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FSTA vs. JPLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSTA vs. JPLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Consumer Staples Index ETF (FSTA) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSTA achieves a 10.62% return, which is significantly higher than JPLD's 1.20% return.


FSTA

1D
0.69%
1M
0.50%
YTD
10.62%
6M
8.66%
1Y
8.41%
3Y*
8.97%
5Y*
7.07%
10Y*
8.01%

JPLD

1D
-0.04%
1M
0.34%
YTD
1.20%
6M
1.54%
1Y
4.59%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSTA vs. JPLD - Yearly Performance Comparison


2026 (YTD)202520242023
FSTA
Fidelity MSCI Consumer Staples Index ETF
10.62%1.82%13.31%-2.78%
JPLD
J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF
1.20%6.01%6.49%3.15%

Correlation

The correlation between FSTA and JPLD is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Jul 31, 2023

0.19

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Return for Risk

FSTA vs. JPLD — Risk / Return Rank

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

FSTA
FSTA Risk / Return Rank: 1919
Overall Rank
FSTA Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FSTA Sortino Ratio Rank: 1919
Sortino Ratio Rank
FSTA Omega Ratio Rank: 1818
Omega Ratio Rank
FSTA Calmar Ratio Rank: 2020
Calmar Ratio Rank
FSTA Martin Ratio Rank: 1818
Martin Ratio Rank

JPLD
JPLD Risk / Return Rank: 9393
Overall Rank
JPLD Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
JPLD Sortino Ratio Rank: 9696
Sortino Ratio Rank
JPLD Omega Ratio Rank: 9595
Omega Ratio Rank
JPLD Calmar Ratio Rank: 8888
Calmar Ratio Rank
JPLD Martin Ratio Rank: 9393
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. JPLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Consumer Staples Index ETF (FSTA) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD). 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.


FSTAJPLDDifference
Sharpe ratioReturn per unit of total volatility

-2.60

Sortino ratioReturn per unit of downside risk

-4.20

Omega ratioGain probability vs. loss probability

1.10

1.66

-0.55

Calmar ratioReturn relative to maximum drawdown

0.78

4.54

-3.76

Martin ratioReturn relative to average drawdown

1.56

21.02

-19.46

FSTA vs. JPLD - Sharpe Ratio Comparison

The current FSTA Sharpe Ratio is 0.57, which is lower than the JPLD Sharpe Ratio of 3.17. The chart below compares the historical Sharpe Ratios of FSTA and JPLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FSTA vs. JPLD - Drawdown Comparison

The maximum FSTA drawdown since its inception was -25.13%, which is greater than JPLD's maximum drawdown of -1.17%. Use the drawdown chart below to compare losses from any high point for FSTA and JPLD.


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Drawdown Indicators


FSTAJPLDDifference

Max Drawdown

Largest peak-to-trough decline

-25.13%

-1.17%

-23.96%

Max Drawdown (1Y)

Largest decline over 1 year

-9.29%

-1.00%

-8.29%

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

-4.38%

-0.04%

-4.34%

Average Drawdown

Average peak-to-trough decline

-3.56%

-0.15%

-3.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.62%

0.22%

+4.40%

Volatility

FSTA vs. JPLD - Volatility Comparison

Fidelity MSCI Consumer Staples Index ETF (FSTA) has a higher volatility of 4.62% compared to J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) at 0.38%. This indicates that FSTA's price experiences larger fluctuations and is considered to be riskier than JPLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSTAJPLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.62%

0.38%

+4.24%

Volatility (6M)

Calculated over the trailing 6-month period

10.03%

0.97%

+9.06%

Volatility (1Y)

Calculated over the trailing 1-year period

12.58%

1.46%

+11.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.15%

1.83%

+11.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.57%

1.83%

+12.74%

FSTA vs. JPLD - Expense Ratio Comparison

FSTA has a 0.08% expense ratio, which is lower than JPLD's 0.24% 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. JPLD - Dividend Comparison

FSTA's dividend yield for the trailing twelve months is around 2.15%, less than JPLD's 4.20% yield.


PositionTTM20252024202320222021202020192018201720162015
FSTA
Fidelity MSCI Consumer Staples Index ETF
2.15%2.34%2.25%2.66%2.26%2.15%2.47%2.46%3.01%2.42%2.53%2.86%
JPLD
J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF
4.20%4.24%4.47%1.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FSTA and JPLD have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSTA has higher volatility (4.62%) compared to JPLD (0.38%). In terms of maximum drawdown, FSTA dropped -25.13% vs JPLD's -1.17%.

On 1-year performance, FSTA leads with 8.41% vs 4.59% for JPLD. On fees, FSTA is cheaper at 0.08% per year. On volatility, JPLD has been the lower-risk option at 0.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FSTA has performed better with a 8.41% return vs 4.59%. 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 0.24% for JPLD.

JPLD has the higher dividend yield at 4.20%, compared with 2.15% for FSTA.

FSTA is categorized as Consumer Staples Equities, while JPLD is Short-Term Bond. They also come from different issuers: Fidelity and JPMorgan. Their fees differ too: 0.08% for FSTA and 0.24% for JPLD.

JPLD currently has the higher Sharpe Ratio (3.17 vs 0.57), 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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