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FCYIX vs. ASGI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCYIX vs. ASGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Industrials Portfolio (FCYIX) and Abrdn Global Infrastructure Income Fund (ASGI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FCYIX

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*

ASGI

1D
1.82%
1M
5.34%
6M
16.38%
YTD
11.28%
1Y
27.28%
3Y*
22.94%
5Y*
12.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCYIX vs. ASGI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FCYIX
Fidelity Select Industrials Portfolio
0.00%20.95%23.32%23.21%-10.47%16.94%24.15%
ASGI
Abrdn Global Infrastructure Income Fund
11.28%44.20%10.26%14.48%-10.50%18.17%-4.74%

Correlation

The correlation between FCYIX and ASGI is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Jul 29, 2020

0.39

Over the past year, the correlation between FCYIX and ASGI has dropped to 0.16 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.

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Return for Risk

FCYIX vs. ASGI — Risk / Return Rank

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

FCYIX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


ASGI
ASGI Risk / Return Rank: 3737
Overall Rank
ASGI Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
ASGI Sortino Ratio Rank: 3636
Sortino Ratio Rank
ASGI Omega Ratio Rank: 4040
Omega Ratio Rank
ASGI Calmar Ratio Rank: 3636
Calmar Ratio Rank
ASGI Martin Ratio Rank: 3232
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FCYIX vs. ASGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Industrials Portfolio (FCYIX) and Abrdn Global Infrastructure Income Fund (ASGI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FCYIXASGIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

1.81

Martin ratioReturn relative to average drawdown

5.60

FCYIX vs. ASGI - Sharpe Ratio Comparison


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Drawdowns

FCYIX vs. ASGI - Drawdown Comparison


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Drawdown Indicators


FCYIXASGIDifference

Max Drawdown

Largest peak-to-trough decline

-23.71%

Max Drawdown (1Y)

Largest decline over 1 year

-15.15%

Max Drawdown (3Y)

Largest decline over 3 years

-16.24%

Max Drawdown (5Y)

Largest decline over 5 years

-22.49%

Current Drawdown

Current decline from peak

-3.85%

Average Drawdown

Average peak-to-trough decline

-5.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.88%

Volatility

FCYIX vs. ASGI - Volatility Comparison


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Volatility by Period


FCYIXASGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

Volatility (6M)

Calculated over the trailing 6-month period

16.63%

Volatility (1Y)

Calculated over the trailing 1-year period

19.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.51%

FCYIX vs. ASGI - Expense Ratio Comparison

FCYIX has a 0.69% expense ratio, which is lower than ASGI's 1.65% expense ratio.


Dividends

FCYIX vs. ASGI - Dividend Comparison

FCYIX has not paid dividends to shareholders, while ASGI's dividend yield for the trailing twelve months is around 11.12%.


PositionTTM20252024202320222021202020192018201720162015
ASGI
Abrdn Global Infrastructure Income Fund
11.12%10.96%12.84%8.03%8.25%6.33%1.76%0.00%0.00%0.00%0.00%0.00%
FCYIX
Fidelity Select Industrials Portfolio
1.58%2.26%4.30%5.86%3.94%27.55%2.89%4.16%9.54%5.06%4.32%6.61%

Frequently Asked Questions


FCYIX and ASGI have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for FCYIX and ASGI

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