PortfoliosLab logo
FNCL vs. PSCF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FNCL and PSCF is 0.67, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

FNCL vs. PSCF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Financials Index ETF (FNCL) and Invesco S&P SmallCap Financials ETF (PSCF). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
241.96%
83.84%
FNCL
PSCF

Key characteristics

Sharpe Ratio

FNCL:

0.84

PSCF:

0.38

Sortino Ratio

FNCL:

1.27

PSCF:

0.72

Omega Ratio

FNCL:

1.19

PSCF:

1.09

Calmar Ratio

FNCL:

1.03

PSCF:

0.38

Martin Ratio

FNCL:

3.94

PSCF:

1.16

Ulcer Index

FNCL:

4.50%

PSCF:

8.00%

Daily Std Dev

FNCL:

21.15%

PSCF:

24.17%

Max Drawdown

FNCL:

-44.38%

PSCF:

-45.46%

Current Drawdown

FNCL:

-9.22%

PSCF:

-17.63%

Returns By Period

In the year-to-date period, FNCL achieves a -1.97% return, which is significantly higher than PSCF's -9.07% return. Over the past 10 years, FNCL has outperformed PSCF with an annualized return of 11.12%, while PSCF has yielded a comparatively lower 5.04% annualized return.


FNCL

YTD

-1.97%

1M

-4.62%

6M

2.61%

1Y

18.63%

5Y*

19.50%

10Y*

11.12%

PSCF

YTD

-9.07%

1M

-6.68%

6M

-7.82%

1Y

10.85%

5Y*

10.70%

10Y*

5.04%

*Annualized

Compare stocks, funds, or ETFs

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


FNCL vs. PSCF - Expense Ratio Comparison

FNCL has a 0.08% expense ratio, which is lower than PSCF's 0.29% expense ratio.


Expense ratio chart for PSCF: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PSCF: 0.29%
Expense ratio chart for FNCL: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FNCL: 0.08%

Risk-Adjusted Performance

FNCL vs. PSCF — Risk-Adjusted Performance Rank

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

FNCL
The Risk-Adjusted Performance Rank of FNCL is 7878
Overall Rank
The Sharpe Ratio Rank of FNCL is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of FNCL is 7575
Sortino Ratio Rank
The Omega Ratio Rank of FNCL is 7777
Omega Ratio Rank
The Calmar Ratio Rank of FNCL is 8383
Calmar Ratio Rank
The Martin Ratio Rank of FNCL is 8080
Martin Ratio Rank

PSCF
The Risk-Adjusted Performance Rank of PSCF is 4949
Overall Rank
The Sharpe Ratio Rank of PSCF is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of PSCF is 5151
Sortino Ratio Rank
The Omega Ratio Rank of PSCF is 4848
Omega Ratio Rank
The Calmar Ratio Rank of PSCF is 5252
Calmar Ratio Rank
The Martin Ratio Rank of PSCF is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FNCL vs. PSCF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Financials Index ETF (FNCL) and Invesco S&P SmallCap Financials ETF (PSCF). 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 chart of Sharpe ratio for FNCL, currently valued at 0.84, compared to the broader market-1.000.001.002.003.004.00
FNCL: 0.84
PSCF: 0.38
The chart of Sortino ratio for FNCL, currently valued at 1.27, compared to the broader market-2.000.002.004.006.008.00
FNCL: 1.27
PSCF: 0.72
The chart of Omega ratio for FNCL, currently valued at 1.19, compared to the broader market0.501.001.502.002.50
FNCL: 1.19
PSCF: 1.09
The chart of Calmar ratio for FNCL, currently valued at 1.03, compared to the broader market0.002.004.006.008.0010.0012.00
FNCL: 1.03
PSCF: 0.38
The chart of Martin ratio for FNCL, currently valued at 3.94, compared to the broader market0.0020.0040.0060.00
FNCL: 3.94
PSCF: 1.16

The current FNCL Sharpe Ratio is 0.84, which is higher than the PSCF Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of FNCL and PSCF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.84
0.38
FNCL
PSCF

Dividends

FNCL vs. PSCF - Dividend Comparison

FNCL's dividend yield for the trailing twelve months is around 1.61%, less than PSCF's 2.49% yield.


TTM20242023202220212020201920182017201620152014
FNCL
Fidelity MSCI Financials Index ETF
1.61%1.52%1.91%2.29%1.75%2.26%2.17%2.37%1.60%1.81%2.17%1.77%
PSCF
Invesco S&P SmallCap Financials ETF
2.49%2.48%3.32%2.93%1.83%3.57%3.40%4.21%2.26%3.01%2.28%2.43%

Drawdowns

FNCL vs. PSCF - Drawdown Comparison

The maximum FNCL drawdown since its inception was -44.38%, roughly equal to the maximum PSCF drawdown of -45.46%. Use the drawdown chart below to compare losses from any high point for FNCL and PSCF. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.22%
-17.63%
FNCL
PSCF

Volatility

FNCL vs. PSCF - Volatility Comparison

Fidelity MSCI Financials Index ETF (FNCL) has a higher volatility of 14.06% compared to Invesco S&P SmallCap Financials ETF (PSCF) at 13.15%. This indicates that FNCL's price experiences larger fluctuations and is considered to be riskier than PSCF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.06%
13.15%
FNCL
PSCF