FSTA vs. SPYM

Last updated Jun 24, 2026

FSTA (Fidelity MSCI Consumer Staples Index ETF) and SPYM (State Street SPDR Portfolio S&P 500 ETF) are both exchange-traded funds - FSTA is a Consumer Staples Equities fund tracking the MSCI USA IMI Consumer Staples Index, while SPYM is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, FSTA returned 7.91%/yr vs 15.61%/yr for SPYM. A 0.53 correlation means they provide meaningful diversification when combined. FSTA charges 0.08%/yr vs 0.02%/yr for SPYM.

Performance

FSTA vs. SPYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Consumer Staples Index ETF (FSTA) and State Street SPDR Portfolio S&P 500 ETF (SPYM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FSTA achieves a 8.86% return, which is significantly higher than SPYM's 8.21% return. Over the past 10 years, FSTA has underperformed SPYM with an annualized return of 7.91%, while SPYM has yielded a comparatively higher 15.61% annualized return.

FSTA

• 1D: 1.73%
• 1M: -0.47%
• YTD: 8.86%
• 6M: 8.88%
• 1Y: 5.28%
• 3Y*: 8.04%
• 5Y*: 7.17%
• 10Y*: 7.91%

SPYM

• 1D: -1.44%
• 1M: -1.32%
• YTD: 8.21%
• 6M: 7.24%
• 1Y: 23.73%
• 3Y*: 20.77%
• 5Y*: 13.13%
• 10Y*: 15.61%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FSTA vs. SPYM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FSTA Fidelity MSCI Consumer Staples Index ETF	8.86%	1.82%	13.31%	2.29%	-1.72%	17.44%	10.96%	26.84%	-8.49%	12.71%
SPYM State Street SPDR Portfolio S&P 500 ETF	8.21%	17.79%	25.00%	26.24%	-18.09%	28.78%	18.49%	31.99%	-4.78%	21.30%

Correlation

The correlation between FSTA and SPYM is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.28
Correlation (5Y) Calculated over the trailing 5-year period	0.45
Correlation (10Y) Calculated over the trailing 10-year period	0.52
Correlation (All Time) Calculated using the full available price history since Oct 24, 2013	0.53

The correlation between FSTA and SPYM shifts across timeframes, from -0.01 (1 year) to 0.53 (all time), reflecting how their relationship changes across market environments.

FSTA vs. SPYM - Sectors Allocation Comparison

Sectors	FSTA	SPYM
Consumer Defensive	97.6%	4.6%
Consumer Cyclical	1.7%	9.4%
Industrials	0.3%	8.0%
Basic Materials	0.3%	1.8%
Healthcare	0.0%	8.5%
Communication Services	-	10.1%
Energy	-	3.1%
Financial Services	-	11.9%
Real Estate	-	1.8%
Technology	-	38.0%
Utilities	-	2.6%

Return for Risk

FSTA vs. SPYM — Risk / Return Rank

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

FSTA

FSTA Risk / Return Rank: 14
FSTA Sharpe Ratio Rank: 15
FSTA Sortino Ratio Rank: 14
FSTA Omega Ratio Rank: 13
FSTA Calmar Ratio Rank: 15
FSTA Martin Ratio Rank: 14

SPYM

SPYM Risk / Return Rank: 59
SPYM Sharpe Ratio Rank: 59
SPYM Sortino Ratio Rank: 56
SPYM Omega Ratio Rank: 58
SPYM Calmar Ratio Rank: 56
SPYM Martin Ratio Rank: 67

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. SPYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Consumer Staples Index ETF (FSTA) and State Street SPDR Portfolio S&P 500 ETF (SPYM). 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.

