PortfoliosLab logoPortfoliosLab logo
FMX vs. XLF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FMX vs. XLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fomento Económico Mexicano, S.A.B. de C.V. (FMX) and Financial Select Sector SPDR Fund (XLF). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FMX vs. XLF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FMX vs. XLF — Risk / Return Rank

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

FMX
FMX Risk / Return Rank: 6969
Overall Rank
FMX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FMX Sortino Ratio Rank: 6767
Sortino Ratio Rank
FMX Omega Ratio Rank: 6464
Omega Ratio Rank
FMX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FMX Martin Ratio Rank: 7070
Martin Ratio Rank

XLF
XLF Risk / Return Rank: 1313
Overall Rank
XLF Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
XLF Sortino Ratio Rank: 1212
Sortino Ratio Rank
XLF Omega Ratio Rank: 1212
Omega Ratio Rank
XLF Calmar Ratio Rank: 1313
Calmar Ratio Rank
XLF Martin Ratio Rank: 1313
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.

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.


FMXXLFDifference

Sharpe ratio

Return per unit of total volatility

1.01

0.05

+0.97

Sortino ratio

Return per unit of downside risk

1.53

0.19

+1.33

Omega ratio

Gain probability vs. loss probability

1.19

1.03

+0.16

Calmar ratio

Return relative to maximum drawdown

1.41

0.05

+1.36

Martin ratio

Return relative to average drawdown

3.56

0.16

+3.40

FMX vs. XLF - Sharpe Ratio Comparison

The current FMX Sharpe Ratio is 1.01, which is higher than the XLF Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of FMX and XLF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FMXXLFDifference

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.


TTM20252024202320222021202020192018201720162015
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.


Loading graphics...

Drawdown Indicators


FMXXLFDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-7.61%

-11.89%

+4.28%

Average Drawdown

Average peak-to-trough decline

-18.85%

-20.10%

+1.25%

Ulcer Index

Depth 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.


Loading graphics...

Volatility by Period


FMXXLFDifference

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%