FCNIX vs. FSRPX
Compare and contrast key facts about Fidelity Advisor Consumer Discretionary Fund Class I (FCNIX) and Fidelity Select Retailing Portfolio (FSRPX).
FCNIX is managed by Fidelity. It was launched on Sep 3, 1996. FSRPX is managed by Fidelity Investments. It was launched on Dec 15, 1985.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FCNIX or FSRPX.
Performance
FCNIX vs. FSRPX - Performance Comparison
Returns By Period
In the year-to-date period, FCNIX achieves a 17.19% return, which is significantly higher than FSRPX's 11.14% return. Over the past 10 years, FCNIX has outperformed FSRPX with an annualized return of 10.09%, while FSRPX has yielded a comparatively lower 9.22% annualized return.
FCNIX
17.19%
4.77%
12.86%
28.96%
9.82%
10.09%
FSRPX
11.14%
0.48%
7.81%
12.40%
5.01%
9.22%
Key characteristics
FCNIX | FSRPX | |
---|---|---|
Sharpe Ratio | 1.62 | 0.65 |
Sortino Ratio | 2.21 | 0.89 |
Omega Ratio | 1.28 | 1.14 |
Calmar Ratio | 1.02 | 0.34 |
Martin Ratio | 7.77 | 1.57 |
Ulcer Index | 3.69% | 7.08% |
Daily Std Dev | 17.67% | 17.18% |
Max Drawdown | -57.61% | -55.00% |
Current Drawdown | -6.52% | -23.23% |
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FCNIX vs. FSRPX - Expense Ratio Comparison
FCNIX has a 0.75% expense ratio, which is higher than FSRPX's 0.72% expense ratio.
Correlation
The correlation between FCNIX and FSRPX is 0.91, 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.
Risk-Adjusted Performance
FCNIX vs. FSRPX - 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 Retailing Portfolio (FSRPX). 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.
Dividends
FCNIX vs. FSRPX - Dividend Comparison
FCNIX has not paid dividends to shareholders, while FSRPX's dividend yield for the trailing twelve months is around 0.31%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Fidelity Advisor Consumer Discretionary Fund Class I | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.62% | 2.65% | 9.75% | 7.42% |
Fidelity Select Retailing Portfolio | 0.31% | 0.34% | 0.35% | 0.00% | 0.00% | 0.28% | 0.18% | 0.23% | 0.14% | 1.32% | 4.06% | 2.41% |
Drawdowns
FCNIX vs. FSRPX - Drawdown Comparison
The maximum FCNIX drawdown since its inception was -57.61%, roughly equal to the maximum FSRPX drawdown of -55.00%. Use the drawdown chart below to compare losses from any high point for FCNIX and FSRPX. For additional features, visit the drawdowns tool.
Volatility
FCNIX vs. FSRPX - Volatility Comparison
Fidelity Advisor Consumer Discretionary Fund Class I (FCNIX) has a higher volatility of 6.10% compared to Fidelity Select Retailing Portfolio (FSRPX) at 3.59%. This indicates that FCNIX's price experiences larger fluctuations and is considered to be riskier than FSRPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.