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

Correlation

The correlation between FCTDX and FSELX is 0.79, 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.


-0.50.00.51.00.8

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.

-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.59%
-5.49%
FCTDX
FSELX

Key characteristics

Sharpe Ratio

FCTDX:

1.73

FSELX:

0.89

Sortino Ratio

FCTDX:

2.36

FSELX:

1.38

Omega Ratio

FCTDX:

1.32

FSELX:

1.17

Calmar Ratio

FCTDX:

2.64

FSELX:

1.34

Martin Ratio

FCTDX:

11.16

FSELX:

3.72

Ulcer Index

FCTDX:

2.00%

FSELX:

8.75%

Daily Std Dev

FCTDX:

12.91%

FSELX:

36.47%

Max Drawdown

FCTDX:

-34.51%

FSELX:

-81.70%

Current Drawdown

FCTDX:

-4.88%

FSELX:

-9.51%

Returns By Period

In the year-to-date period, FCTDX achieves a 22.76% return, which is significantly lower than FSELX's 41.24% return.


FCTDX

YTD

22.76%

1M

-1.66%

6M

6.59%

1Y

24.18%

5Y*

14.31%

10Y*

N/A

FSELX

YTD

41.24%

1M

-0.03%

6M

-5.49%

1Y

36.69%

5Y*

22.57%

10Y*

17.21%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FCTDX vs. FSELX - Expense Ratio Comparison

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


FSELX
Fidelity Select Semiconductors Portfolio
Expense ratio chart for FSELX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for FCTDX: current value at 0.61% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.61%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for FCTDX, currently valued at 1.73, compared to the broader market-1.000.001.002.003.004.001.730.89
The chart of Sortino ratio for FCTDX, currently valued at 2.36, compared to the broader market-2.000.002.004.006.008.0010.002.361.38
The chart of Omega ratio for FCTDX, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.003.501.321.17
The chart of Calmar ratio for FCTDX, currently valued at 2.64, compared to the broader market0.002.004.006.008.0010.0012.0014.002.641.34
The chart of Martin ratio for FCTDX, currently valued at 11.16, compared to the broader market0.0020.0040.0060.0011.163.72
FCTDX
FSELX

The current FCTDX Sharpe Ratio is 1.73, which is higher than the FSELX Sharpe Ratio of 0.89. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.73
0.89
FCTDX
FSELX

Dividends

FCTDX vs. FSELX - Dividend Comparison

FCTDX's dividend yield for the trailing twelve months is around 0.96%, more than FSELX's 0.07% yield.


TTM20232022202120202019201820172016201520142013
FCTDX
Strategic Advisers Fidelity U.S. Total Stock Fund
0.96%1.05%1.22%0.80%1.33%1.50%1.15%0.00%0.00%0.00%0.00%0.00%
FSELX
Fidelity Select Semiconductors Portfolio
0.07%0.10%0.18%0.04%0.51%0.76%0.76%1.04%0.71%16.31%3.48%0.61%

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.88%
-9.51%
FCTDX
FSELX

Volatility

FCTDX vs. FSELX - Volatility Comparison

The current volatility for Strategic Advisers Fidelity U.S. Total Stock Fund (FCTDX) is 3.76%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 8.09%. 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.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
3.76%
8.09%
FCTDX
FSELX
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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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