FMX vs. XLF
Compare and contrast key facts about Fomento Económico Mexicano, S.A.B. de C.V. (FMX) 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.
Performance
FMX vs. XLF - Performance Comparison
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FMX vs. XLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FMX Fomento Económico Mexicano, S.A.B. de C.V. | 15.80% | 29.05% | -32.57% | 70.14% | 2.91% | 4.05% | -17.78% | 11.64% | -6.85% | 25.12% |
XLF Financial Select Sector SPDR Fund | -9.27% | 14.90% | 30.56% | 12.03% | -10.59% | 34.80% | -1.74% | 31.88% | -13.06% | 22.00% |
Returns By Period
In the year-to-date period, FMX achieves a 15.80% return, which is significantly higher than XLF's -9.27% return. Over the past 10 years, FMX has underperformed XLF with an annualized return of 4.54%, while XLF has yielded a comparatively higher 12.45% annualized return.
FMX
- 1D
- 1.84%
- 1M
- 0.69%
- YTD
- 15.80%
- 6M
- 25.17%
- 1Y
- 26.20%
- 3Y*
- 12.05%
- 5Y*
- 12.59%
- 10Y*
- 4.54%
XLF
- 1D
- 0.14%
- 1M
- -3.13%
- YTD
- -9.27%
- 6M
- -6.60%
- 1Y
- 0.91%
- 3Y*
- 17.30%
- 5Y*
- 9.37%
- 10Y*
- 12.45%
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Return for Risk
FMX vs. XLF — Risk / Return Rank
FMX
XLF
FMX vs. XLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fomento Económico Mexicano, S.A.B. de C.V. (FMX) 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.
| FMX | XLF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 0.05 | +0.97 |
Sortino ratioReturn per unit of downside risk | 1.53 | 0.19 | +1.33 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.03 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.41 | 0.05 | +1.36 |
Martin ratioReturn relative to average drawdown | 3.56 | 0.16 | +3.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FMX | XLF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 0.05 | +0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.50 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | 0.56 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.20 | +0.12 |
Correlation
The correlation between FMX and XLF is 0.39, 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
FMX vs. XLF - Dividend Comparison
FMX's dividend yield for the trailing twelve months is around 9.80%, more than XLF's 1.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMX Fomento Económico Mexicano, S.A.B. de C.V. | 9.80% | 8.42% | 3.64% | 1.60% | 2.17% | 1.47% | 1.88% | 1.62% | 1.73% | 1.43% | 1.77% | 1.49% |
XLF Financial Select Sector SPDR Fund | 1.60% | 1.31% | 1.42% | 1.71% | 2.04% | 1.63% | 2.03% | 1.87% | 2.08% | 1.48% | 21.10% | 1.95% |
Drawdowns
FMX vs. XLF - Drawdown Comparison
The maximum FMX drawdown since its inception was -61.02%, smaller than the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for FMX and XLF.
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Drawdown Indicators
| FMX | XLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.02% | -82.69% | +21.67% |
Max Drawdown (1Y)Largest decline over 1 year | -20.85% | -14.79% | -6.06% |
Max Drawdown (5Y)Largest decline over 5 years | -41.26% | -25.81% | -15.45% |
Max Drawdown (10Y)Largest decline over 10 years | -45.45% | -42.86% | -2.59% |
Current DrawdownCurrent decline from peak | -7.61% | -11.89% | +4.28% |
Average DrawdownAverage peak-to-trough decline | -18.85% | -20.10% | +1.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.29% | 4.96% | +3.33% |
Volatility
FMX vs. XLF - Volatility Comparison
Fomento Económico Mexicano, S.A.B. de C.V. (FMX) has a higher volatility of 8.38% compared to Financial Select Sector SPDR Fund (XLF) at 4.76%. This indicates that FMX'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.
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Volatility by Period
| FMX | XLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.38% | 4.76% | +3.62% |
Volatility (6M)Calculated over the trailing 6-month period | 17.50% | 11.45% | +6.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.08% | 19.25% | +6.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.29% | 18.69% | +6.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.86% | 22.18% | +4.68% |