PSL vs. FDFAX
Compare and contrast key facts about Invesco DWA Consumer Staples Momentum ETF (PSL) and Fidelity Select Consumer Staples Portfolio (FDFAX).
PSL is a passively managed fund by Invesco that tracks the performance of the DWA Consumer Staples Technical Leaders Index. It was launched on Oct 12, 2006. FDFAX is managed by Fidelity. It was launched on Jul 28, 1985.
Performance
PSL vs. FDFAX - Performance Comparison
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PSL vs. FDFAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSL Invesco DWA Consumer Staples Momentum ETF | 8.30% | -3.47% | 15.42% | 12.32% | -7.76% | 6.88% | 18.15% | 14.16% | 0.92% | 21.82% |
FDFAX Fidelity Select Consumer Staples Portfolio | 5.95% | -1.31% | -0.14% | 3.02% | -0.44% | 14.43% | 11.60% | 31.79% | -15.91% | 12.15% |
Returns By Period
In the year-to-date period, PSL achieves a 8.30% return, which is significantly higher than FDFAX's 5.95% return. Over the past 10 years, PSL has outperformed FDFAX with an annualized return of 7.76%, while FDFAX has yielded a comparatively lower 5.17% annualized return.
PSL
- 1D
- 0.85%
- 1M
- -7.09%
- YTD
- 8.30%
- 6M
- -0.82%
- 1Y
- 1.04%
- 3Y*
- 9.05%
- 5Y*
- 4.34%
- 10Y*
- 7.76%
FDFAX
- 1D
- 0.40%
- 1M
- -7.93%
- YTD
- 5.95%
- 6M
- 8.03%
- 1Y
- 3.89%
- 3Y*
- 1.86%
- 5Y*
- 3.46%
- 10Y*
- 5.17%
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PSL vs. FDFAX - Expense Ratio Comparison
PSL has a 0.60% expense ratio, which is lower than FDFAX's 0.73% expense ratio.
Return for Risk
PSL vs. FDFAX — Risk / Return Rank
PSL
FDFAX
PSL vs. FDFAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco DWA Consumer Staples Momentum ETF (PSL) and Fidelity Select Consumer Staples Portfolio (FDFAX). 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.
| PSL | FDFAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.07 | 0.35 | -0.28 |
Sortino ratioReturn per unit of downside risk | 0.20 | 0.62 | -0.42 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.07 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.16 | 0.49 | -0.33 |
Martin ratioReturn relative to average drawdown | 0.38 | 1.03 | -0.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PSL | FDFAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.07 | 0.35 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.25 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.35 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.81 | -0.26 |
Correlation
The correlation between PSL and FDFAX is 0.75, 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.
Dividends
PSL vs. FDFAX - Dividend Comparison
PSL's dividend yield for the trailing twelve months is around 0.85%, less than FDFAX's 6.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSL Invesco DWA Consumer Staples Momentum ETF | 0.85% | 0.93% | 0.60% | 1.37% | 1.98% | 1.24% | 0.80% | 0.47% | 0.75% | 0.34% | 2.08% | 1.18% |
FDFAX Fidelity Select Consumer Staples Portfolio | 6.08% | 6.45% | 2.73% | 5.13% | 3.34% | 10.73% | 3.16% | 2.78% | 14.36% | 8.82% | 4.71% | 9.06% |
Drawdowns
PSL vs. FDFAX - Drawdown Comparison
The maximum PSL drawdown since its inception was -41.58%, which is greater than FDFAX's maximum drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for PSL and FDFAX.
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Drawdown Indicators
| PSL | FDFAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.58% | -38.29% | -3.29% |
Max Drawdown (1Y)Largest decline over 1 year | -13.64% | -9.18% | -4.46% |
Max Drawdown (5Y)Largest decline over 5 years | -22.35% | -15.78% | -6.57% |
Max Drawdown (10Y)Largest decline over 10 years | -34.67% | -27.66% | -7.01% |
Current DrawdownCurrent decline from peak | -7.09% | -8.07% | +0.98% |
Average DrawdownAverage peak-to-trough decline | -5.82% | -5.18% | -0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.76% | 4.39% | +1.37% |
Volatility
PSL vs. FDFAX - Volatility Comparison
Invesco DWA Consumer Staples Momentum ETF (PSL) has a higher volatility of 4.01% compared to Fidelity Select Consumer Staples Portfolio (FDFAX) at 3.77%. This indicates that PSL's price experiences larger fluctuations and is considered to be riskier than FDFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSL | FDFAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 3.77% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 9.86% | 9.22% | +0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.67% | 14.74% | -0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.24% | 13.84% | +1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 14.96% | +1.53% |