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XITK vs. FSCSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XITK vs. FSCSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR FactSet Innovative Technology ETF (XITK) and Fidelity Select Software & IT Services Portfolio (FSCSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XITK achieves a 3.17% return, which is significantly higher than FSCSX's -7.94% return. Over the past 10 years, XITK has underperformed FSCSX with an annualized return of 12.53%, while FSCSX has yielded a comparatively higher 16.04% annualized return.


XITK

1D
2.10%
1M
-2.48%
6M
11.87%
YTD
3.17%
1Y
1.26%
3Y*
8.55%
5Y*
-3.68%
10Y*
12.53%
ALL TIME*
13.77%

FSCSX

1D
4.54%
1M
3.36%
6M
7.49%
YTD
-7.94%
1Y
-7.49%
3Y*
9.84%
5Y*
5.19%
10Y*
16.04%
ALL TIME*
15.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$94.40K$185.95K$342.96K

XITK vs. FSCSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XITK
SPDR FactSet Innovative Technology ETF
3.17%2.53%19.12%45.87%-47.45%-11.24%90.22%36.98%7.60%36.01%
FSCSX
Fidelity Select Software & IT Services Portfolio
-7.94%6.96%19.66%51.72%-29.13%18.13%45.55%38.99%4.08%38.60%

Correlation

The correlation between XITK and FSCSX is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.72

Correlation (3Y)
Balances recent behavior with more history.

0.80

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.83

Correlation (10Y)
Provides a long-term view across more market conditions.

0.81

Correlation (All Time)
Calculated using the full available price history since Jan 14, 2016

0.80

The correlation between XITK and FSCSX shifts across timeframes, from 0.72 (1 year) to 0.83 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XITK vs. FSCSX — Risk / Return Rank

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

XITK
XITK Risk / Return Rank: 1010
Overall Rank
XITK Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
XITK Sortino Ratio Rank: 1111
Sortino Ratio Rank
XITK Omega Ratio Rank: 1111
Omega Ratio Rank
XITK Calmar Ratio Rank: 1010
Calmar Ratio Rank
XITK Martin Ratio Rank: 1010
Martin Ratio Rank

FSCSX
FSCSX Risk / Return Rank: 22
Overall Rank
FSCSX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FSCSX Sortino Ratio Rank: 22
Sortino Ratio Rank
FSCSX Omega Ratio Rank: 22
Omega Ratio Rank
FSCSX Calmar Ratio Rank: 22
Calmar Ratio Rank
FSCSX Martin Ratio Rank: 22
Martin Ratio Rank
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.

XITK vs. FSCSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR FactSet Innovative Technology ETF (XITK) and Fidelity Select Software & IT Services Portfolio (FSCSX). 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.


XITKFSCSXDifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.02

0.96

+0.05

Calmar ratioReturn relative to maximum drawdown

-0.05

-0.31

+0.26

Martin ratioReturn relative to average drawdown

-0.11

-0.63

+0.52

XITK vs. FSCSX - Sharpe Ratio Comparison

The current XITK Sharpe Ratio is -0.05, which is higher than the FSCSX Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of XITK and FSCSX, 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

XITK vs. FSCSX - Drawdown Comparison

The maximum XITK drawdown since its inception was -65.56%, roughly equal to the maximum FSCSX drawdown of -64.66%. Use the drawdown chart below to compare losses from any high point for XITK and FSCSX.


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Drawdown Indicators


XITKFSCSXDifference

Max Drawdown

Largest peak-to-trough decline

-65.56%

-64.66%

-0.90%

Max Drawdown (1Y)

Largest decline over 1 year

-28.03%

-34.24%

+6.21%

Max Drawdown (3Y)

Largest decline over 3 years

-28.18%

-34.24%

+6.06%

Max Drawdown (5Y)

Largest decline over 5 years

-61.53%

-37.06%

-24.47%

Max Drawdown (10Y)

Largest decline over 10 years

-65.56%

-37.06%

-28.50%

Current Drawdown

Current decline from peak

-29.65%

-13.20%

-16.45%

Average Drawdown

Average peak-to-trough decline

-22.17%

-13.24%

-8.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.69%

16.66%

-3.97%

Volatility

XITK vs. FSCSX - Volatility Comparison

SPDR FactSet Innovative Technology ETF (XITK) has a higher volatility of 9.22% compared to Fidelity Select Software & IT Services Portfolio (FSCSX) at 7.60%. This indicates that XITK's price experiences larger fluctuations and is considered to be riskier than FSCSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XITKFSCSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.22%

7.60%

+1.62%

Volatility (6M)

Calculated over the trailing 6-month period

25.08%

26.29%

-1.21%

Volatility (1Y)

Calculated over the trailing 1-year period

29.28%

29.64%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.07%

26.84%

+6.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.72%

24.75%

+4.97%

XITK vs. FSCSX - Expense Ratio Comparison

XITK has a 0.45% expense ratio, which is lower than FSCSX's 0.67% expense ratio.


Dividends

XITK vs. FSCSX - Dividend Comparison

XITK has not paid dividends to shareholders, while FSCSX's dividend yield for the trailing twelve months is around 21.82%.


PositionTTM20252024202320222021202020192018201720162015
FSCSX
Fidelity Select Software & IT Services Portfolio
21.82%15.40%19.17%7.72%9.06%6.54%5.10%12.70%6.20%7.15%3.98%5.22%
XITK
SPDR FactSet Innovative Technology ETF
0.00%0.00%0.00%0.08%0.11%0.00%0.06%0.14%1.50%1.74%1.88%0.00%

Frequently Asked Questions


XITK and FSCSX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XITK has higher volatility (9.22%) compared to FSCSX (7.60%). In terms of maximum drawdown, XITK dropped -65.56% vs FSCSX's -64.66%.

XITK currently has the higher Sharpe Ratio (-0.05 vs -0.36), 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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