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

Performance

FCNIX vs. FSRPX - 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 Retailing Portfolio (FSRPX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.50%
8.59%
FCNIX
FSRPX

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

YTD

17.19%

1M

4.77%

6M

12.86%

1Y

28.96%

5Y (annualized)

9.82%

10Y (annualized)

10.09%

FSRPX

YTD

11.14%

1M

0.48%

6M

7.81%

1Y

12.40%

5Y (annualized)

5.01%

10Y (annualized)

9.22%

Key characteristics


FCNIXFSRPX
Sharpe Ratio1.620.65
Sortino Ratio2.210.89
Omega Ratio1.281.14
Calmar Ratio1.020.34
Martin Ratio7.771.57
Ulcer Index3.69%7.08%
Daily Std Dev17.67%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.


FCNIX
Fidelity Advisor Consumer Discretionary Fund Class I
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%
Expense ratio chart for FSRPX: current value at 0.72% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.72%

Correlation

-0.50.00.51.00.9

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.


Sharpe ratio
The chart of Sharpe ratio for FCNIX, currently valued at 1.62, compared to the broader market0.002.004.001.620.65
The chart of Sortino ratio for FCNIX, currently valued at 2.21, compared to the broader market0.005.0010.002.210.89
The chart of Omega ratio for FCNIX, currently valued at 1.28, compared to the broader market1.002.003.004.001.281.14
The chart of Calmar ratio for FCNIX, currently valued at 1.02, compared to the broader market0.005.0010.0015.0020.0025.001.020.34
The chart of Martin ratio for FCNIX, currently valued at 7.77, compared to the broader market0.0020.0040.0060.0080.00100.007.771.57
FCNIX
FSRPX

The current FCNIX Sharpe Ratio is 1.62, which is higher than the FSRPX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of FCNIX and FSRPX, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.62
0.65
FCNIX
FSRPX

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%.


TTM20232022202120202019201820172016201520142013
FCNIX
Fidelity Advisor Consumer Discretionary Fund Class I
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.62%2.65%9.75%7.42%
FSRPX
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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.52%
-23.23%
FCNIX
FSRPX

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.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.10%
3.59%
FCNIX
FSRPX