FSTA vs. BRLN
FSTA (Fidelity MSCI Consumer Staples Index ETF) and BRLN (BlackRock Floating Rate Loan ETF) are both exchange-traded funds - FSTA is a Consumer Staples Equities fund tracking the MSCI USA IMI Consumer Staples Index, while BRLN is a Bank Loan fund actively managed by BlackRock. FSTA is passively managed, while BRLN is actively managed. Over the past 3 years, FSTA returned 8.01%/yr vs 7.18%/yr for BRLN. At a 0.06 correlation, their price movements are largely independent. FSTA charges 0.08%/yr vs 0.55%/yr for BRLN.
Performance
FSTA vs. BRLN - Performance Comparison
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Returns By Period
In the year-to-date period, FSTA achieves a 7.29% return, which is significantly higher than BRLN's 1.14% return.
FSTA
- 1D
- -0.17%
- 1M
- -2.09%
- YTD
- 7.29%
- 6M
- 7.43%
- 1Y
- 3.86%
- 3Y*
- 8.01%
- 5Y*
- 6.56%
- 10Y*
- 7.61%
BRLN
- 1D
- 0.35%
- 1M
- 0.60%
- YTD
- 1.14%
- 6M
- 1.72%
- 1Y
- 4.81%
- 3Y*
- 7.18%
- 5Y*
- —
- 10Y*
- —
FSTA vs. BRLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FSTA Fidelity MSCI Consumer Staples Index ETF | 7.29% | 1.82% | 13.31% | 2.29% | 10.76% |
BRLN BlackRock Floating Rate Loan ETF | 1.14% | 5.38% | 7.49% | 13.42% | 2.13% |
Correlation
The correlation between FSTA and BRLN is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Oct 7, 2022 | 0.06 |
The correlation between FSTA and BRLN shifts across timeframes, from -0.08 (1 year) to 0.07 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
FSTA vs. BRLN — Risk / Return Rank
FSTA
BRLN
FSTA vs. BRLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Consumer Staples Index ETF (FSTA) and BlackRock Floating Rate Loan ETF (BRLN). 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.
| FSTA | BRLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.23 | ||
| Sortino ratioReturn per unit of downside risk | -1.80 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.29 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.42 | 2.41 | -1.99 |
| Martin ratioReturn relative to average drawdown | 0.85 | 9.32 | -8.48 |
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
| FSTA | BRLN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.31 | 1.54 | -1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 2.16 | -1.54 |
Drawdowns
FSTA vs. BRLN - Drawdown Comparison
The maximum FSTA drawdown since its inception was -25.13%, which is greater than BRLN's maximum drawdown of -3.85%. Use the drawdown chart below to compare losses from any high point for FSTA and BRLN.
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Drawdown Indicators
| FSTA | BRLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.13% | -3.85% | -21.28% |
Max Drawdown (1Y)Largest decline over 1 year | -9.29% | -2.00% | -7.29% |
Max Drawdown (3Y)Largest decline over 3 years | -11.76% | -3.85% | -7.91% |
Max Drawdown (5Y)Largest decline over 5 years | -16.58% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -25.13% | — | — |
Current DrawdownCurrent decline from peak | -7.26% | -0.42% | -6.84% |
Average DrawdownAverage peak-to-trough decline | -3.56% | -0.31% | -3.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.57% | 0.52% | +4.05% |
Volatility
FSTA vs. BRLN - Volatility Comparison
Fidelity MSCI Consumer Staples Index ETF (FSTA) has a higher volatility of 4.43% compared to BlackRock Floating Rate Loan ETF (BRLN) at 1.11%. This indicates that FSTA's price experiences larger fluctuations and is considered to be riskier than BRLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSTA | BRLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 1.11% | +3.32% |
Volatility (6M)Calculated over the trailing 6-month period | 9.87% | 2.34% | +7.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.44% | 3.14% | +9.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.13% | 3.74% | +9.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.57% | 3.74% | +10.83% |
FSTA vs. BRLN - Expense Ratio Comparison
FSTA has a 0.08% expense ratio, which is lower than BRLN's 0.55% expense ratio.
Dividends
FSTA vs. BRLN - Dividend Comparison
FSTA's dividend yield for the trailing twelve months is around 2.22%, less than BRLN's 6.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRLN BlackRock Floating Rate Loan ETF | 6.37% | 6.50% | 7.87% | 9.06% | 1.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FSTA Fidelity MSCI Consumer Staples Index ETF | 2.22% | 2.34% | 2.25% | 2.66% | 2.26% | 2.15% | 2.47% | 2.46% | 3.01% | 2.42% | 2.53% | 2.86% |
Frequently Asked Questions
FSTA and BRLN have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSTA has higher volatility (4.43%) compared to BRLN (1.11%). In terms of maximum drawdown, FSTA dropped -25.13% vs BRLN's -3.85%.
On 3-year performance, FSTA leads with 8.01% vs 7.18% for BRLN. On fees, FSTA is cheaper at 0.08% per year. On volatility, BRLN has been the lower-risk option at 1.11%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, FSTA has performed better with a 8.01% return vs 7.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FSTA is cheaper with a 0.08% expense ratio, compared with 0.55% for BRLN.
BRLN has the higher dividend yield at 6.37%, compared with 2.22% for FSTA.
FSTA is categorized as Consumer Staples Equities, while BRLN is Bank Loan. They also come from different issuers: Fidelity and BlackRock. Their fees differ too: 0.08% for FSTA and 0.55% for BRLN.
BRLN currently has the higher Sharpe Ratio (1.54 vs 0.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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