FSELX

The chart shows the growth of an initial investment of $10,000 in FSELX, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

As of Aug 1, 2026, the FSELX returned 48.22% Year-To-Date and 35.08% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jul 29, 1985, FSELX's average daily return is +0.08%, while the average monthly return is +1.70%. At this rate, an investment would double in approximately 3.4 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2026 with a return of +36.4%, while the worst month was Oct 1987 at -33.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.

On a daily basis, FSELX closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +18.8%, while the worst single day was Oct 19, 1987 at -18.7%.

FSELX has an annualized alpha of 6.79%, beta of 1.33, and R2 of 0.57 versus S&P 500 Index. Calculated based on daily prices since July 29, 1985.

• This portfolio captured 177.03% of S&P 500 Index gains and 134.05% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 6.79% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

FSELX has an expense ratio of 0.68%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

FSELX ranks 70 for risk / return — above 70% of Portfolios peers on PortfoliosLab. Its historical combined result is above most peers.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current FSELX Sharpe ratio is 1.91 as of Aug 1, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.18 to 2.00, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of FSELX compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

FSELX provided a 11.05% dividend yield over the last twelve months.

The table below shows the monthly dividends paid by this portfolio.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the FSELX. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the FSELX was 82.54%, occurring on Oct 9, 2002. Recovery took 3486 trading sessions.

The current FSELX drawdown is 21.63%.

The chart below shows the rolling one-month volatility.