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FCNIX vs. FSCPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FCNIX and FSCPX is 0.86, 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.


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.

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Key characteristics

Sharpe Ratio

FCNIX:

0.30

FSCPX:

0.50

Sortino Ratio

FCNIX:

0.65

FSCPX:

0.94

Omega Ratio

FCNIX:

1.09

FSCPX:

1.12

Calmar Ratio

FCNIX:

0.29

FSCPX:

0.50

Martin Ratio

FCNIX:

0.78

FSCPX:

1.47

Ulcer Index

FCNIX:

11.10%

FSCPX:

9.51%

Daily Std Dev

FCNIX:

26.74%

FSCPX:

26.44%

Max Drawdown

FCNIX:

-57.61%

FSCPX:

-57.37%

Current Drawdown

FCNIX:

-13.85%

FSCPX:

-10.73%

Returns By Period

The year-to-date returns for both stocks are quite close, with FCNIX having a -5.10% return and FSCPX slightly lower at -5.19%. Over the past 10 years, FCNIX has underperformed FSCPX with an annualized return of 8.84%, while FSCPX has yielded a comparatively higher 10.99% annualized return.


FCNIX

YTD

-5.10%

1M

15.46%

6M

-4.97%

1Y

7.85%

5Y*

10.24%

10Y*

8.84%

FSCPX

YTD

-5.19%

1M

15.49%

6M

-0.32%

1Y

13.10%

5Y*

13.81%

10Y*

10.99%

*Annualized

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FCNIX vs. FSCPX - Expense Ratio Comparison

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


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 3838
Overall Rank
The Sharpe Ratio Rank of FCNIX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of FCNIX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of FCNIX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of FCNIX is 4141
Calmar Ratio Rank
The Martin Ratio Rank of FCNIX is 3232
Martin Ratio Rank

FSCPX
The Risk-Adjusted Performance Rank of FSCPX is 5353
Overall Rank
The Sharpe Ratio Rank of FSCPX is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of FSCPX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of FSCPX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of FSCPX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of FSCPX is 4646
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.


The current FCNIX Sharpe Ratio is 0.30, which is lower than the FSCPX Sharpe Ratio of 0.50. 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.


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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 7.59%.


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
7.59%7.41%2.17%13.79%9.08%1.16%2.22%3.35%4.05%0.90%3.89%7.79%

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.


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Volatility

FCNIX vs. FSCPX - Volatility Comparison

Fidelity Advisor Consumer Discretionary Fund Class I (FCNIX) and Fidelity Select Consumer Discretionary Portfolio (FSCPX) have volatilities of 8.87% and 8.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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