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FSTEX vs. XLE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FSTEX vs. XLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Energy Fund (FSTEX) and Energy Select Sector SPDR Fund (XLE). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.84%
8.20%
FSTEX
XLE

Returns By Period

In the year-to-date period, FSTEX achieves a 15.90% return, which is significantly lower than XLE's 18.87% return. Over the past 10 years, FSTEX has underperformed XLE with an annualized return of -1.35%, while XLE has yielded a comparatively higher 5.24% annualized return.


FSTEX

YTD

15.90%

1M

6.96%

6M

5.83%

1Y

15.77%

5Y (annualized)

15.29%

10Y (annualized)

-1.35%

XLE

YTD

18.87%

1M

8.31%

6M

8.20%

1Y

18.96%

5Y (annualized)

15.69%

10Y (annualized)

5.24%

Key characteristics


FSTEXXLE
Sharpe Ratio0.951.07
Sortino Ratio1.341.52
Omega Ratio1.171.19
Calmar Ratio0.361.42
Martin Ratio3.003.32
Ulcer Index5.27%5.71%
Daily Std Dev16.60%17.66%
Max Drawdown-85.79%-71.54%
Current Drawdown-32.14%0.00%

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FSTEX vs. XLE - Expense Ratio Comparison

FSTEX has a 1.36% expense ratio, which is higher than XLE's 0.13% expense ratio.


FSTEX
Invesco Energy Fund
Expense ratio chart for FSTEX: current value at 1.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.36%
Expense ratio chart for XLE: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%

Correlation

-0.50.00.51.00.9

The correlation between FSTEX and XLE is 0.95, 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.

Risk-Adjusted Performance

FSTEX vs. XLE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Energy Fund (FSTEX) and Energy Select Sector SPDR Fund (XLE). 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 FSTEX, currently valued at 0.95, compared to the broader market-1.000.001.002.003.004.005.000.951.07
The chart of Sortino ratio for FSTEX, currently valued at 1.34, compared to the broader market0.005.0010.001.341.52
The chart of Omega ratio for FSTEX, currently valued at 1.17, compared to the broader market1.002.003.004.001.171.19
The chart of Calmar ratio for FSTEX, currently valued at 0.36, compared to the broader market0.005.0010.0015.0020.000.361.42
The chart of Martin ratio for FSTEX, currently valued at 3.00, compared to the broader market0.0020.0040.0060.0080.00100.003.003.32
FSTEX
XLE

The current FSTEX Sharpe Ratio is 0.95, which is comparable to the XLE Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of FSTEX and XLE, 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.95
1.07
FSTEX
XLE

Dividends

FSTEX vs. XLE - Dividend Comparison

FSTEX's dividend yield for the trailing twelve months is around 1.82%, less than XLE's 3.06% yield.


TTM20232022202120202019201820172016201520142013
FSTEX
Invesco Energy Fund
1.82%2.11%0.89%1.79%2.21%1.53%3.05%2.22%1.10%0.64%0.39%0.44%
XLE
Energy Select Sector SPDR Fund
3.06%3.55%3.68%4.21%5.62%5.73%3.54%3.03%2.26%3.39%2.35%1.73%

Drawdowns

FSTEX vs. XLE - Drawdown Comparison

The maximum FSTEX drawdown since its inception was -85.79%, which is greater than XLE's maximum drawdown of -71.54%. Use the drawdown chart below to compare losses from any high point for FSTEX and XLE. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-32.14%
0
FSTEX
XLE

Volatility

FSTEX vs. XLE - Volatility Comparison

The current volatility for Invesco Energy Fund (FSTEX) is 3.97%, while Energy Select Sector SPDR Fund (XLE) has a volatility of 4.97%. This indicates that FSTEX experiences smaller price fluctuations and is considered to be less risky than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.97%
4.97%
FSTEX
XLE