POOL vs. FTEC

Last updated Aug 4, 2026

POOL (Pool Corporation) is a stock, while FTEC (Fidelity MSCI Information Technology Index ETF) is Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index. Over the past 10 years, POOL returned 8.26%/yr vs 23.79%/yr for FTEC. Their 0.46 correlation means their historical movements had little consistent relationship.

Performance

POOL vs. FTEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pool Corporation (POOL) and Fidelity MSCI Information Technology Index ETF (FTEC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, POOL achieves a -13.35% return, which is significantly lower than FTEC's 22.53% return. Over the past 10 years, POOL has underperformed FTEC with an annualized return of 8.26%, while FTEC has yielded a comparatively higher 23.79% annualized return.

POOL

• 1D: 5.31%
• 1M: -10.89%
• 6M: -21.84%
• YTD: -13.35%
• 1Y: -35.22%
• 3Y*: -18.66%
• 5Y*: -15.53%
• 10Y*: 8.26%
• ALL TIME*: 20.28%

FTEC

• 1D: 1.71%
• 1M: 0.31%
• 6M: 22.49%
• YTD: 22.53%
• 1Y: 37.50%
• 3Y*: 29.49%
• 5Y*: 18.32%
• 10Y*: 23.79%
• ALL TIME*: 21.60%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FTEC Fidelity MSCI Information Technology Index ETF	$86.23M	$78.73M	$94.95M
POOL Pool Corporation	$211.72M	$178.65M	$198.39M

POOL vs. FTEC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
POOL Pool Corporation	-13.35%	-31.81%	-13.39%	33.51%	-46.03%	52.98%	76.95%	44.50%	15.97%	25.78%
FTEC Fidelity MSCI Information Technology Index ETF	22.53%	22.11%	29.40%	53.30%	-29.59%	30.49%	45.83%	48.93%	-0.39%	36.83%

Correlation

The correlation between POOL and FTEC is 0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.08
Correlation (3Y) Balances recent behavior with more history.	0.25
Correlation (5Y) Shows whether the relationship held over a longer period.	0.42
Correlation (10Y) Provides a long-term view across more market conditions.	0.43
Correlation (All Time) Calculated using the full available price history since Oct 24, 2013	0.46

Over the past year, the correlation between POOL and FTEC has dropped to 0.08 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.

Return for Risk

POOL vs. FTEC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

POOL

POOL Risk / Return Rank: 10
POOL Sharpe Ratio Rank: 4
POOL Sortino Ratio Rank: 8
POOL Omega Ratio Rank: 8
POOL Calmar Ratio Rank: 14
POOL Martin Ratio Rank: 15

FTEC

FTEC Risk / Return Rank: 61
FTEC Sharpe Ratio Rank: 66
FTEC Sortino Ratio Rank: 61
FTEC Omega Ratio Rank: 60
FTEC Calmar Ratio Rank: 65
FTEC Martin Ratio Rank: 52

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

POOL vs. FTEC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pool Corporation (POOL) and Fidelity MSCI Information Technology Index ETF (FTEC). 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.

	POOL	FTEC	Difference
Sharpe ratio: Return per unit of total volatility	-1.00	1.55	-2.56
Sortino ratio: Return per unit of downside risk	-1.39	2.10	-3.49
Omega ratio: Gain probability vs. loss probability	0.83	1.26	-0.43
Calmar ratio: Return relative to maximum drawdown	-0.75	2.32	-3.07
Martin ratio: Return relative to average drawdown	-1.19	6.23	-7.42

POOL vs. FTEC - Sharpe Ratio Comparison

The current POOL Sharpe Ratio is -1.00, which is lower than the FTEC Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of POOL and FTEC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

POOL vs. FTEC - Drawdown Comparison

The maximum POOL drawdown since its inception was -75.71%, which is greater than FTEC's maximum drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for POOL and FTEC.

Drawdown Indicators

	POOL	FTEC	Difference
Max Drawdown Largest peak-to-trough decline	-75.71%	-34.95%	-40.76%
Max Drawdown (1Y) Largest decline over 1 year	-46.86%	-16.26%	-30.60%
Max Drawdown (3Y) Largest decline over 3 years	-56.77%	-27.30%	-29.47%
Max Drawdown (5Y) Largest decline over 5 years	-67.85%	-34.95%	-32.90%
Max Drawdown (10Y) Largest decline over 10 years	-67.85%	-34.95%	-32.90%
Current Drawdown Current decline from peak	-63.88%	-8.48%	-55.40%
Average Drawdown Average peak-to-trough decline	-18.56%	-5.59%	-12.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	29.68%	6.04%	+23.64%

Volatility

POOL vs. FTEC - Volatility Comparison

Pool Corporation (POOL) has a higher volatility of 12.65% compared to Fidelity MSCI Information Technology Index ETF (FTEC) at 8.41%. This indicates that POOL's price experiences larger fluctuations and is considered to be riskier than FTEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	POOL	FTEC	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.65%	8.41%	+4.24%
Volatility (6M) Calculated over the trailing 6-month period	29.58%	20.16%	+9.42%
Volatility (1Y) Calculated over the trailing 1-year period	35.33%	24.30%	+11.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.55%	25.89%	+8.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.91%	24.99%	+6.92%

Dividends

POOL vs. FTEC - Dividend Comparison

POOL's dividend yield for the trailing twelve months is around 2.58%, more than FTEC's 0.36% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FTEC Fidelity MSCI Information Technology Index ETF	0.36%	0.43%	0.49%	0.77%	0.93%	0.63%	0.83%	1.03%	1.20%	0.96%	1.25%	1.27%
POOL Pool Corporation	2.58%	2.16%	1.38%	1.08%	1.26%	0.53%	0.61%	0.99%	1.16%	1.10%	1.14%	1.24%

Frequently Asked Questions

Can I hold both POOL and FTEC in my portfolio?

POOL and FTEC have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, POOL or FTEC?

POOL has higher volatility (12.65%) compared to FTEC (8.41%). In terms of maximum drawdown, POOL dropped -75.71% vs FTEC's -34.95%.

Which has better risk-adjusted returns?

FTEC currently has the higher Sharpe Ratio (1.55 vs -1.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.