FENY vs. SJM
Compare and contrast key facts about Fidelity MSCI Energy Index ETF (FENY) and The J. M. Smucker Company (SJM).
FENY is a passively managed fund by Fidelity that tracks the performance of the MSCI USA IMI Energy Index. It was launched on Oct 21, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FENY or SJM.
Key characteristics
| FENY | SJM | |
|---|---|---|
| YTD Return | 9.96% | -1.15% |
| 1Y Return | 1.77% | 10.69% |
| 3Y Return (Ann) | 20.26% | 3.04% |
| 5Y Return (Ann) | 15.45% | 5.72% |
| 10Y Return (Ann) | 4.04% | 5.04% |
| Sharpe Ratio | 0.15 | 0.54 |
| Sortino Ratio | 0.33 | 0.93 |
| Omega Ratio | 1.04 | 1.10 |
| Calmar Ratio | 0.21 | 0.37 |
| Martin Ratio | 0.40 | 1.24 |
| Ulcer Index | 7.13% | 9.59% |
| Daily Std Dev | 18.35% | 22.00% |
| Max Drawdown | -74.35% | -46.41% |
| Current Drawdown | -6.37% | -20.80% |
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.
Performance
FENY vs. SJM - Performance Comparison
In the year-to-date period, FENY achieves a 9.96% return, which is significantly higher than SJM's -1.15% return. Over the past 10 years, FENY has underperformed SJM with an annualized return of 4.04%, while SJM has yielded a comparatively higher 5.04% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
FENY vs. SJM - Dividend Comparison
FENY's dividend yield for the trailing twelve months is around 3.09%, less than SJM's 3.50% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FENY Fidelity MSCI Energy Index ETF | 3.09% | 3.33% | 3.33% | 3.69% | 4.60% | 6.43% | 3.21% | 2.94% | 2.29% | 3.05% | 1.91% | 0.32% |
SJM The J. M. Smucker Company | 3.50% | 3.29% | 2.54% | 2.78% | 3.08% | 3.32% | 3.49% | 2.46% | 2.22% | 2.12% | 2.42% | 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 -46.41%. Use the drawdown chart below to compare losses from any high point for FENY and SJM. For additional features, visit the drawdowns tool.
Volatility
FENY vs. SJM - Volatility Comparison
Fidelity MSCI Energy Index ETF (FENY) has a higher volatility of 6.87% compared to The J. M. Smucker Company (SJM) at 4.55%. 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.