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PBOG vs. FENY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PBOG vs. FENY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Portfolio Building Block Integrated Oil & Gas and Exploration & Production Index ETF (PBOG) and Fidelity MSCI Energy Index ETF (FENY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with PBOG having a 32.22% return and FENY slightly higher at 32.28%.


PBOG

1D
1.23%
1M
-2.32%
YTD
32.22%
6M
29.70%
1Y
3Y*
5Y*
10Y*

FENY

1D
1.12%
1M
-2.02%
YTD
32.28%
6M
29.37%
1Y
45.42%
3Y*
17.98%
5Y*
20.48%
10Y*
9.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PBOG vs. FENY - Yearly Performance Comparison


Correlation

The correlation between PBOG and FENY is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 26, 2025

0.94

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Return for Risk

PBOG vs. FENY — Risk / Return Rank

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

PBOG

FENY
FENY Risk / Return Rank: 6464
Overall Rank
FENY Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
FENY Sortino Ratio Rank: 6060
Sortino Ratio Rank
FENY Omega Ratio Rank: 5757
Omega Ratio Rank
FENY Calmar Ratio Rank: 7575
Calmar Ratio Rank
FENY Martin Ratio Rank: 6262
Martin Ratio Rank
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.

PBOG vs. FENY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Portfolio Building Block Integrated Oil & Gas and Exploration & Production Index ETF (PBOG) and Fidelity MSCI Energy Index ETF (FENY). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

PBOG vs. FENY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PBOGFENYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

3.31

0.20

+3.11

Drawdowns

PBOG vs. FENY - Drawdown Comparison

The maximum PBOG drawdown since its inception was -11.45%, smaller than the maximum FENY drawdown of -74.35%. Use the drawdown chart below to compare losses from any high point for PBOG and FENY.


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Drawdown Indicators


PBOGFENYDifference

Max Drawdown

Largest peak-to-trough decline

-11.45%

-74.35%

+62.90%

Max Drawdown (1Y)

Largest decline over 1 year

-11.78%

Max Drawdown (3Y)

Largest decline over 3 years

-21.47%

Max Drawdown (5Y)

Largest decline over 5 years

-26.64%

Max Drawdown (10Y)

Largest decline over 10 years

-69.07%

Current Drawdown

Current decline from peak

-6.81%

-6.35%

-0.46%

Average Drawdown

Average peak-to-trough decline

-3.10%

-23.12%

+20.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.99%

Volatility

PBOG vs. FENY - Volatility Comparison


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Volatility by Period


PBOGFENYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.96%

Volatility (6M)

Calculated over the trailing 6-month period

16.33%

Volatility (1Y)

Calculated over the trailing 1-year period

23.67%

20.39%

+3.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.67%

26.46%

-2.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.67%

29.80%

-6.13%

PBOG vs. FENY - Expense Ratio Comparison

PBOG has a 0.13% expense ratio, which is higher than FENY's 0.08% 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

PBOG vs. FENY - Dividend Comparison

PBOG's dividend yield for the trailing twelve months is around 0.13%, less than FENY's 2.41% yield.


PositionTTM20252024202320222021202020192018201720162015
FENY
Fidelity MSCI Energy Index ETF
2.41%3.18%3.05%3.33%3.33%3.69%4.60%6.43%3.21%2.94%2.29%3.05%
PBOG
Portfolio Building Block Integrated Oil & Gas and Exploration & Production Index ETF
0.13%0.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, PBOG and FENY move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, FENY is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FENY is cheaper with a 0.08% expense ratio, compared with 0.13% for PBOG.

FENY has the higher dividend yield at 2.41%, compared with 0.13% for PBOG.

PBOG is categorized as Oil & Gas, while FENY is Energy Equities. PBOG tracks BITA Global Oil & Gas Select Index, while FENY tracks MSCI USA IMI Energy Index. They also come from different issuers: Portfolio Building Blocks and Fidelity. Their fees differ too: 0.13% for PBOG and 0.08% for FENY.

Portfolio Optimizer

Find the right allocation for PBOG and FENY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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