	FSTA	SPYM	Difference
Sharpe ratio: Return per unit of total volatility	0.42	1.92	-1.50
Sortino ratio: Return per unit of downside risk	0.69	2.61	-1.92
Omega ratio: Gain probability vs. loss probability	1.08	1.35	-0.27
Calmar ratio: Return relative to maximum drawdown	0.57	2.68	-2.11
Martin ratio: Return relative to average drawdown	1.12	11.98	-10.86

FSTA vs. SPYM - Sharpe Ratio Comparison

The current FSTA Sharpe Ratio is 0.42, which is lower than the SPYM Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of FSTA and SPYM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FSTA vs. SPYM - Drawdown Comparison

The maximum FSTA drawdown since its inception was -25.13%, smaller than the maximum SPYM drawdown of -54.46%. Use the drawdown chart below to compare losses from any high point for FSTA and SPYM.

Drawdown Indicators

	FSTA	SPYM	Difference
Max Drawdown Largest peak-to-trough decline	-25.13%	-54.46%	+29.33%
Max Drawdown (1Y) Largest decline over 1 year	-9.29%	-8.90%	-0.39%
Max Drawdown (3Y) Largest decline over 3 years	-11.76%	-18.72%	+6.96%
Max Drawdown (5Y) Largest decline over 5 years	-16.58%	-24.48%	+7.90%
Max Drawdown (10Y) Largest decline over 10 years	-25.13%	-33.87%	+8.74%
Current Drawdown Current decline from peak	-5.90%	-3.14%	-2.76%
Average Drawdown Average peak-to-trough decline	-3.56%	-7.14%	+3.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.71%	1.99%	+2.72%

Volatility

FSTA vs. SPYM - Volatility Comparison

Fidelity MSCI Consumer Staples Index ETF (FSTA) and State Street SPDR Portfolio S&P 500 ETF (SPYM) have volatilities of 4.99% and 4.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FSTA	SPYM	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.99%	4.83%	+0.16%
Volatility (6M) Calculated over the trailing 6-month period	10.34%	9.83%	+0.51%
Volatility (1Y) Calculated over the trailing 1-year period	12.79%	12.46%	+0.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.17%	16.90%	-3.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.59%	18.03%	-3.44%

FSTA vs. SPYM - Expense Ratio Comparison

FSTA has a 0.08% expense ratio, which is higher than SPYM's 0.02% expense ratio. However, 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. SPYM - Dividend Comparison

FSTA's dividend yield for the trailing twelve months is around 2.20%, more than SPYM's 1.30% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FSTA Fidelity MSCI Consumer Staples Index ETF	2.20%	2.34%	2.25%	2.66%	2.26%	2.15%	2.47%	2.46%	3.01%	2.42%	2.53%	2.86%
SPYM State Street SPDR Portfolio S&P 500 ETF	1.30%	1.13%	1.28%	1.44%	1.69%	1.25%	1.54%	1.79%	2.23%	1.75%	1.97%	1.98%

Frequently Asked Questions

Can I hold both FSTA and SPYM in my portfolio?

FSTA and SPYM have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FSTA or SPYM?

FSTA has higher volatility (4.99%) compared to SPYM (4.83%). In terms of maximum drawdown, FSTA dropped -25.13% vs SPYM's -54.46%.

Which ETF is better, FSTA or SPYM?

On 10-year performance, SPYM leads with 15.61% vs 7.91% for FSTA. On fees, SPYM is cheaper at 0.02% per year. On volatility, SPYM has been the lower-risk option at 4.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FSTA or SPYM?

Over the 10-year period, SPYM has performed better with a 15.61% return vs 7.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FSTA or SPYM?

SPYM is cheaper with a 0.02% expense ratio, compared with 0.08% for FSTA.

Which ETF pays a higher dividend yield, FSTA or SPYM?

FSTA has the higher dividend yield at 2.20%, compared with 1.30% for SPYM.

What is the main difference between FSTA and SPYM?

FSTA is categorized as Consumer Staples Equities, while SPYM is S&P 500. FSTA tracks MSCI USA IMI Consumer Staples Index, while SPYM tracks S&P 500 Index. They also come from different issuers: Fidelity and State Street. Their fees differ too: 0.08% for FSTA and 0.02% for SPYM.

Which has better risk-adjusted returns?

SPYM currently has the higher Sharpe Ratio (1.92 vs 0.42), 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.