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TFLO vs. FSENX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TFLO vs. FSENX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Treasury Floating Rate Bond ETF (TFLO) and Fidelity Select Energy Portfolio (FSENX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TFLO achieves a 1.71% return, which is significantly lower than FSENX's 32.92% return. Over the past 10 years, TFLO has underperformed FSENX with an annualized return of 2.37%, while FSENX has yielded a comparatively higher 9.51% annualized return.


TFLO

1D
0.02%
1M
0.31%
YTD
1.71%
6M
1.90%
1Y
3.99%
3Y*
4.74%
5Y*
3.66%
10Y*
2.37%

FSENX

1D
-1.07%
1M
-2.39%
YTD
32.92%
6M
31.47%
1Y
41.02%
3Y*
18.51%
5Y*
21.65%
10Y*
9.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TFLO vs. FSENX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TFLO
iShares Treasury Floating Rate Bond ETF
1.71%4.22%5.34%5.12%1.99%-0.02%0.43%2.04%1.76%1.01%
FSENX
Fidelity Select Energy Portfolio
32.92%10.56%4.26%0.94%62.98%55.31%-32.51%9.90%-24.94%-2.65%

Correlation

The correlation between TFLO and FSENX is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.07

Correlation (3Y)
Calculated over the trailing 3-year period

-0.03

Correlation (5Y)
Calculated over the trailing 5-year period

-0.05

Correlation (10Y)
Calculated over the trailing 10-year period

-0.04

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2014

-0.03

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Return for Risk

TFLO vs. FSENX — Risk / Return Rank

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

TFLO
TFLO Risk / Return Rank: 100100
Overall Rank
TFLO Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
TFLO Sortino Ratio Rank: 100100
Sortino Ratio Rank
TFLO Omega Ratio Rank: 100100
Omega Ratio Rank
TFLO Calmar Ratio Rank: 100100
Calmar Ratio Rank
TFLO Martin Ratio Rank: 100100
Martin Ratio Rank

FSENX
FSENX Risk / Return Rank: 8181
Overall Rank
FSENX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FSENX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FSENX Omega Ratio Rank: 6969
Omega Ratio Rank
FSENX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FSENX Martin Ratio Rank: 8484
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.

TFLO vs. FSENX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Treasury Floating Rate Bond ETF (TFLO) and Fidelity Select Energy Portfolio (FSENX). 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.


TFLOFSENXDifference
Sharpe ratioReturn per unit of total volatility

+12.01

Sortino ratioReturn per unit of downside risk

+48.44

Omega ratioGain probability vs. loss probability

14.07

1.36

+12.71

Calmar ratioReturn relative to maximum drawdown

203.31

4.48

+198.83

Martin ratioReturn relative to average drawdown

831.79

12.74

+819.05

TFLO vs. FSENX - Sharpe Ratio Comparison

The current TFLO Sharpe Ratio is 14.28, which is higher than the FSENX Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of TFLO and FSENX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TFLO vs. FSENX - Drawdown Comparison

The maximum TFLO drawdown since its inception was -5.01%, smaller than the maximum FSENX drawdown of -76.24%. Use the drawdown chart below to compare losses from any high point for TFLO and FSENX.


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Drawdown Indicators


TFLOFSENXDifference

Max Drawdown

Largest peak-to-trough decline

-5.01%

-76.24%

+71.23%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

-9.95%

+9.93%

Max Drawdown (3Y)

Largest decline over 3 years

-0.04%

-25.85%

+25.81%

Max Drawdown (5Y)

Largest decline over 5 years

-0.13%

-28.02%

+27.89%

Max Drawdown (10Y)

Largest decline over 10 years

-0.16%

-72.11%

+71.95%

Current Drawdown

Current decline from peak

0.00%

-6.57%

+6.57%

Average Drawdown

Average peak-to-trough decline

-0.10%

-17.00%

+16.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

3.49%

-3.49%

Volatility

TFLO vs. FSENX - Volatility Comparison

The current volatility for iShares Treasury Floating Rate Bond ETF (TFLO) is 0.07%, while Fidelity Select Energy Portfolio (FSENX) has a volatility of 6.56%. This indicates that TFLO experiences smaller price fluctuations and is considered to be less risky than FSENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TFLOFSENXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.07%

6.56%

-6.49%

Volatility (6M)

Calculated over the trailing 6-month period

0.20%

15.63%

-15.43%

Volatility (1Y)

Calculated over the trailing 1-year period

0.28%

19.77%

-19.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.35%

27.31%

-26.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.45%

30.93%

-30.48%

TFLO vs. FSENX - Expense Ratio Comparison

TFLO has a 0.15% expense ratio, which is lower than FSENX's 0.77% expense ratio.


Dividends

TFLO vs. FSENX - Dividend Comparison

TFLO's dividend yield for the trailing twelve months is around 3.89%, more than FSENX's 1.61% yield.


PositionTTM20252024202320222021202020192018201720162015
FSENX
Fidelity Select Energy Portfolio
1.61%1.95%1.95%1.98%2.50%2.25%3.43%1.84%1.48%1.74%0.62%1.29%
TFLO
iShares Treasury Floating Rate Bond ETF
3.89%4.16%5.21%4.88%1.68%0.00%0.36%2.08%1.65%0.86%0.31%0.15%

Frequently Asked Questions


TFLO and FSENX have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSENX has higher volatility (6.56%) compared to TFLO (0.07%). In terms of maximum drawdown, TFLO dropped -5.01% vs FSENX's -76.24%.

TFLO currently has the higher Sharpe Ratio (14.28 vs 2.26), 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.

Portfolio Optimizer

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