FSTA vs. FELG

Last updated Jun 24, 2026

FSTA (Fidelity MSCI Consumer Staples Index ETF) and FELG (Fidelity Enhanced Large Cap Growth ETF) are both exchange-traded funds - FSTA is a Consumer Staples Equities fund tracking the MSCI USA IMI Consumer Staples Index, while FELG is a Large Cap Growth Equities fund actively managed by Fidelity. FSTA is passively managed, while FELG is actively managed. Over the past year, FSTA returned 5.28% vs 20.00% for FELG. At a 0.04 correlation, their price movements are largely independent. FSTA charges 0.08%/yr vs 0.18%/yr for FELG.

Performance

FSTA vs. FELG - Performance Comparison

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

Returns By Period

In the year-to-date period, FSTA achieves a 8.86% return, which is significantly higher than FELG's 2.26% 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%

FELG

• 1D: -1.73%
• 1M: -3.56%
• YTD: 2.26%
• 6M: 0.98%
• 1Y: 20.00%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

FSTA vs. FELG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
FSTA Fidelity MSCI Consumer Staples Index ETF	8.86%	1.82%	13.31%	5.13%
FELG Fidelity Enhanced Large Cap Growth ETF	2.26%	18.44%	35.45%	4.37%

Correlation

The correlation between FSTA and FELG is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.20
Correlation (All Time) Calculated using the full available price history since Nov 20, 2023	0.04

The correlation between FSTA and FELG shifts across timeframes, from -0.20 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.

FSTA vs. FELG - Sectors Allocation Comparison

Sectors	FSTA	FELG
Consumer Defensive	97.6%	1.3%
Consumer Cyclical	1.7%	11.4%
Industrials	0.3%	6.1%
Basic Materials	0.3%	0.0%
Healthcare	0.0%	7.0%
Communication Services	-	12.2%
Energy	-	0.7%
Financial Services	-	4.4%
Real Estate	-	0.1%
Technology	-	54.2%
Utilities	-	1.0%

Return for Risk

FSTA vs. FELG — 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

FELG

FELG Risk / Return Rank: 32
FELG Sharpe Ratio Rank: 35
FELG Sortino Ratio Rank: 34
FELG Omega Ratio Rank: 34
FELG Calmar Ratio Rank: 26
FELG Martin Ratio Rank: 30

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. FELG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Consumer Staples Index ETF (FSTA) and Fidelity Enhanced Large Cap Growth ETF (FELG). 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	FELG	Difference
Sharpe ratio: Return per unit of total volatility	0.42	1.24	-0.82
Sortino ratio: Return per unit of downside risk	0.69	1.73	-1.04
Omega ratio: Gain probability vs. loss probability	1.08	1.22	-0.14
Calmar ratio: Return relative to maximum drawdown	0.57	1.24	-0.67
Martin ratio: Return relative to average drawdown	1.12	4.14	-3.02

FSTA vs. FELG - Sharpe Ratio Comparison

The current FSTA Sharpe Ratio is 0.42, which is lower than the FELG Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of FSTA and FELG, 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. FELG - Drawdown Comparison

The maximum FSTA drawdown since its inception was -25.13%, which is greater than FELG's maximum drawdown of -23.89%. Use the drawdown chart below to compare losses from any high point for FSTA and FELG.

Drawdown Indicators

	FSTA	FELG	Difference
Max Drawdown Largest peak-to-trough decline	-25.13%	-23.89%	-1.24%
Max Drawdown (1Y) Largest decline over 1 year	-9.29%	-16.17%	+6.88%
Max Drawdown (3Y) Largest decline over 3 years	-11.76%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-16.58%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-25.13%	—	—
Current Drawdown Current decline from peak	-5.90%	-6.32%	+0.42%
Average Drawdown Average peak-to-trough decline	-3.56%	-3.54%	-0.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.71%	4.84%	-0.13%

Volatility

FSTA vs. FELG - Volatility Comparison

The current volatility for Fidelity MSCI Consumer Staples Index ETF (FSTA) is 4.99%, while Fidelity Enhanced Large Cap Growth ETF (FELG) has a volatility of 6.15%. This indicates that FSTA experiences smaller price fluctuations and is considered to be less risky than FELG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FSTA	FELG	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.99%	6.15%	-1.16%
Volatility (6M) Calculated over the trailing 6-month period	10.34%	12.66%	-2.32%
Volatility (1Y) Calculated over the trailing 1-year period	12.79%	16.29%	-3.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.17%	20.00%	-6.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.59%	20.00%	-5.41%

FSTA vs. FELG - Expense Ratio Comparison

FSTA has a 0.08% expense ratio, which is lower than FELG's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

FSTA vs. FELG - Dividend Comparison

FSTA's dividend yield for the trailing twelve months is around 2.20%, more than FELG's 0.36% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FELG Fidelity Enhanced Large Cap Growth ETF	0.36%	0.38%	0.44%	0.11%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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 FELG in my portfolio?

FSTA and FELG have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FSTA or FELG?

FELG has higher volatility (6.15%) compared to FSTA (4.99%). In terms of maximum drawdown, FSTA dropped -25.13% vs FELG's -23.89%.

Which ETF is better, FSTA or FELG?

On 1-year performance, FELG leads with 20.00% vs 5.28% for FSTA. On fees, FSTA is cheaper at 0.08% per year. On volatility, FSTA has been the lower-risk option at 4.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FSTA or FELG?

Over the 1-year period, FELG has performed better with a 20.00% return vs 5.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FSTA or FELG?

FSTA is cheaper with a 0.08% expense ratio, compared with 0.18% for FELG.

Which ETF pays a higher dividend yield, FSTA or FELG?

FSTA has the higher dividend yield at 2.20%, compared with 0.36% for FELG.

What is the main difference between FSTA and FELG?

FSTA is categorized as Consumer Staples Equities, while FELG is Large Cap Growth Equities. Their fees differ too: 0.08% for FSTA and 0.18% for FELG.

Which has better risk-adjusted returns?

FELG currently has the higher Sharpe Ratio (1.24 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.