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Fidelity Select Utilities Portfolio (FSUTX) Sharpe Ratio: 1.06

Mutual Fund · Currency in USD · Last updated Jun 24, 2026

The fund invests primarily in common stocks. It invests at least 80% of assets in securities of companies principally engaged in the utilities industry and companies deriving a majority of their revenues from their utility operations. The fund invests in domestic and foreign issuers. It uses fundamental analysis of factors such as each issuer's financial condition and industry position, as well as market and economic conditions to select investments. The fund is non-diversified.

FSUTX's Sharpe Ratio of 1.06 indicates that for each unit of volatility, it generates 1.06 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

FSUTX Sharpe Ratio Rank

FSUTX Sharpe Ratio Rank: 16.216
Concerning

FSUTX ranks above 16.2% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

FSUTX Sharpe Ratio Market Positioning

The chart shows FSUTX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.30 or lower
  • Yellow zone (middle 50%): 1.30 to 2.32
  • Green zone (top 25%): 2.32 or higher
  • Top 1%: 4.27+
  • Median: 1.93 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Fidelity Select Utilities Portfolio's Sharpe Ratio with other mutual funds in the Utilities Equities category across multiple time periods, showing how FSUTX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 24, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
DPGDuff & Phelps Utility and Infrastructure Fund Inc2.07
GABUXGabelli Utilities Fund1.57
GASFXHennessy Gas Utility Fund1.29
FKUTXFranklin Utilities Fund1.20
MMUFXMFS Utilities Fund1.20
FKUQXFranklin Utilities Fund Class A1.19
FRURXFranklin Utilities Fund Class R1.18
BULIXAmerican Century Utilities Fund1.12
RYUIXRydex Utilities Fund1.09
FSUTXFidelity Select Utilities Portfolio1.06

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows FSUTX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when FSUTX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does FSUTX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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