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FCYIX vs. FIDRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCYIX vs. FIDRX - Performance Comparison

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

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Returns By Period


FCYIX

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
7.36%
3Y*
21.24%
5Y*
12.03%
10Y*
11.97%

FIDRX

1D
0.99%
1M
1.43%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCYIX vs. FIDRX - Yearly Performance Comparison


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Return for Risk

FCYIX vs. FIDRX — Risk / Return Rank

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

FCYIX
FCYIX Risk / Return Rank: 2424
Overall Rank
FCYIX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FCYIX Sortino Ratio Rank: 1717
Sortino Ratio Rank
FCYIX Omega Ratio Rank: 3232
Omega Ratio Rank
FCYIX Calmar Ratio Rank: 3939
Calmar Ratio Rank
FCYIX Martin Ratio Rank: 1515
Martin Ratio Rank

FIDRX
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. FIDRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Industrials Portfolio (FCYIX) and Fidelity Select Industrials Portfolio (FIDRX). 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.


FCYIXFIDRXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

2.37

Martin ratioReturn relative to average drawdown

4.24

FCYIX vs. FIDRX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FCYIXFIDRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

1.44

-0.95

Drawdowns

FCYIX vs. FIDRX - Drawdown Comparison

The maximum FCYIX drawdown since its inception was -60.67%, which is greater than FIDRX's maximum drawdown of -6.17%. Use the drawdown chart below to compare losses from any high point for FCYIX and FIDRX.


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Drawdown Indicators


FCYIXFIDRXDifference

Max Drawdown

Largest peak-to-trough decline

-60.67%

-6.17%

-54.50%

Max Drawdown (1Y)

Largest decline over 1 year

-4.22%

Max Drawdown (3Y)

Largest decline over 3 years

-21.40%

Max Drawdown (5Y)

Largest decline over 5 years

-26.27%

Max Drawdown (10Y)

Largest decline over 10 years

-42.58%

Current Drawdown

Current decline from peak

-2.60%

-2.44%

-0.16%

Average Drawdown

Average peak-to-trough decline

-8.11%

-1.83%

-6.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

Volatility

FCYIX vs. FIDRX - Volatility Comparison


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Volatility by Period


FCYIXFIDRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

9.27%

24.20%

-14.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.49%

24.20%

-4.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.85%

24.20%

-3.35%

FCYIX vs. FIDRX - Expense Ratio Comparison

FCYIX has a 0.69% expense ratio, which is higher than FIDRX's 0.68% expense ratio.


Dividends

FCYIX vs. FIDRX - Dividend Comparison

FCYIX's dividend yield for the trailing twelve months is around 1.58%, while FIDRX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
FIDRX
Fidelity Select Industrials Portfolio
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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