FSENX

The chart shows the growth of an initial investment of $10,000 in FSENX, 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 FSENX returned 38.84% Year-To-Date and 10.35% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jul 14, 1981, FSENX's average daily return is +0.04%, while the average monthly return is +0.90%. At this rate, an investment would double in approximately 6.4 years.

Historically, 56% of months were positive and 44% were negative. The best month was Apr 2020 with a return of +28.6%, while the worst month was Mar 2020 at -36.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 12 months.

On a daily basis, FSENX closed higher 48% of trading days. The best single day was Oct 13, 2008 with a return of +21.0%, while the worst single day was Mar 9, 2020 at -21.7%.

FSENX has an annualized alpha of 2.01%, beta of 0.88, and R2 of 0.37 versus S&P 500 Index. Calculated based on daily prices since July 14, 1981.

• This portfolio participated in 87.02% of S&P 500 Index downside but only 83.27% of its upside - more exposed to losses than it benefited from rallies.
• R2 of 0.37 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

FSENX has an expense ratio of 0.77%, 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.

FSENX ranks 79 for risk / return — above 79% 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 FSENX Sharpe ratio is 2.30 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 is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

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

FSENX provided a 1.54% 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 FSENX. 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 FSENX was 76.24%, occurring on Mar 18, 2020. Recovery took 550 trading sessions.

The current FSENX drawdown is 2.41%.

The chart below shows the rolling one-month volatility.