PBJ vs. FSTA
Compare and contrast key facts about Invesco Dynamic Food & Beverage ETF (PBJ) and Fidelity MSCI Consumer Staples Index ETF (FSTA).
PBJ and FSTA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PBJ is a passively managed fund by Invesco that tracks the performance of the Dynamic Food & Beverage Intellidex Index. It was launched on Jun 23, 2005. FSTA is a passively managed fund by Fidelity that tracks the performance of the MSCI USA IMI Consumer Staples Index. It was launched on Oct 21, 2013. Both PBJ and FSTA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PBJ or FSTA.
Performance
PBJ vs. FSTA - Performance Comparison
Returns By Period
In the year-to-date period, PBJ achieves a 3.42% return, which is significantly lower than FSTA's 14.38% return. Over the past 10 years, PBJ has underperformed FSTA with an annualized return of 5.90%, while FSTA has yielded a comparatively higher 8.30% annualized return.
PBJ
3.42%
-1.57%
-0.03%
10.50%
8.35%
5.90%
FSTA
14.38%
-1.20%
5.06%
20.25%
9.09%
8.30%
Key characteristics
| PBJ | FSTA | |
|---|---|---|
| Sharpe Ratio | 0.95 | 2.02 |
| Sortino Ratio | 1.43 | 2.93 |
| Omega Ratio | 1.16 | 1.35 |
| Calmar Ratio | 1.10 | 2.30 |
| Martin Ratio | 3.03 | 13.02 |
| Ulcer Index | 3.50% | 1.54% |
| Daily Std Dev | 11.22% | 9.94% |
| Max Drawdown | -39.15% | -25.13% |
| Current Drawdown | -2.94% | -2.47% |
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PBJ vs. FSTA - Expense Ratio Comparison
PBJ has a 0.63% expense ratio, which is higher than FSTA's 0.08% expense ratio.
Correlation
The correlation between PBJ and FSTA 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.
Risk-Adjusted Performance
PBJ vs. FSTA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Food & Beverage ETF (PBJ) and Fidelity MSCI Consumer Staples Index ETF (FSTA). 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.
Dividends
PBJ vs. FSTA - Dividend Comparison
PBJ's dividend yield for the trailing twelve months is around 1.20%, less than FSTA's 2.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PBJ Invesco Dynamic Food & Beverage ETF | 1.20% | 1.80% | 1.81% | 0.90% | 1.12% | 1.21% | 1.41% | 0.70% | 1.56% | 1.24% | 1.32% | 0.85% |
FSTA Fidelity MSCI Consumer Staples Index ETF | 2.41% | 2.66% | 2.26% | 2.15% | 2.47% | 2.46% | 3.01% | 2.42% | 2.53% | 2.86% | 2.24% | 0.45% |
Drawdowns
PBJ vs. FSTA - Drawdown Comparison
The maximum PBJ drawdown since its inception was -39.15%, which is greater than FSTA's maximum drawdown of -25.13%. Use the drawdown chart below to compare losses from any high point for PBJ and FSTA. For additional features, visit the drawdowns tool.
Volatility
PBJ vs. FSTA - Volatility Comparison
Invesco Dynamic Food & Beverage ETF (PBJ) has a higher volatility of 3.32% compared to Fidelity MSCI Consumer Staples Index ETF (FSTA) at 2.88%. This indicates that PBJ's price experiences larger fluctuations and is considered to be riskier than FSTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.