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XLC vs. FCOM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XLC and FCOM is 0.83, 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.


Performance

XLC vs. FCOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Communication Services Select Sector SPDR Fund (XLC) and Fidelity MSCI Communication Services Index ETF (FCOM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

XLC:

1.25

FCOM:

1.00

Sortino Ratio

XLC:

1.74

FCOM:

1.46

Omega Ratio

XLC:

1.25

FCOM:

1.20

Calmar Ratio

XLC:

1.35

FCOM:

0.99

Martin Ratio

XLC:

4.97

FCOM:

3.28

Ulcer Index

XLC:

4.89%

FCOM:

6.38%

Daily Std Dev

XLC:

19.53%

FCOM:

21.11%

Max Drawdown

XLC:

-46.65%

FCOM:

-46.76%

Current Drawdown

XLC:

-3.03%

FCOM:

-5.35%

Returns By Period

In the year-to-date period, XLC achieves a 5.49% return, which is significantly higher than FCOM's 3.40% return.


XLC

YTD

5.49%

1M

7.91%

6M

4.75%

1Y

24.13%

3Y*

20.34%

5Y*

14.68%

10Y*

N/A

FCOM

YTD

3.40%

1M

9.55%

6M

3.94%

1Y

20.96%

3Y*

16.68%

5Y*

12.49%

10Y*

10.37%

*Annualized

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XLC vs. FCOM - Expense Ratio Comparison

XLC has a 0.13% expense ratio, which is higher than FCOM's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

XLC vs. FCOM — Risk-Adjusted Performance Rank

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

XLC
The Risk-Adjusted Performance Rank of XLC is 8787
Overall Rank
The Sharpe Ratio Rank of XLC is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of XLC is 8787
Sortino Ratio Rank
The Omega Ratio Rank of XLC is 8787
Omega Ratio Rank
The Calmar Ratio Rank of XLC is 8888
Calmar Ratio Rank
The Martin Ratio Rank of XLC is 8585
Martin Ratio Rank

FCOM
The Risk-Adjusted Performance Rank of FCOM is 8181
Overall Rank
The Sharpe Ratio Rank of FCOM is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of FCOM is 8282
Sortino Ratio Rank
The Omega Ratio Rank of FCOM is 8282
Omega Ratio Rank
The Calmar Ratio Rank of FCOM is 8282
Calmar Ratio Rank
The Martin Ratio Rank of FCOM is 7777
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.

XLC vs. FCOM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Communication Services Select Sector SPDR Fund (XLC) and Fidelity MSCI Communication Services Index ETF (FCOM). 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 current XLC Sharpe Ratio is 1.25, which is comparable to the FCOM Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of XLC and FCOM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

XLC vs. FCOM - Dividend Comparison

XLC's dividend yield for the trailing twelve months is around 1.02%, more than FCOM's 0.89% yield.


TTM20242023202220212020201920182017201620152014
XLC
Communication Services Select Sector SPDR Fund
1.02%0.99%0.82%1.11%0.74%0.68%0.81%0.64%0.00%0.00%0.00%0.00%
FCOM
Fidelity MSCI Communication Services Index ETF
0.89%0.87%0.77%1.04%0.90%0.68%0.86%2.78%7.54%2.25%2.92%2.69%

Drawdowns

XLC vs. FCOM - Drawdown Comparison

The maximum XLC drawdown since its inception was -46.65%, roughly equal to the maximum FCOM drawdown of -46.76%. Use the drawdown chart below to compare losses from any high point for XLC and FCOM.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

XLC vs. FCOM - Volatility Comparison

The current volatility for Communication Services Select Sector SPDR Fund (XLC) is 3.32%, while Fidelity MSCI Communication Services Index ETF (FCOM) has a volatility of 4.41%. This indicates that XLC experiences smaller price fluctuations and is considered to be less risky than FCOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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