENY
SJM

Volatility

FENY vs. SJM - Volatility Comparison

Fidelity MSCI Energy Index ETF (FENY) has a higher volatility of 17.66% compared to The J. M. Smucker Company (SJM) at 8.34%. This indicates that FENY's price experiences larger fluctuations and is considered to be riskier than SJM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.66%
8.34%
FENY
SJM