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ONLN vs. FSRPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ONLN and FSRPX is 0.79, 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

ONLN vs. FSRPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Online Retail ETF (ONLN) and Fidelity Select Retailing Portfolio (FSRPX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
13.30%
11.07%
ONLN
FSRPX

Key characteristics

Sharpe Ratio

ONLN:

1.08

FSRPX:

0.50

Sortino Ratio

ONLN:

1.61

FSRPX:

0.72

Omega Ratio

ONLN:

1.19

FSRPX:

1.11

Calmar Ratio

ONLN:

0.37

FSRPX:

0.26

Martin Ratio

ONLN:

5.49

FSRPX:

1.25

Ulcer Index

ONLN:

4.39%

FSRPX:

7.00%

Daily Std Dev

ONLN:

22.36%

FSRPX:

17.67%

Max Drawdown

ONLN:

-71.77%

FSRPX:

-55.00%

Current Drawdown

ONLN:

-50.81%

FSRPX:

-19.51%

Returns By Period

In the year-to-date period, ONLN achieves a 26.18% return, which is significantly higher than FSRPX's 16.52% return.


ONLN

YTD

26.18%

1M

0.84%

6M

13.31%

1Y

27.45%

5Y*

5.13%

10Y*

N/A

FSRPX

YTD

16.52%

1M

4.59%

6M

11.08%

1Y

9.98%

5Y*

5.64%

10Y*

9.73%

Compare stocks, funds, or ETFs

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


ONLN vs. FSRPX - Expense Ratio Comparison

ONLN has a 0.58% expense ratio, which is lower than FSRPX's 0.72% expense ratio.


FSRPX
Fidelity Select Retailing Portfolio
Expense ratio chart for FSRPX: current value at 0.72% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.72%
Expense ratio chart for ONLN: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%

Risk-Adjusted Performance

ONLN vs. FSRPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Online Retail ETF (ONLN) and Fidelity Select Retailing Portfolio (FSRPX). 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 ONLN, currently valued at 1.08, compared to the broader market0.002.004.001.080.50
The chart of Sortino ratio for ONLN, currently valued at 1.61, compared to the broader market-2.000.002.004.006.008.0010.001.610.72
The chart of Omega ratio for ONLN, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.11
The chart of Calmar ratio for ONLN, currently valued at 0.37, compared to the broader market0.005.0010.0015.000.370.26
The chart of Martin ratio for ONLN, currently valued at 5.49, compared to the broader market0.0020.0040.0060.0080.00100.005.491.25
ONLN
FSRPX

The current ONLN Sharpe Ratio is 1.08, which is higher than the FSRPX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of ONLN and FSRPX, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.08
0.50
ONLN
FSRPX

Dividends

ONLN vs. FSRPX - Dividend Comparison

ONLN's dividend yield for the trailing twelve months is around 0.20%, less than FSRPX's 0.29% yield.


TTM20232022202120202019201820172016201520142013
ONLN
ProShares Online Retail ETF
0.20%0.00%0.00%0.00%1.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSRPX
Fidelity Select Retailing Portfolio
0.29%0.34%0.35%0.00%0.00%0.28%0.18%0.23%0.14%1.32%4.06%2.41%

Drawdowns

ONLN vs. FSRPX - Drawdown Comparison

The maximum ONLN drawdown since its inception was -71.77%, which is greater than FSRPX's maximum drawdown of -55.00%. Use the drawdown chart below to compare losses from any high point for ONLN and FSRPX. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-50.81%
-19.51%
ONLN
FSRPX

Volatility

ONLN vs. FSRPX - Volatility Comparison

ProShares Online Retail ETF (ONLN) has a higher volatility of 6.76% compared to Fidelity Select Retailing Portfolio (FSRPX) at 5.52%. This indicates that ONLN's price experiences larger fluctuations and is considered to be riskier than FSRPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.76%
5.52%
ONLN
FSRPX
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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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