PortfoliosLab logo
FSTA vs. PBJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSTA and PBJ is 0.63, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

FSTA vs. PBJ - Performance Comparison

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

100.00%120.00%140.00%160.00%180.00%NovemberDecember2025FebruaryMarchApril
169.17%
108.46%
FSTA
PBJ

Key characteristics

Sharpe Ratio

FSTA:

0.87

PBJ:

-0.14

Sortino Ratio

FSTA:

1.32

PBJ:

-0.09

Omega Ratio

FSTA:

1.17

PBJ:

0.99

Calmar Ratio

FSTA:

1.30

PBJ:

-0.17

Martin Ratio

FSTA:

4.14

PBJ:

-0.45

Ulcer Index

FSTA:

2.76%

PBJ:

4.32%

Daily Std Dev

FSTA:

13.11%

PBJ:

14.46%

Max Drawdown

FSTA:

-25.13%

PBJ:

-39.15%

Current Drawdown

FSTA:

-3.07%

PBJ:

-4.40%

Returns By Period

In the year-to-date period, FSTA achieves a 3.63% return, which is significantly higher than PBJ's 0.61% return. Over the past 10 years, FSTA has outperformed PBJ with an annualized return of 8.33%, while PBJ has yielded a comparatively lower 5.18% annualized return.


FSTA

YTD

3.63%

1M

1.70%

6M

2.70%

1Y

10.88%

5Y*

10.62%

10Y*

8.33%

PBJ

YTD

0.61%

1M

1.98%

6M

0.29%

1Y

-1.73%

5Y*

10.62%

10Y*

5.18%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FSTA vs. PBJ - Expense Ratio Comparison

FSTA has a 0.08% expense ratio, which is lower than PBJ's 0.63% expense ratio.


Expense ratio chart for PBJ: current value is 0.63%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PBJ: 0.63%
Expense ratio chart for FSTA: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSTA: 0.08%

Risk-Adjusted Performance

FSTA vs. PBJ — Risk-Adjusted Performance Rank

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

FSTA
The Risk-Adjusted Performance Rank of FSTA is 7979
Overall Rank
The Sharpe Ratio Rank of FSTA is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of FSTA is 7676
Sortino Ratio Rank
The Omega Ratio Rank of FSTA is 7373
Omega Ratio Rank
The Calmar Ratio Rank of FSTA is 8787
Calmar Ratio Rank
The Martin Ratio Rank of FSTA is 8181
Martin Ratio Rank

PBJ
The Risk-Adjusted Performance Rank of PBJ is 1212
Overall Rank
The Sharpe Ratio Rank of PBJ is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of PBJ is 1212
Sortino Ratio Rank
The Omega Ratio Rank of PBJ is 1212
Omega Ratio Rank
The Calmar Ratio Rank of PBJ is 1010
Calmar Ratio Rank
The Martin Ratio Rank of PBJ is 1212
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSTA vs. PBJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Consumer Staples Index ETF (FSTA) and Invesco Dynamic Food & Beverage ETF (PBJ). 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.


The chart of Sharpe ratio for FSTA, currently valued at 0.87, compared to the broader market-1.000.001.002.003.004.00
FSTA: 0.87
PBJ: -0.14
The chart of Sortino ratio for FSTA, currently valued at 1.32, compared to the broader market-2.000.002.004.006.008.00
FSTA: 1.32
PBJ: -0.09
The chart of Omega ratio for FSTA, currently valued at 1.17, compared to the broader market0.501.001.502.002.50
FSTA: 1.17
PBJ: 0.99
The chart of Calmar ratio for FSTA, currently valued at 1.30, compared to the broader market0.002.004.006.008.0010.0012.00
FSTA: 1.30
PBJ: -0.17
The chart of Martin ratio for FSTA, currently valued at 4.14, compared to the broader market0.0020.0040.0060.00
FSTA: 4.14
PBJ: -0.45

The current FSTA Sharpe Ratio is 0.87, which is higher than the PBJ Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of FSTA and PBJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.87
-0.14
FSTA
PBJ

Dividends

FSTA vs. PBJ - Dividend Comparison

FSTA's dividend yield for the trailing twelve months is around 2.18%, more than PBJ's 1.44% yield.


TTM20242023202220212020201920182017201620152014
FSTA
Fidelity MSCI Consumer Staples Index ETF
2.18%2.25%2.66%2.26%2.15%2.47%2.46%3.01%2.42%2.53%2.86%2.24%
PBJ
Invesco Dynamic Food & Beverage ETF
1.44%1.11%1.80%1.81%0.90%1.12%1.21%1.41%0.70%1.56%1.24%1.32%

Drawdowns

FSTA vs. PBJ - Drawdown Comparison

The maximum FSTA drawdown since its inception was -25.13%, smaller than the maximum PBJ drawdown of -39.15%. Use the drawdown chart below to compare losses from any high point for FSTA and PBJ. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.07%
-4.40%
FSTA
PBJ

Volatility

FSTA vs. PBJ - Volatility Comparison

The current volatility for Fidelity MSCI Consumer Staples Index ETF (FSTA) is 7.92%, while Invesco Dynamic Food & Beverage ETF (PBJ) has a volatility of 8.36%. This indicates that FSTA experiences smaller price fluctuations and is considered to be less risky than PBJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
7.92%
8.36%
FSTA
PBJ