There’s only one sector in the stock market doing well right now

Ron Antonelli | Bloomberg | Getty Images

A woman pushes a cart while shopping at a Costco Wholesale Corp. store in Hackensack, New Jersey. 

The S&P 500 Consumer Staples index is up 2.6 percent this month, on pace for the fifth straight month of gains while both the Dow Jones Industrial Average and broader S&P 500 are sliding more than 5 percent each this month.

Consumer Staples is enjoying its longest winning streak since November 2009, led by Conagra Brands and Philip Morris. Shares of Procter & Gamble are up 8 percent in October, likely to to be the best month for the stock since January 2013.