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FSTA vs. FTEC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSTA vs. FTEC - Performance Comparison

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

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FSTA vs. FTEC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSTA
Fidelity MSCI Consumer Staples Index ETF
6.98%1.82%13.31%2.29%-1.72%17.44%10.96%26.84%-8.49%12.71%
FTEC
Fidelity MSCI Information Technology Index ETF
-7.30%22.11%29.40%53.30%-29.59%30.49%45.83%48.93%-0.39%36.83%

Returns By Period

In the year-to-date period, FSTA achieves a 6.98% return, which is significantly higher than FTEC's -7.30% return. Over the past 10 years, FSTA has underperformed FTEC with an annualized return of 7.69%, while FTEC has yielded a comparatively higher 21.13% annualized return.


FSTA

1D
0.19%
1M
-7.53%
YTD
6.98%
6M
6.22%
1Y
4.72%
3Y*
7.59%
5Y*
7.27%
10Y*
7.69%

FTEC

1D
4.32%
1M
-3.83%
YTD
-7.30%
6M
-6.15%
1Y
29.59%
3Y*
22.94%
5Y*
14.76%
10Y*
21.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSTA vs. FTEC - Expense Ratio Comparison

Both FSTA and FTEC have an expense ratio of 0.08%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

FSTA vs. FTEC — Risk / Return Rank

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

FSTA
FSTA Risk / Return Rank: 2525
Overall Rank
FSTA Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
FSTA Sortino Ratio Rank: 2323
Sortino Ratio Rank
FSTA Omega Ratio Rank: 2121
Omega Ratio Rank
FSTA Calmar Ratio Rank: 3030
Calmar Ratio Rank
FSTA Martin Ratio Rank: 2525
Martin Ratio Rank

FTEC
FTEC Risk / Return Rank: 6868
Overall Rank
FTEC Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FTEC Sortino Ratio Rank: 6969
Sortino Ratio Rank
FTEC Omega Ratio Rank: 6767
Omega Ratio Rank
FTEC Calmar Ratio Rank: 7474
Calmar Ratio Rank
FTEC Martin Ratio Rank: 6262
Martin Ratio Rank
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. FTEC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Consumer Staples Index ETF (FSTA) and Fidelity MSCI Information Technology Index ETF (FTEC). 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.


FSTAFTECDifference

Sharpe ratio

Return per unit of total volatility

0.35

1.08

-0.73

Sortino ratio

Return per unit of downside risk

0.60

1.66

-1.06

Omega ratio

Gain probability vs. loss probability

1.07

1.23

-0.16

Calmar ratio

Return relative to maximum drawdown

0.68

1.81

-1.13

Martin ratio

Return relative to average drawdown

1.67

5.63

-3.96

FSTA vs. FTEC - Sharpe Ratio Comparison

The current FSTA Sharpe Ratio is 0.35, which is lower than the FTEC Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of FSTA and FTEC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FSTAFTECDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

1.08

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.59

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.86

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.85

-0.23

Correlation

The correlation between FSTA and FTEC is 0.41, 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.


Dividends

FSTA vs. FTEC - Dividend Comparison

FSTA's dividend yield for the trailing twelve months is around 2.22%, more than FTEC's 0.46% yield.


TTM20252024202320222021202020192018201720162015
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%
FTEC
Fidelity MSCI Information Technology Index ETF
0.46%0.43%0.49%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%

Drawdowns

FSTA vs. FTEC - Drawdown Comparison

The maximum FSTA drawdown since its inception was -25.13%, smaller than the maximum FTEC drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for FSTA and FTEC.


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Drawdown Indicators


FSTAFTECDifference

Max Drawdown

Largest peak-to-trough decline

-25.13%

-34.95%

+9.82%

Max Drawdown (1Y)

Largest decline over 1 year

-9.29%

-16.26%

+6.97%

Max Drawdown (5Y)

Largest decline over 5 years

-16.58%

-34.95%

+18.37%

Max Drawdown (10Y)

Largest decline over 10 years

-25.13%

-34.95%

+9.82%

Current Drawdown

Current decline from peak

-7.53%

-12.65%

+5.12%

Average Drawdown

Average peak-to-trough decline

-3.51%

-5.61%

+2.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.77%

5.22%

-1.45%

Volatility

FSTA vs. FTEC - Volatility Comparison

The current volatility for Fidelity MSCI Consumer Staples Index ETF (FSTA) is 3.90%, while Fidelity MSCI Information Technology Index ETF (FTEC) has a volatility of 7.97%. This indicates that FSTA experiences smaller price fluctuations and is considered to be less risky than FTEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSTAFTECDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

7.97%

-4.07%

Volatility (6M)

Calculated over the trailing 6-month period

8.96%

16.35%

-7.39%

Volatility (1Y)

Calculated over the trailing 1-year period

13.69%

27.51%

-13.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.94%

25.12%

-12.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.50%

24.57%

-10.07%