FSTA vs. FDFAX

Last updated Jun 24, 2026

FSTA (Fidelity MSCI Consumer Staples Index ETF) and FDFAX (Fidelity Select Consumer Staples Portfolio) are both Consumer Staples Equities funds from Fidelity. Over the past 10 years, FSTA returned 7.91%/yr vs 6.16%/yr for FDFAX. Their correlation of 0.93 suggests significant overlap in exposure. FSTA charges 0.08%/yr vs 0.73%/yr for FDFAX.

Performance

FSTA vs. FDFAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Consumer Staples Index ETF (FSTA) and Fidelity Select Consumer Staples Portfolio (FDFAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with FSTA having a 8.86% return and FDFAX slightly higher at 8.92%. Over the past 10 years, FSTA has outperformed FDFAX with an annualized return of 7.91%, while FDFAX has yielded a comparatively lower 6.16% annualized return.

FSTA

• 1D: 1.73%
• 1M: -0.47%
• YTD: 8.86%
• 6M: 8.88%
• 1Y: 5.28%
• 3Y*: 8.04%
• 5Y*: 7.17%
• 10Y*: 7.91%

FDFAX

• 1D: -0.77%
• 1M: -1.30%
• YTD: 8.92%
• 6M: 9.09%
• 1Y: 7.97%
• 3Y*: 4.66%
• 5Y*: 4.79%
• 10Y*: 6.16%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FSTA vs. FDFAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FSTA Fidelity MSCI Consumer Staples Index ETF	8.86%	1.82%	13.31%	2.29%	-1.72%	17.44%	10.96%	26.84%	-8.49%	12.71%
FDFAX Fidelity Select Consumer Staples Portfolio	8.92%	-1.31%	5.58%	3.02%	-0.44%	14.43%	11.60%	31.79%	-15.91%	12.15%

Correlation

The correlation between FSTA and FDFAX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (10Y) Calculated over the trailing 10-year period	0.93
Correlation (All Time) Calculated using the full available price history since Oct 24, 2013	0.93

The correlation between FSTA and FDFAX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

FSTA vs. FDFAX - Sectors Allocation Comparison

Sectors	FSTA	FDFAX
Consumer Defensive	97.6%	96.4%
Consumer Cyclical	1.7%	0.9%
Industrials	0.3%	2.7%
Basic Materials	0.3%	-
Healthcare	0.0%	-
Communication Services	-	-
Energy	-	-
Financial Services	-	-
Real Estate	-	-
Technology	-	-
Utilities	-	-

Return for Risk

FSTA vs. FDFAX — Risk / Return Rank

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

FSTA

FSTA Risk / Return Rank: 14
FSTA Sharpe Ratio Rank: 15
FSTA Sortino Ratio Rank: 14
FSTA Omega Ratio Rank: 13
FSTA Calmar Ratio Rank: 15
FSTA Martin Ratio Rank: 14

FDFAX

FDFAX Risk / Return Rank: 8
FDFAX Sharpe Ratio Rank: 8
FDFAX Sortino Ratio Rank: 9
FDFAX Omega Ratio Rank: 8
FDFAX Calmar Ratio Rank: 11
FDFAX Martin Ratio Rank: 7

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.

FSTA vs. FDFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Consumer Staples Index ETF (FSTA) and Fidelity Select Consumer Staples Portfolio (FDFAX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FSTA	FDFAX	Difference
Sharpe ratio: Return per unit of total volatility	0.42	0.65	-0.24
Sortino ratio: Return per unit of downside risk	0.69	1.02	-0.33
Omega ratio: Gain probability vs. loss probability	1.08	1.12	-0.04
Calmar ratio: Return relative to maximum drawdown	0.57	0.98	-0.40
Martin ratio: Return relative to average drawdown	1.12	1.79	-0.67

FSTA vs. FDFAX - Sharpe Ratio Comparison

The current FSTA Sharpe Ratio is 0.42, which is lower than the FDFAX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of FSTA and FDFAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FSTA vs. FDFAX - Drawdown Comparison

The maximum FSTA drawdown since its inception was -25.13%, smaller than the maximum FDFAX drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for FSTA and FDFAX.

Drawdown Indicators

	FSTA	FDFAX	Difference
Max Drawdown Largest peak-to-trough decline	-25.13%	-38.29%	+13.16%
Max Drawdown (1Y) Largest decline over 1 year	-9.29%	-9.18%	-0.11%
Max Drawdown (3Y) Largest decline over 3 years	-11.76%	-13.03%	+1.27%
Max Drawdown (5Y) Largest decline over 5 years	-16.58%	-15.63%	-0.95%
Max Drawdown (10Y) Largest decline over 10 years	-25.13%	-27.66%	+2.53%
Current Drawdown Current decline from peak	-5.90%	-5.49%	-0.41%
Average Drawdown Average peak-to-trough decline	-3.56%	-5.04%	+1.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.71%	4.99%	-0.28%

Volatility

FSTA vs. FDFAX - Volatility Comparison

Fidelity MSCI Consumer Staples Index ETF (FSTA) has a higher volatility of 4.99% compared to Fidelity Select Consumer Staples Portfolio (FDFAX) at 4.70%. This indicates that FSTA's price experiences larger fluctuations and is considered to be riskier than FDFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FSTA	FDFAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.99%	4.70%	+0.29%
Volatility (6M) Calculated over the trailing 6-month period	10.34%	10.08%	+0.26%
Volatility (1Y) Calculated over the trailing 1-year period	12.79%	13.69%	-0.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.17%	13.85%	-0.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.59%	14.97%	-0.38%

FSTA vs. FDFAX - Expense Ratio Comparison

FSTA has a 0.08% expense ratio, which is lower than FDFAX's 0.73% expense ratio.

Dividends

FSTA vs. FDFAX - Dividend Comparison

FSTA's dividend yield for the trailing twelve months is around 2.20%, less than FDFAX's 2.91% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FDFAX Fidelity Select Consumer Staples Portfolio	2.91%	6.45%	8.49%	5.13%	3.34%	10.73%	3.16%	2.78%	14.36%	8.82%	4.71%	9.06%
FSTA Fidelity MSCI Consumer Staples Index ETF	2.20%	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

Can I hold both FSTA and FDFAX in my portfolio?

With a correlation of 0.90, FSTA and FDFAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, FSTA or FDFAX?

FSTA has higher volatility (4.99%) compared to FDFAX (4.70%). In terms of maximum drawdown, FSTA dropped -25.13% vs FDFAX's -38.29%.

Which has better risk-adjusted returns?

FDFAX currently has the higher Sharpe Ratio (0.65 vs 0.42), 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.