FHLC vs. XOM
FHLC (Fidelity MSCI Health Care Index ETF) is Health & Biotech Equities fund tracking the MSCI USA IMI Health Care Index, while XOM (Exxon Mobil Corporation) is a stock. Over the past 10 years, FHLC returned 9.76%/yr vs 9.64%/yr for XOM. At a 0.29 correlation, their price movements are largely independent.
Performance
FHLC vs. XOM - Performance Comparison
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Returns By Period
In the year-to-date period, FHLC achieves a 0.03% return, which is significantly lower than XOM's 23.81% return. Both investments have delivered pretty close results over the past 10 years, with FHLC having a 9.76% annualized return and XOM not far behind at 9.64%.
FHLC
- 1D
- -0.13%
- 1M
- 4.40%
- YTD
- 0.03%
- 6M
- 0.58%
- 1Y
- 15.99%
- 3Y*
- 7.18%
- 5Y*
- 4.76%
- 10Y*
- 9.76%
XOM
- 1D
- 0.28%
- 1M
- -2.35%
- YTD
- 23.81%
- 6M
- 25.40%
- 1Y
- 38.24%
- 3Y*
- 15.15%
- 5Y*
- 23.23%
- 10Y*
- 9.64%
FHLC vs. XOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FHLC Fidelity MSCI Health Care Index ETF | 0.03% | 15.42% | 2.48% | 2.58% | -5.55% | 20.39% | 18.13% | 21.94% | 4.71% | 23.34% |
XOM Exxon Mobil Corporation | 23.81% | 15.98% | 11.26% | -6.26% | 87.41% | 57.58% | -36.21% | 7.23% | -15.09% | -3.81% |
Correlation
The correlation between FHLC and XOM is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2013 | 0.29 |
The correlation between FHLC and XOM shifts across timeframes, from -0.09 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FHLC vs. XOM — Risk / Return Rank
FHLC
XOM
FHLC vs. XOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Health Care Index ETF (FHLC) and Exxon Mobil Corporation (XOM). 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.
| FHLC | XOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.26 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.55 | 2.45 | -0.90 |
| Martin ratioReturn relative to average drawdown | 3.86 | 6.56 | -2.70 |
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Drawdowns
FHLC vs. XOM - Drawdown Comparison
The maximum FHLC drawdown since its inception was -28.76%, smaller than the maximum XOM drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for FHLC and XOM.
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Drawdown Indicators
| FHLC | XOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.76% | -62.40% | +33.64% |
Max Drawdown (1Y)Largest decline over 1 year | -10.38% | -15.69% | +5.31% |
Max Drawdown (3Y)Largest decline over 3 years | -16.87% | -18.92% | +2.05% |
Max Drawdown (5Y)Largest decline over 5 years | -17.73% | -20.51% | +2.78% |
Max Drawdown (10Y)Largest decline over 10 years | -28.76% | -61.34% | +32.58% |
Current DrawdownCurrent decline from peak | -3.15% | -13.68% | +10.53% |
Average DrawdownAverage peak-to-trough decline | -5.19% | -10.20% | +5.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.16% | 5.84% | -1.68% |
Volatility
FHLC vs. XOM - Volatility Comparison
The current volatility for Fidelity MSCI Health Care Index ETF (FHLC) is 4.87%, while Exxon Mobil Corporation (XOM) has a volatility of 9.08%. This indicates that FHLC experiences smaller price fluctuations and is considered to be less risky than XOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FHLC | XOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.87% | 9.08% | -4.21% |
Volatility (6M)Calculated over the trailing 6-month period | 10.50% | 20.51% | -10.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.69% | 24.51% | -9.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.02% | 26.77% | -11.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.84% | 28.20% | -11.36% |
Dividends
FHLC vs. XOM - Dividend Comparison
FHLC's dividend yield for the trailing twelve months is around 1.37%, less than XOM's 2.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FHLC Fidelity MSCI Health Care Index ETF | 1.37% | 1.40% | 1.51% | 1.40% | 1.30% | 1.16% | 1.45% | 1.18% | 1.38% | 1.38% | 1.40% | 2.07% |
XOM Exxon Mobil Corporation | 2.78% | 3.32% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% |
Frequently Asked Questions
FHLC and XOM have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XOM has higher volatility (9.08%) compared to FHLC (4.87%). In terms of maximum drawdown, FHLC dropped -28.76% vs XOM's -62.40%.
XOM currently has the higher Sharpe Ratio (1.57 vs 1.09), 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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