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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

In the year-to-date period, PBOG achieves a 20.33% return, which is significantly lower than FENY's 23.55% return.


PBOG

1D
0.25%
1M
-9.73%
YTD
20.33%
6M
21.36%
1Y
3Y*
5Y*
10Y*

FENY

1D
0.63%
1M
-7.95%
YTD
23.55%
6M
24.05%
1Y
30.81%
3Y*
16.13%
5Y*
18.76%
10Y*
8.75%
*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 25, 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

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


FENY
FENY Risk / Return Rank: 4343
Overall Rank
FENY Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
FENY Sortino Ratio Rank: 4141
Sortino Ratio Rank
FENY Omega Ratio Rank: 3939
Omega Ratio Rank
FENY Calmar Ratio Rank: 4646
Calmar Ratio Rank
FENY Martin Ratio Rank: 4343
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.

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.


PBOGFENYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

2.19

Martin ratioReturn relative to average drawdown

6.73

PBOG vs. FENY - Sharpe Ratio Comparison


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Drawdowns

PBOG vs. FENY - Drawdown Comparison

The maximum PBOG drawdown since its inception was -16.46%, 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

-16.46%

-74.35%

+57.89%

Max Drawdown (1Y)

Largest decline over 1 year

-14.15%

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

-15.19%

-12.53%

-2.66%

Average Drawdown

Average peak-to-trough decline

-3.86%

-23.06%

+19.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.59%

Volatility

PBOG vs. FENY - Volatility Comparison


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Volatility by Period


PBOGFENYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.07%

Volatility (6M)

Calculated over the trailing 6-month period

16.59%

Volatility (1Y)

Calculated over the trailing 1-year period

23.95%

20.81%

+3.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.95%

26.43%

-2.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.95%

29.81%

-5.86%

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 0.14%, less than FENY's 2.57% yield.


PositionTTM20252024202320222021202020192018201720162015
FENY
Fidelity MSCI Energy Index ETF
2.57%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
0.14%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 2.57%, compared with 0.14% for PBOG.

PBOG tracks BITA Global Oil & Gas Select Index, while FENY tracks MSCI USA IMI Energy 25/50 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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