FMX vs. XLF

In the year-to-date period, FMX achieves a 22.78% return, which is significantly higher than XLF's 3.54% return. Over the past 10 years, FMX has underperformed XLF with an annualized return of 2.98%, while XLF has yielded a comparatively higher 14.17% annualized return.

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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.

The current FMX Sharpe Ratio is -0.44, which is lower than the XLF Sharpe Ratio of 1.07. 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.

FMX's dividend yield for the trailing twelve months is around 4.60%, more than XLF's 1.43% yield.

The maximum FMX drawdown since its inception was -61.02%, smaller than the maximum XLF drawdown of -82.43%. Use the drawdown chart below to compare losses from any high point for FMX and XLF. For additional features, visit the drawdowns tool.