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

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.


-0.50.00.51.0
Correlation: 0.9

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.

400.00%500.00%600.00%700.00%800.00%900.00%1,000.00%NovemberDecember2025FebruaryMarchApril
466.47%
763.23%
FCNIX
FSRPX

Key characteristics

Sharpe Ratio

FCNIX:

-0.16

FSRPX:

-0.20

Sortino Ratio

FCNIX:

-0.06

FSRPX:

-0.14

Omega Ratio

FCNIX:

0.99

FSRPX:

0.98

Calmar Ratio

FCNIX:

-0.14

FSRPX:

-0.11

Martin Ratio

FCNIX:

-0.44

FSRPX:

-0.55

Ulcer Index

FCNIX:

9.52%

FSRPX:

7.55%

Daily Std Dev

FCNIX:

25.57%

FSRPX:

20.90%

Max Drawdown

FCNIX:

-57.61%

FSRPX:

-55.00%

Current Drawdown

FCNIX:

-26.58%

FSRPX:

-33.34%

Returns By Period

In the year-to-date period, FCNIX achieves a -19.12% return, which is significantly lower than FSRPX's -11.66% return. Both investments have delivered pretty close results over the past 10 years, with FCNIX having a 7.11% annualized return and FSRPX not far behind at 6.94%.


FCNIX

YTD

-19.12%

1M

-5.74%

6M

-14.16%

1Y

-1.92%

5Y*

7.60%

10Y*

7.11%

FSRPX

YTD

-11.66%

1M

-3.14%

6M

-12.75%

1Y

-2.66%

5Y*

2.91%

10Y*

6.94%

*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. 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 is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FCNIX: 0.75%
Expense ratio chart for FSRPX: current value is 0.72%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSRPX: 0.72%

Risk-Adjusted Performance

FCNIX vs. FSRPX — 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 2121
Overall Rank
The Sharpe Ratio Rank of FCNIX is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of FCNIX is 2222
Sortino Ratio Rank
The Omega Ratio Rank of FCNIX is 2222
Omega Ratio Rank
The Calmar Ratio Rank of FCNIX is 1919
Calmar Ratio Rank
The Martin Ratio Rank of FCNIX is 2121
Martin Ratio Rank

FSRPX
The Risk-Adjusted Performance Rank of FSRPX is 1919
Overall Rank
The Sharpe Ratio Rank of FSRPX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of FSRPX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of FSRPX is 1919
Omega Ratio Rank
The Calmar Ratio Rank of FSRPX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of FSRPX is 1919
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. 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 -0.16, compared to the broader market-1.000.001.002.003.00
FCNIX: -0.16
FSRPX: -0.20
The chart of Sortino ratio for FCNIX, currently valued at -0.06, compared to the broader market-2.000.002.004.006.008.00
FCNIX: -0.06
FSRPX: -0.14
The chart of Omega ratio for FCNIX, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.00
FCNIX: 0.99
FSRPX: 0.98
The chart of Calmar ratio for FCNIX, currently valued at -0.14, compared to the broader market0.002.004.006.008.0010.00
FCNIX: -0.14
FSRPX: -0.11
The chart of Martin ratio for FCNIX, currently valued at -0.44, compared to the broader market0.0010.0020.0030.0040.0050.00
FCNIX: -0.44
FSRPX: -0.55

The current FCNIX Sharpe Ratio is -0.16, which is comparable to the FSRPX Sharpe Ratio of -0.20. 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 Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.16
-0.20
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 4.69%.


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%
FSRPX
Fidelity Select Retailing Portfolio
4.69%0.13%0.34%0.35%0.00%0.00%0.28%0.18%0.23%0.14%1.32%4.06%

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.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-26.58%
-33.34%
FCNIX
FSRPX

Volatility

FCNIX vs. FSRPX - Volatility Comparison

Fidelity Advisor Consumer Discretionary Fund Class I (FCNIX) has a higher volatility of 16.11% compared to Fidelity Select Retailing Portfolio (FSRPX) at 13.11%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
16.11%
13.11%
FCNIX
FSRPX
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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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