FISI vs. XLF
Compare and contrast key facts about Financial Institutions, Inc. (FISI) and Financial Select Sector SPDR Fund (XLF).
XLF is a passively managed fund by State Street that tracks the performance of the Financial Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FISI or XLF.
Key characteristics
| FISI | XLF | |
|---|---|---|
| YTD Return | 32.90% | 33.53% |
| 1Y Return | 61.77% | 45.44% |
| 3Y Return (Ann) | -1.48% | 9.36% |
| 5Y Return (Ann) | 1.62% | 13.03% |
| 10Y Return (Ann) | 5.18% | 11.93% |
| Sharpe Ratio | 1.55 | 3.36 |
| Sortino Ratio | 2.32 | 4.72 |
| Omega Ratio | 1.29 | 1.61 |
| Calmar Ratio | 1.37 | 3.48 |
| Martin Ratio | 4.30 | 23.97 |
| Ulcer Index | 14.29% | 1.93% |
| Daily Std Dev | 39.65% | 13.75% |
| Max Drawdown | -89.98% | -82.69% |
| Current Drawdown | -6.20% | -0.50% |
Correlation
The correlation between FISI and XLF is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FISI vs. XLF - Performance Comparison
The year-to-date returns for both investments are quite close, with FISI having a 32.90% return and XLF slightly higher at 33.53%. Over the past 10 years, FISI has underperformed XLF with an annualized return of 5.18%, while XLF has yielded a comparatively higher 11.93% 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
FISI vs. XLF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Financial Institutions, Inc. (FISI) and Financial Select Sector SPDR Fund (XLF). 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
FISI vs. XLF - Dividend Comparison
FISI's dividend yield for the trailing twelve months is around 4.44%, more than XLF's 1.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FISI Financial Institutions, Inc. | 4.44% | 5.63% | 4.76% | 3.40% | 4.62% | 3.12% | 3.74% | 2.73% | 2.37% | 2.86% | 3.06% | 2.99% |
XLF Financial Select Sector SPDR Fund | 1.34% | 1.71% | 2.04% | 1.63% | 2.03% | 1.86% | 2.09% | 1.48% | 1.63% | 1.95% | 1.61% | 1.47% |
Drawdowns
FISI vs. XLF - Drawdown Comparison
The maximum FISI drawdown since its inception was -89.98%, which is greater than XLF's maximum drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for FISI and XLF. For additional features, visit the drawdowns tool.
Volatility
FISI vs. XLF - Volatility Comparison
Financial Institutions, Inc. (FISI) has a higher volatility of 16.47% compared to Financial Select Sector SPDR Fund (XLF) at 7.03%. This indicates that FISI's price experiences larger fluctuations and is considered to be riskier than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.