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FBOT vs. FSELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FBOT and FSELX is 0.78, 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.


-0.50.00.51.00.8

Performance

FBOT vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Disruptive Automation ETF (FBOT) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
14.87%
6.32%
FBOT
FSELX

Key characteristics

Sharpe Ratio

FBOT:

0.97

FSELX:

0.71

Sortino Ratio

FBOT:

1.41

FSELX:

1.14

Omega Ratio

FBOT:

1.18

FSELX:

1.15

Calmar Ratio

FBOT:

1.33

FSELX:

1.11

Martin Ratio

FBOT:

4.47

FSELX:

2.83

Ulcer Index

FBOT:

4.29%

FSELX:

9.55%

Daily Std Dev

FBOT:

19.82%

FSELX:

38.24%

Max Drawdown

FBOT:

-21.56%

FSELX:

-81.70%

Current Drawdown

FBOT:

-0.67%

FSELX:

-6.76%

Returns By Period

The year-to-date returns for both investments are quite close, with FBOT having a 5.28% return and FSELX slightly higher at 5.44%.


FBOT

YTD

5.28%

1M

0.21%

6M

14.88%

1Y

20.00%

5Y*

N/A

10Y*

N/A

FSELX

YTD

5.44%

1M

-1.34%

6M

6.33%

1Y

30.66%

5Y*

22.80%

10Y*

17.16%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FBOT vs. FSELX - Expense Ratio Comparison

FBOT has a 0.50% expense ratio, which is lower than FSELX's 0.68% expense ratio.


FSELX
Fidelity Select Semiconductors Portfolio
Expense ratio chart for FSELX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for FBOT: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

FBOT vs. FSELX — Risk-Adjusted Performance Rank

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

FBOT
The Risk-Adjusted Performance Rank of FBOT is 4242
Overall Rank
The Sharpe Ratio Rank of FBOT is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of FBOT is 3737
Sortino Ratio Rank
The Omega Ratio Rank of FBOT is 3737
Omega Ratio Rank
The Calmar Ratio Rank of FBOT is 5050
Calmar Ratio Rank
The Martin Ratio Rank of FBOT is 4646
Martin Ratio Rank

FSELX
The Risk-Adjusted Performance Rank of FSELX is 4444
Overall Rank
The Sharpe Ratio Rank of FSELX is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of FSELX is 3939
Sortino Ratio Rank
The Omega Ratio Rank of FSELX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of FSELX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of FSELX is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FBOT vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Disruptive Automation ETF (FBOT) and Fidelity Select Semiconductors Portfolio (FSELX). 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.


Sharpe ratio
The chart of Sharpe ratio for FBOT, currently valued at 0.97, compared to the broader market0.002.004.000.970.71
The chart of Sortino ratio for FBOT, currently valued at 1.41, compared to the broader market-2.000.002.004.006.008.0010.0012.001.411.14
The chart of Omega ratio for FBOT, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.15
The chart of Calmar ratio for FBOT, currently valued at 1.33, compared to the broader market0.005.0010.0015.001.331.11
The chart of Martin ratio for FBOT, currently valued at 4.47, compared to the broader market0.0020.0040.0060.0080.00100.004.472.83
FBOT
FSELX

The current FBOT Sharpe Ratio is 0.97, which is higher than the FSELX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of FBOT and FSELX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.97
0.71
FBOT
FSELX

Dividends

FBOT vs. FSELX - Dividend Comparison

FBOT's dividend yield for the trailing twelve months is around 0.30%, while FSELX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FBOT
Fidelity Disruptive Automation ETF
0.30%0.31%0.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSELX
Fidelity Select Semiconductors Portfolio
0.00%0.00%0.10%0.18%0.04%0.51%0.76%0.76%1.04%0.71%16.31%3.48%

Drawdowns

FBOT vs. FSELX - Drawdown Comparison

The maximum FBOT drawdown since its inception was -21.56%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for FBOT and FSELX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.67%
-6.76%
FBOT
FSELX

Volatility

FBOT vs. FSELX - Volatility Comparison

The current volatility for Fidelity Disruptive Automation ETF (FBOT) is 5.90%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 14.56%. This indicates that FBOT experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
5.90%
14.56%
FBOT
FSELX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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