XOM vs. FHLC
XOM (Exxon Mobil Corporation) is a stock, while FHLC (Fidelity MSCI Health Care Index ETF) is Health & Biotech Equities fund tracking the MSCI USA IMI Health Care Index. Over the past 10 years, XOM returned 9.64%/yr vs 9.76%/yr for FHLC. At a 0.29 correlation, their price movements are largely independent.
Performance
XOM vs. FHLC - Performance Comparison
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Returns By Period
In the year-to-date period, XOM achieves a 23.81% return, which is significantly higher than FHLC's 0.03% return. Both investments have delivered pretty close results over the past 10 years, with XOM having a 9.64% annualized return and FHLC not far ahead at 9.76%.
XOM
- 1D
- 0.28%
- 1M
- -2.35%
- YTD
- 23.81%
- 6M
- 25.40%
- 1Y
- 38.24%
- 3Y*
- 15.15%
- 5Y*
- 23.23%
- 10Y*
- 9.64%
FHLC
- 1D
- -0.13%
- 1M
- 4.40%
- YTD
- 0.03%
- 6M
- 0.58%
- 1Y
- 15.99%
- 3Y*
- 7.18%
- 5Y*
- 4.76%
- 10Y*
- 9.76%
XOM vs. FHLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XOM Exxon Mobil Corporation | 23.81% | 15.98% | 11.26% | -6.26% | 87.41% | 57.58% | -36.21% | 7.23% | -15.09% | -3.81% |
FHLC Fidelity MSCI Health Care Index ETF | 0.03% | 15.42% | 2.48% | 2.58% | -5.55% | 20.39% | 18.13% | 21.94% | 4.71% | 23.34% |
Correlation
The correlation between XOM and FHLC is -0.09, 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 | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2013 | 0.29 |
The correlation between XOM and FHLC shifts across timeframes, from -0.09 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XOM vs. FHLC — Risk / Return Rank
XOM
FHLC
XOM vs. FHLC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Exxon Mobil Corporation (XOM) and Fidelity MSCI Health Care Index ETF (FHLC). 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.
| XOM | FHLC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.47 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.19 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.45 | 1.55 | +0.90 |
| Martin ratioReturn relative to average drawdown | 6.56 | 3.86 | +2.70 |
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Drawdowns
XOM vs. FHLC - Drawdown Comparison
The maximum XOM drawdown since its inception was -62.40%, which is greater than FHLC's maximum drawdown of -28.76%. Use the drawdown chart below to compare losses from any high point for XOM and FHLC.
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Drawdown Indicators
| XOM | FHLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.40% | -28.76% | -33.64% |
Max Drawdown (1Y)Largest decline over 1 year | -15.69% | -10.38% | -5.31% |
Max Drawdown (3Y)Largest decline over 3 years | -18.92% | -16.87% | -2.05% |
Max Drawdown (5Y)Largest decline over 5 years | -20.51% | -17.73% | -2.78% |
Max Drawdown (10Y)Largest decline over 10 years | -61.34% | -28.76% | -32.58% |
Current DrawdownCurrent decline from peak | -13.68% | -3.15% | -10.53% |
Average DrawdownAverage peak-to-trough decline | -10.20% | -5.19% | -5.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.84% | 4.16% | +1.68% |
Volatility
XOM vs. FHLC - Volatility Comparison
Exxon Mobil Corporation (XOM) has a higher volatility of 9.08% compared to Fidelity MSCI Health Care Index ETF (FHLC) at 4.87%. This indicates that XOM's price experiences larger fluctuations and is considered to be riskier than FHLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XOM | FHLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.08% | 4.87% | +4.21% |
Volatility (6M)Calculated over the trailing 6-month period | 20.51% | 10.50% | +10.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.51% | 14.69% | +9.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.77% | 15.02% | +11.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.20% | 16.84% | +11.36% |
Dividends
XOM vs. FHLC - Dividend Comparison
XOM's dividend yield for the trailing twelve months is around 2.78%, more than FHLC's 1.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FHLC Fidelity MSCI Health Care Index ETF | 1.37% | 1.40% | 1.51% | 1.40% | 1.30% | 1.16% | 1.45% | 1.18% | 1.38% | 1.38% | 1.40% | 2.07% |
XOM Exxon Mobil Corporation | 2.78% | 3.32% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% |
Frequently Asked Questions
XOM and FHLC have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XOM has higher volatility (9.08%) compared to FHLC (4.87%). In terms of maximum drawdown, XOM dropped -62.40% vs FHLC's -28.76%.
XOM currently has the higher Sharpe Ratio (1.57 vs 1.09), 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.
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