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FHLC vs. XOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FHLC vs. XOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Health Care Index ETF (FHLC) and Exxon Mobil Corporation (XOM). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FHLC vs. XOM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

FHLC
FHLC Risk / Return Rank: 3434
Overall Rank
FHLC Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
FHLC Sortino Ratio Rank: 3737
Sortino Ratio Rank
FHLC Omega Ratio Rank: 3232
Omega Ratio Rank
FHLC Calmar Ratio Rank: 3535
Calmar Ratio Rank
FHLC Martin Ratio Rank: 3030
Martin Ratio Rank

XOM
XOM Risk / Return Rank: 8080
Overall Rank
XOM Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
XOM Sortino Ratio Rank: 7979
Sortino Ratio Rank
XOM Omega Ratio Rank: 7777
Omega Ratio Rank
XOM Calmar Ratio Rank: 8080
Calmar Ratio Rank
XOM Martin Ratio Rank: 8181
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.

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.


FHLCXOMDifference
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

FHLC vs. XOM - Sharpe Ratio Comparison

The current FHLC Sharpe Ratio is 1.09, which is lower than the XOM Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of FHLC and XOM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


FHLCXOMDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.15%

-13.68%

+10.53%

Average Drawdown

Average peak-to-trough decline

-5.19%

-10.20%

+5.01%

Ulcer Index

Depth 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


FHLCXOMDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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