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

Correlation

The correlation between FSTA and PBJ is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

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%JulyAugustSeptemberOctoberNovemberDecember
162.57%
108.86%
FSTA
PBJ

Key characteristics

Sharpe Ratio

FSTA:

1.82

PBJ:

0.49

Sortino Ratio

FSTA:

2.68

PBJ:

0.76

Omega Ratio

FSTA:

1.32

PBJ:

1.09

Calmar Ratio

FSTA:

3.07

PBJ:

0.68

Martin Ratio

FSTA:

10.88

PBJ:

1.53

Ulcer Index

FSTA:

1.60%

PBJ:

3.54%

Daily Std Dev

FSTA:

9.55%

PBJ:

11.13%

Max Drawdown

FSTA:

-25.13%

PBJ:

-39.15%

Current Drawdown

FSTA:

-3.91%

PBJ:

-4.21%

Returns By Period

In the year-to-date period, FSTA achieves a 14.54% return, which is significantly higher than PBJ's 3.32% return. Over the past 10 years, FSTA has outperformed PBJ with an annualized return of 7.99%, while PBJ has yielded a comparatively lower 5.60% annualized return.


FSTA

YTD

14.54%

1M

-0.09%

6M

5.92%

1Y

16.57%

5Y*

8.43%

10Y*

7.99%

PBJ

YTD

3.32%

1M

-0.81%

6M

3.53%

1Y

4.53%

5Y*

7.88%

10Y*

5.60%

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.


PBJ
Invesco Dynamic Food & Beverage ETF
Expense ratio chart for PBJ: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%
Expense ratio chart for FSTA: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for FSTA, currently valued at 1.82, compared to the broader market0.002.004.001.820.49
The chart of Sortino ratio for FSTA, currently valued at 2.68, compared to the broader market-2.000.002.004.006.008.0010.002.680.76
The chart of Omega ratio for FSTA, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.09
The chart of Calmar ratio for FSTA, currently valued at 3.07, compared to the broader market0.005.0010.0015.003.070.68
The chart of Martin ratio for FSTA, currently valued at 10.88, compared to the broader market0.0020.0040.0060.0080.00100.0010.881.53
FSTA
PBJ

The current FSTA Sharpe Ratio is 1.82, which is higher than the PBJ Sharpe Ratio of 0.49. 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.82
0.49
FSTA
PBJ

Dividends

FSTA vs. PBJ - Dividend Comparison

FSTA's dividend yield for the trailing twelve months is around 2.42%, more than PBJ's 0.74% yield.


TTM20232022202120202019201820172016201520142013
FSTA
Fidelity MSCI Consumer Staples Index ETF
2.42%2.66%2.26%2.15%2.47%2.46%3.01%2.42%2.53%2.86%2.24%0.45%
PBJ
Invesco Dynamic Food & Beverage ETF
0.74%1.80%1.81%0.90%1.12%1.21%1.41%0.70%1.56%1.24%1.32%0.85%

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.91%
-4.21%
FSTA
PBJ

Volatility

FSTA vs. PBJ - Volatility Comparison

The current volatility for Fidelity MSCI Consumer Staples Index ETF (FSTA) is 2.89%, while Invesco Dynamic Food & Beverage ETF (PBJ) has a volatility of 4.06%. 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%2.50%3.00%3.50%4.00%JulyAugustSeptemberOctoberNovemberDecember
2.89%
4.06%
FSTA
PBJ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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