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

Correlation

The correlation between RTH and FSTA is 0.63, 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.


-0.50.00.51.0
Correlation: 0.6

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.

150.00%200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
340.38%
169.86%
RTH
FSTA

Key characteristics

Sharpe Ratio

RTH:

0.80

FSTA:

0.92

Sortino Ratio

RTH:

1.25

FSTA:

1.39

Omega Ratio

RTH:

1.16

FSTA:

1.17

Calmar Ratio

RTH:

0.95

FSTA:

1.37

Martin Ratio

RTH:

3.46

FSTA:

4.38

Ulcer Index

RTH:

3.78%

FSTA:

2.75%

Daily Std Dev

RTH:

16.36%

FSTA:

13.13%

Max Drawdown

RTH:

-41.79%

FSTA:

-25.13%

Current Drawdown

RTH:

-7.51%

FSTA:

-2.83%

Returns By Period

In the year-to-date period, RTH achieves a -0.02% return, which is significantly lower than FSTA's 3.90% return. Over the past 10 years, RTH has outperformed FSTA with an annualized return of 12.66%, while FSTA has yielded a comparatively lower 8.36% annualized return.


RTH

YTD

-0.02%

1M

-0.81%

6M

4.14%

1Y

13.15%

5Y*

14.47%

10Y*

12.66%

FSTA

YTD

3.90%

1M

3.40%

6M

2.28%

1Y

10.79%

5Y*

10.68%

10Y*

8.36%

*Annualized

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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.


Expense ratio chart for RTH: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RTH: 0.35%
Expense ratio chart for FSTA: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSTA: 0.08%

Risk-Adjusted Performance

RTH vs. FSTA — Risk-Adjusted Performance Rank

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

RTH
The Risk-Adjusted Performance Rank of RTH is 7676
Overall Rank
The Sharpe Ratio Rank of RTH is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of RTH is 7676
Sortino Ratio Rank
The Omega Ratio Rank of RTH is 7272
Omega Ratio Rank
The Calmar Ratio Rank of RTH is 8282
Calmar Ratio Rank
The Martin Ratio Rank of RTH is 7777
Martin Ratio Rank

FSTA
The Risk-Adjusted Performance Rank of FSTA is 8181
Overall Rank
The Sharpe Ratio Rank of FSTA is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of FSTA is 7979
Sortino Ratio Rank
The Omega Ratio Rank of FSTA is 7676
Omega Ratio Rank
The Calmar Ratio Rank of FSTA is 8888
Calmar Ratio Rank
The Martin Ratio Rank of FSTA is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for RTH, currently valued at 0.80, compared to the broader market-1.000.001.002.003.004.00
RTH: 0.80
FSTA: 0.92
The chart of Sortino ratio for RTH, currently valued at 1.25, compared to the broader market-2.000.002.004.006.008.00
RTH: 1.25
FSTA: 1.39
The chart of Omega ratio for RTH, currently valued at 1.16, compared to the broader market0.501.001.502.002.50
RTH: 1.16
FSTA: 1.17
The chart of Calmar ratio for RTH, currently valued at 0.95, compared to the broader market0.002.004.006.008.0010.0012.00
RTH: 0.95
FSTA: 1.37
The chart of Martin ratio for RTH, currently valued at 3.46, compared to the broader market0.0020.0040.0060.00
RTH: 3.46
FSTA: 4.38

The current RTH Sharpe Ratio is 0.80, which is comparable to the FSTA Sharpe Ratio of 0.92. 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 Ratio0.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.80
0.92
RTH
FSTA

Dividends

RTH vs. FSTA - Dividend Comparison

RTH's dividend yield for the trailing twelve months is around 0.77%, less than FSTA's 2.17% yield.


TTM20242023202220212020201920182017201620152014
RTH
VanEck Vectors Retail ETF
0.77%0.77%1.07%1.16%0.78%0.64%0.91%1.05%1.56%1.84%2.25%0.41%
FSTA
Fidelity MSCI Consumer Staples Index ETF
2.17%2.25%2.66%2.26%2.15%2.47%2.46%3.01%2.42%2.53%2.86%2.24%

Drawdowns

RTH vs. FSTA - Drawdown Comparison

The maximum RTH drawdown since its inception was -41.79%, 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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.51%
-2.83%
RTH
FSTA

Volatility

RTH vs. FSTA - Volatility Comparison

VanEck Vectors Retail ETF (RTH) has a higher volatility of 10.08% compared to Fidelity MSCI Consumer Staples Index ETF (FSTA) at 8.02%. 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%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.08%
8.02%
RTH
FSTA