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FENY vs. SJM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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FENY vs. SJM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FENY
Fidelity MSCI Energy Index ETF
38.13%7.27%6.62%-0.04%62.94%55.62%-33.15%9.11%-19.99%-2.30%
SJM
The J. M. Smucker Company
-0.41%-7.56%-9.61%-17.79%20.06%21.05%14.50%14.90%-22.58%-0.49%

Returns By Period

In the year-to-date period, FENY achieves a 38.13% return, which is significantly higher than SJM's -0.41% return. Over the past 10 years, FENY has outperformed SJM with an annualized return of 11.01%, while SJM has yielded a comparatively lower -0.11% annualized return.


FENY

1D
-1.13%
1M
10.37%
YTD
38.13%
6M
39.46%
1Y
37.23%
3Y*
18.44%
5Y*
24.19%
10Y*
11.01%

SJM

1D
1.33%
1M
-16.83%
YTD
-0.41%
6M
-9.40%
1Y
-15.27%
3Y*
-11.89%
5Y*
-2.02%
10Y*
-0.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FENY vs. SJM — Risk / Return Rank

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

FENY
FENY Risk / Return Rank: 7676
Overall Rank
FENY Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FENY Sortino Ratio Rank: 7878
Sortino Ratio Rank
FENY Omega Ratio Rank: 7979
Omega Ratio Rank
FENY Calmar Ratio Rank: 7979
Calmar Ratio Rank
FENY Martin Ratio Rank: 6363
Martin Ratio Rank

SJM
SJM Risk / Return Rank: 1717
Overall Rank
SJM Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
SJM Sortino Ratio Rank: 1919
Sortino Ratio Rank
SJM Omega Ratio Rank: 1919
Omega Ratio Rank
SJM Calmar Ratio Rank: 1818
Calmar Ratio Rank
SJM Martin Ratio Rank: 1212
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.

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.


FENYSJMDifference

Sharpe ratio

Return per unit of total volatility

1.50

-0.51

+2.01

Sortino ratio

Return per unit of downside risk

1.91

-0.52

+2.43

Omega ratio

Gain probability vs. loss probability

1.29

0.93

+0.36

Calmar ratio

Return relative to maximum drawdown

2.03

-0.70

+2.73

Martin ratio

Return relative to average drawdown

5.81

-1.43

+7.24

FENY vs. SJM - Sharpe Ratio Comparison

The current FENY Sharpe Ratio is 1.50, which is higher than the SJM Sharpe Ratio of -0.51. 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.


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Sharpe Ratios by Period


FENYSJMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

-0.51

+2.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

-0.09

+1.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

-0.00

+0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.30

-0.09

Correlation

The correlation between FENY and SJM is 0.16, 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.


Dividends

FENY vs. SJM - Dividend Comparison

FENY's dividend yield for the trailing twelve months is around 2.31%, less than SJM's 4.54% yield.


TTM20252024202320222021202020192018201720162015
FENY
Fidelity MSCI Energy Index ETF
2.31%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
4.54%4.46%3.89%3.29%2.54%2.78%3.08%3.32%3.49%2.46%2.22%2.12%

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


FENYSJMDifference

Max Drawdown

Largest peak-to-trough decline

-74.35%

-45.67%

-28.68%

Max Drawdown (1Y)

Largest decline over 1 year

-19.11%

-19.57%

+0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-26.64%

-36.66%

+10.02%

Max Drawdown (10Y)

Largest decline over 10 years

-69.07%

-36.71%

-32.36%

Current Drawdown

Current decline from peak

-2.21%

-33.34%

+31.13%

Average Drawdown

Average peak-to-trough decline

-23.35%

-13.37%

-9.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.66%

9.61%

-2.95%

Volatility

FENY vs. SJM - Volatility Comparison

The current volatility for Fidelity MSCI Energy Index ETF (FENY) is 4.97%, while The J. M. Smucker Company (SJM) has a volatility of 5.42%. 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


FENYSJMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

5.42%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

13.84%

18.25%

-4.41%

Volatility (1Y)

Calculated over the trailing 1-year period

25.03%

29.95%

-4.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.56%

23.60%

+2.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.70%

24.24%

+5.46%