PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FCNIX vs. FSCPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FCNIX and FSCPX is 0.99, 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.


-0.50.00.51.01.0

Performance

FCNIX vs. FSCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Consumer Discretionary Fund Class I (FCNIX) and Fidelity Select Consumer Discretionary Portfolio (FSCPX). The values are adjusted to include any dividend payments, if applicable.

350.00%400.00%450.00%500.00%550.00%600.00%650.00%700.00%AugustSeptemberOctoberNovemberDecember2025
624.22%
468.19%
FCNIX
FSCPX

Key characteristics

Sharpe Ratio

FCNIX:

1.35

FSCPX:

1.16

Sortino Ratio

FCNIX:

1.82

FSCPX:

1.57

Omega Ratio

FCNIX:

1.24

FSCPX:

1.21

Calmar Ratio

FCNIX:

1.13

FSCPX:

0.79

Martin Ratio

FCNIX:

6.00

FSCPX:

4.85

Ulcer Index

FCNIX:

4.31%

FSCPX:

4.74%

Daily Std Dev

FCNIX:

19.20%

FSCPX:

19.76%

Max Drawdown

FCNIX:

-57.61%

FSCPX:

-57.37%

Current Drawdown

FCNIX:

-6.91%

FSCPX:

-11.76%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with FCNIX at 2.55% and FSCPX at 2.55%. Over the past 10 years, FCNIX has outperformed FSCPX with an annualized return of 10.54%, while FSCPX has yielded a comparatively lower 8.42% annualized return.


FCNIX

YTD

2.55%

1M

1.33%

6M

14.51%

1Y

23.79%

5Y*

9.86%

10Y*

10.54%

FSCPX

YTD

2.55%

1M

-4.33%

6M

13.55%

1Y

21.00%

5Y*

6.80%

10Y*

8.42%

*Annualized

Compare stocks, funds, or ETFs

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


FCNIX vs. FSCPX - Expense Ratio Comparison

FCNIX has a 0.75% expense ratio, which is lower than FSCPX's 0.76% expense ratio.


FSCPX
Fidelity Select Consumer Discretionary Portfolio
Expense ratio chart for FSCPX: current value at 0.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.76%
Expense ratio chart for FCNIX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Risk-Adjusted Performance

FCNIX vs. FSCPX — Risk-Adjusted Performance Rank

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

FCNIX
The Risk-Adjusted Performance Rank of FCNIX is 6464
Overall Rank
The Sharpe Ratio Rank of FCNIX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of FCNIX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of FCNIX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of FCNIX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of FCNIX is 6464
Martin Ratio Rank

FSCPX
The Risk-Adjusted Performance Rank of FSCPX is 5555
Overall Rank
The Sharpe Ratio Rank of FSCPX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of FSCPX is 5454
Sortino Ratio Rank
The Omega Ratio Rank of FSCPX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of FSCPX is 5555
Calmar Ratio Rank
The Martin Ratio Rank of FSCPX is 5656
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.

FCNIX vs. FSCPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Consumer Discretionary Fund Class I (FCNIX) and Fidelity Select Consumer Discretionary Portfolio (FSCPX). 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 FCNIX, currently valued at 1.35, compared to the broader market-1.000.001.002.003.004.001.351.16
The chart of Sortino ratio for FCNIX, currently valued at 1.82, compared to the broader market0.005.0010.001.821.57
The chart of Omega ratio for FCNIX, currently valued at 1.24, compared to the broader market1.002.003.004.001.241.21
The chart of Calmar ratio for FCNIX, currently valued at 1.13, compared to the broader market0.005.0010.0015.0020.001.130.79
The chart of Martin ratio for FCNIX, currently valued at 6.00, compared to the broader market0.0020.0040.0060.0080.006.004.85
FCNIX
FSCPX

The current FCNIX Sharpe Ratio is 1.35, which is comparable to the FSCPX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of FCNIX and FSCPX, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.35
1.16
FCNIX
FSCPX

Dividends

FCNIX vs. FSCPX - Dividend Comparison

FCNIX has not paid dividends to shareholders, while FSCPX's dividend yield for the trailing twelve months is around 0.07%.


TTM20242023202220212020201920182017201620152014
FCNIX
Fidelity Advisor Consumer Discretionary Fund Class I
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.62%2.65%9.75%
FSCPX
Fidelity Select Consumer Discretionary Portfolio
0.07%0.07%0.04%0.05%0.00%0.00%0.22%0.37%0.33%0.90%2.70%4.98%

Drawdowns

FCNIX vs. FSCPX - Drawdown Comparison

The maximum FCNIX drawdown since its inception was -57.61%, roughly equal to the maximum FSCPX drawdown of -57.37%. Use the drawdown chart below to compare losses from any high point for FCNIX and FSCPX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-6.91%
-11.76%
FCNIX
FSCPX

Volatility

FCNIX vs. FSCPX - Volatility Comparison

The current volatility for Fidelity Advisor Consumer Discretionary Fund Class I (FCNIX) is 7.35%, while Fidelity Select Consumer Discretionary Portfolio (FSCPX) has a volatility of 9.42%. This indicates that FCNIX experiences smaller price fluctuations and is considered to be less risky than FSCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
7.35%
9.42%
FCNIX
FSCPX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab