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RTH vs. FSTA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

RTH vs. FSTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Retail ETF (RTH) and Fidelity MSCI Consumer Staples Index ETF (FSTA). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
11.76%
7.36%
RTH
FSTA

Returns By Period

In the year-to-date period, RTH achieves a 18.28% return, which is significantly higher than FSTA's 16.13% return. Over the past 10 years, RTH has outperformed FSTA with an annualized return of 13.74%, while FSTA has yielded a comparatively lower 8.46% annualized return.


RTH

YTD

18.28%

1M

2.06%

6M

12.35%

1Y

26.38%

5Y (annualized)

14.38%

10Y (annualized)

13.74%

FSTA

YTD

16.13%

1M

0.53%

6M

7.60%

1Y

20.74%

5Y (annualized)

9.56%

10Y (annualized)

8.46%

Key characteristics


RTHFSTA
Sharpe Ratio2.312.18
Sortino Ratio3.203.15
Omega Ratio1.401.38
Calmar Ratio3.102.70
Martin Ratio9.3514.02
Ulcer Index2.95%1.55%
Daily Std Dev11.93%10.00%
Max Drawdown-41.80%-25.13%
Current Drawdown-2.56%-0.98%

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RTH vs. FSTA - Expense Ratio Comparison

RTH has a 0.35% expense ratio, which is higher than FSTA's 0.08% expense ratio.


RTH
VanEck Vectors Retail ETF
Expense ratio chart for RTH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for FSTA: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Correlation

-0.50.00.51.00.6

The correlation between RTH and FSTA is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

RTH vs. FSTA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Retail ETF (RTH) 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.


Sharpe ratio
The chart of Sharpe ratio for RTH, currently valued at 2.31, compared to the broader market0.002.004.002.312.18
The chart of Sortino ratio for RTH, currently valued at 3.20, compared to the broader market-2.000.002.004.006.008.0010.003.203.15
The chart of Omega ratio for RTH, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.401.38
The chart of Calmar ratio for RTH, currently valued at 3.10, compared to the broader market0.005.0010.0015.003.102.70
The chart of Martin ratio for RTH, currently valued at 9.35, compared to the broader market0.0020.0040.0060.0080.00100.009.3514.02
RTH
FSTA

The current RTH Sharpe Ratio is 2.31, which is comparable to the FSTA Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of RTH and FSTA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.31
2.18
RTH
FSTA

Dividends

RTH vs. FSTA - Dividend Comparison

RTH's dividend yield for the trailing twelve months is around 0.90%, less than FSTA's 2.37% yield.


TTM20232022202120202019201820172016201520142013
RTH
VanEck Vectors Retail ETF
0.90%1.07%1.16%0.78%0.64%0.91%1.05%1.56%1.84%2.25%0.41%1.00%
FSTA
Fidelity MSCI Consumer Staples Index ETF
2.37%2.66%2.26%2.15%2.47%2.46%3.01%2.42%2.53%2.86%2.24%0.45%

Drawdowns

RTH vs. FSTA - Drawdown Comparison

The maximum RTH drawdown since its inception was -41.80%, which is greater than FSTA's maximum drawdown of -25.13%. Use the drawdown chart below to compare losses from any high point for RTH and FSTA. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.56%
-0.98%
RTH
FSTA

Volatility

RTH vs. FSTA - Volatility Comparison

VanEck Vectors Retail ETF (RTH) has a higher volatility of 4.27% compared to Fidelity MSCI Consumer Staples Index ETF (FSTA) at 3.01%. This indicates that RTH'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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.27%
3.01%
RTH
FSTA