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XTN vs. FSRFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XTN vs. FSRFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Transportation ETF (XTN) and Fidelity Select Transportation Portfolio (FSRFX). The values are adjusted to include any dividend payments, if applicable.

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XTN vs. FSRFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XTN
SPDR S&P Transportation ETF
2.02%6.33%4.86%25.22%-28.10%33.68%12.11%21.85%-17.26%21.55%
FSRFX
Fidelity Select Transportation Portfolio
-0.92%11.45%1.01%19.29%-10.21%27.79%12.83%18.43%-11.02%22.00%

Returns By Period

In the year-to-date period, XTN achieves a 2.02% return, which is significantly higher than FSRFX's -0.92% return. Over the past 10 years, XTN has underperformed FSRFX with an annualized return of 8.43%, while FSRFX has yielded a comparatively higher 10.16% annualized return.


XTN

1D
3.95%
1M
-8.93%
YTD
2.02%
6M
11.42%
1Y
26.99%
3Y*
9.63%
5Y*
1.87%
10Y*
8.43%

FSRFX

1D
-0.50%
1M
-10.95%
YTD
-0.92%
6M
4.56%
1Y
16.70%
3Y*
7.87%
5Y*
6.52%
10Y*
10.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XTN vs. FSRFX - Expense Ratio Comparison

XTN has a 0.35% expense ratio, which is lower than FSRFX's 0.69% expense ratio.


Return for Risk

XTN vs. FSRFX — Risk / Return Rank

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

XTN
XTN Risk / Return Rank: 5252
Overall Rank
XTN Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XTN Sortino Ratio Rank: 5454
Sortino Ratio Rank
XTN Omega Ratio Rank: 4747
Omega Ratio Rank
XTN Calmar Ratio Rank: 6363
Calmar Ratio Rank
XTN Martin Ratio Rank: 4949
Martin Ratio Rank

FSRFX
FSRFX Risk / Return Rank: 3131
Overall Rank
FSRFX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FSRFX Sortino Ratio Rank: 3232
Sortino Ratio Rank
FSRFX Omega Ratio Rank: 2727
Omega Ratio Rank
FSRFX Calmar Ratio Rank: 3737
Calmar Ratio Rank
FSRFX Martin Ratio Rank: 3232
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.

XTN vs. FSRFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Transportation ETF (XTN) and Fidelity Select Transportation Portfolio (FSRFX). 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.


XTNFSRFXDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.68

+0.16

Sortino ratio

Return per unit of downside risk

1.40

1.15

+0.25

Omega ratio

Gain probability vs. loss probability

1.18

1.15

+0.03

Calmar ratio

Return relative to maximum drawdown

1.54

1.01

+0.53

Martin ratio

Return relative to average drawdown

4.60

3.47

+1.12

XTN vs. FSRFX - Sharpe Ratio Comparison

The current XTN Sharpe Ratio is 0.84, which is comparable to the FSRFX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of XTN and FSRFX, 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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Sharpe Ratios by Period


XTNFSRFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.68

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.32

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.47

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.57

-0.17

Correlation

The correlation between XTN and FSRFX is 0.91, 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.


Dividends

XTN vs. FSRFX - Dividend Comparison

XTN's dividend yield for the trailing twelve months is around 0.79%, less than FSRFX's 4.21% yield.


TTM20252024202320222021202020192018201720162015
XTN
SPDR S&P Transportation ETF
0.79%0.78%0.93%0.73%1.04%1.02%0.75%1.17%0.98%0.63%0.66%1.03%
FSRFX
Fidelity Select Transportation Portfolio
4.21%4.18%1.67%2.68%8.82%12.00%7.97%3.98%11.42%5.16%1.97%7.51%

Drawdowns

XTN vs. FSRFX - Drawdown Comparison

The maximum XTN drawdown since its inception was -43.77%, smaller than the maximum FSRFX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for XTN and FSRFX.


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Drawdown Indicators


XTNFSRFXDifference

Max Drawdown

Largest peak-to-trough decline

-43.77%

-60.34%

+16.57%

Max Drawdown (1Y)

Largest decline over 1 year

-17.28%

-14.28%

-3.00%

Max Drawdown (5Y)

Largest decline over 5 years

-35.05%

-28.97%

-6.08%

Max Drawdown (10Y)

Largest decline over 10 years

-43.77%

-41.11%

-2.66%

Current Drawdown

Current decline from peak

-12.15%

-11.69%

-0.46%

Average Drawdown

Average peak-to-trough decline

-10.97%

-8.68%

-2.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.79%

4.16%

+1.63%

Volatility

XTN vs. FSRFX - Volatility Comparison

SPDR S&P Transportation ETF (XTN) has a higher volatility of 9.95% compared to Fidelity Select Transportation Portfolio (FSRFX) at 6.89%. This indicates that XTN's price experiences larger fluctuations and is considered to be riskier than FSRFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XTNFSRFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.95%

6.89%

+3.06%

Volatility (6M)

Calculated over the trailing 6-month period

19.35%

14.57%

+4.78%

Volatility (1Y)

Calculated over the trailing 1-year period

32.25%

25.09%

+7.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.20%

20.61%

+5.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.88%

21.82%

+4.06%