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

Correlation

The correlation between FSTA and PSCC is 0.58, 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.


-0.50.00.51.00.6

Performance

FSTA vs. PSCC - Performance Comparison

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

140.00%150.00%160.00%170.00%180.00%190.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
162.57%
177.39%
FSTA
PSCC

Key characteristics

Sharpe Ratio

FSTA:

1.82

PSCC:

0.19

Sortino Ratio

FSTA:

2.68

PSCC:

0.37

Omega Ratio

FSTA:

1.32

PSCC:

1.04

Calmar Ratio

FSTA:

3.07

PSCC:

0.30

Martin Ratio

FSTA:

10.88

PSCC:

0.62

Ulcer Index

FSTA:

1.60%

PSCC:

4.83%

Daily Std Dev

FSTA:

9.55%

PSCC:

16.21%

Max Drawdown

FSTA:

-25.13%

PSCC:

-33.61%

Current Drawdown

FSTA:

-3.91%

PSCC:

-6.15%

Returns By Period

In the year-to-date period, FSTA achieves a 14.54% return, which is significantly higher than PSCC's 1.39% return. Over the past 10 years, FSTA has underperformed PSCC with an annualized return of 7.99%, while PSCC has yielded a comparatively higher 9.24% annualized return.


FSTA

YTD

14.54%

1M

-0.09%

6M

5.92%

1Y

16.57%

5Y*

8.43%

10Y*

7.99%

PSCC

YTD

1.39%

1M

-0.62%

6M

9.52%

1Y

2.39%

5Y*

9.27%

10Y*

9.24%

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FSTA vs. PSCC - Expense Ratio Comparison

FSTA has a 0.08% expense ratio, which is lower than PSCC's 0.29% expense ratio.


PSCC
Invesco S&P SmallCap Consumer Staples ETF
Expense ratio chart for PSCC: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
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. PSCC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Consumer Staples Index ETF (FSTA) and Invesco S&P SmallCap Consumer Staples ETF (PSCC). 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 market0.002.004.001.820.19
The chart of Sortino ratio for FSTA, currently valued at 2.68, compared to the broader market-2.000.002.004.006.008.0010.002.680.37
The chart of Omega ratio for FSTA, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.04
The chart of Calmar ratio for FSTA, currently valued at 3.07, compared to the broader market0.005.0010.0015.003.070.30
The chart of Martin ratio for FSTA, currently valued at 10.88, compared to the broader market0.0020.0040.0060.0080.00100.0010.880.62
FSTA
PSCC

The current FSTA Sharpe Ratio is 1.82, which is higher than the PSCC Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of FSTA and PSCC, 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.82
0.19
FSTA
PSCC

Dividends

FSTA vs. PSCC - Dividend Comparison

FSTA's dividend yield for the trailing twelve months is around 2.42%, more than PSCC's 1.51% 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%
PSCC
Invesco S&P SmallCap Consumer Staples ETF
1.51%1.49%1.29%1.21%1.59%1.77%0.94%1.25%1.48%1.34%1.60%0.42%

Drawdowns

FSTA vs. PSCC - Drawdown Comparison

The maximum FSTA drawdown since its inception was -25.13%, smaller than the maximum PSCC drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for FSTA and PSCC. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.91%
-6.15%
FSTA
PSCC

Volatility

FSTA vs. PSCC - Volatility Comparison

The current volatility for Fidelity MSCI Consumer Staples Index ETF (FSTA) is 2.89%, while Invesco S&P SmallCap Consumer Staples ETF (PSCC) has a volatility of 5.24%. This indicates that FSTA experiences smaller price fluctuations and is considered to be less risky than PSCC 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%JulyAugustSeptemberOctoberNovemberDecember
2.89%
5.24%
FSTA
PSCC
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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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