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FCTDX vs. FSELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FCTDX and FSELX is 0.78, 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

FCTDX vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategic Advisers Fidelity U.S. Total Stock Fund (FCTDX) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FCTDX:

0.23

FSELX:

-0.22

Sortino Ratio

FCTDX:

0.50

FSELX:

-0.03

Omega Ratio

FCTDX:

1.07

FSELX:

1.00

Calmar Ratio

FCTDX:

0.25

FSELX:

-0.28

Martin Ratio

FCTDX:

0.88

FSELX:

-0.70

Ulcer Index

FCTDX:

5.71%

FSELX:

15.73%

Daily Std Dev

FCTDX:

19.34%

FSELX:

46.34%

Max Drawdown

FCTDX:

-34.51%

FSELX:

-81.70%

Current Drawdown

FCTDX:

-8.89%

FSELX:

-27.58%

Returns By Period

In the year-to-date period, FCTDX achieves a -2.88% return, which is significantly higher than FSELX's -18.11% return.


FCTDX

YTD

-2.88%

1M

8.30%

6M

-7.30%

1Y

4.43%

5Y*

12.01%

10Y*

N/A

FSELX

YTD

-18.11%

1M

7.83%

6M

-24.74%

1Y

-11.09%

5Y*

20.57%

10Y*

14.14%

*Annualized

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FCTDX vs. FSELX - Expense Ratio Comparison

FCTDX has a 0.61% expense ratio, which is lower than FSELX's 0.68% expense ratio.


Risk-Adjusted Performance

FCTDX vs. FSELX — Risk-Adjusted Performance Rank

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

FCTDX
The Risk-Adjusted Performance Rank of FCTDX is 4141
Overall Rank
The Sharpe Ratio Rank of FCTDX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of FCTDX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of FCTDX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of FCTDX is 4343
Calmar Ratio Rank
The Martin Ratio Rank of FCTDX is 4040
Martin Ratio Rank

FSELX
The Risk-Adjusted Performance Rank of FSELX is 1111
Overall Rank
The Sharpe Ratio Rank of FSELX is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of FSELX is 1616
Sortino Ratio Rank
The Omega Ratio Rank of FSELX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of FSELX is 55
Calmar Ratio Rank
The Martin Ratio Rank of FSELX is 77
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.

FCTDX vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers Fidelity U.S. Total Stock Fund (FCTDX) and Fidelity Select Semiconductors Portfolio (FSELX). 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 FCTDX Sharpe Ratio is 0.23, which is higher than the FSELX Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of FCTDX and FSELX, 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

FCTDX vs. FSELX - Dividend Comparison

FCTDX's dividend yield for the trailing twelve months is around 1.20%, less than FSELX's 4.87% yield.


TTM20242023202220212020201920182017201620152014
FCTDX
Strategic Advisers Fidelity U.S. Total Stock Fund
1.20%1.16%1.05%1.22%0.80%1.33%1.50%1.15%0.00%0.00%0.00%0.00%
FSELX
Fidelity Select Semiconductors Portfolio
4.87%3.99%7.20%6.69%6.99%8.13%3.36%26.80%14.65%3.82%16.31%3.48%

Drawdowns

FCTDX vs. FSELX - Drawdown Comparison

The maximum FCTDX drawdown since its inception was -34.51%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for FCTDX and FSELX. For additional features, visit the drawdowns tool.


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Volatility

FCTDX vs. FSELX - Volatility Comparison

The current volatility for Strategic Advisers Fidelity U.S. Total Stock Fund (FCTDX) is 6.59%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 13.76%. This indicates that FCTDX experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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