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FCYIX vs. FIDSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCYIX vs. FIDSX - Performance Comparison

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

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FCYIX vs. FIDSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCYIX
Fidelity Select Industrials Portfolio
0.00%20.95%23.32%23.21%-10.47%16.94%11.91%28.02%-15.34%19.87%
FIDSX
Fidelity Select Financial Services Portfolio
-9.46%9.33%27.56%14.53%-8.19%33.13%1.22%34.25%-16.13%20.92%

Returns By Period

Both investments have delivered pretty close results over the past 10 years, with FCYIX having a 12.00% annualized return and FIDSX not far behind at 11.65%.


FCYIX

1D
0.00%
1M
0.00%
YTD
0.00%
6M
-1.59%
1Y
24.52%
3Y*
21.45%
5Y*
12.99%
10Y*
12.00%

FIDSX

1D
0.98%
1M
-5.37%
YTD
-9.46%
6M
-10.80%
1Y
-0.81%
3Y*
15.35%
5Y*
8.37%
10Y*
11.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCYIX vs. FIDSX - Expense Ratio Comparison

FCYIX has a 0.69% expense ratio, which is lower than FIDSX's 0.73% expense ratio.


Return for Risk

FCYIX vs. FIDSX — Risk / Return Rank

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

FCYIX
FCYIX Risk / Return Rank: 6767
Overall Rank
FCYIX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FCYIX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FCYIX Omega Ratio Rank: 9292
Omega Ratio Rank
FCYIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
FCYIX Martin Ratio Rank: 4545
Martin Ratio Rank

FIDSX
FIDSX Risk / Return Rank: 55
Overall Rank
FIDSX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
FIDSX Sortino Ratio Rank: 66
Sortino Ratio Rank
FIDSX Omega Ratio Rank: 66
Omega Ratio Rank
FIDSX Calmar Ratio Rank: 55
Calmar Ratio Rank
FIDSX Martin Ratio Rank: 44
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. FIDSX - Risk-Adjusted Trends Comparison

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


FCYIXFIDSXDifference

Sharpe ratio

Return per unit of total volatility

1.43

0.00

+1.43

Sortino ratio

Return per unit of downside risk

2.10

0.15

+1.95

Omega ratio

Gain probability vs. loss probability

1.44

1.02

+0.42

Calmar ratio

Return relative to maximum drawdown

0.98

-0.15

+1.13

Martin ratio

Return relative to average drawdown

4.47

-0.41

+4.88

FCYIX vs. FIDSX - Sharpe Ratio Comparison

The current FCYIX Sharpe Ratio is 1.43, which is higher than the FIDSX Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of FCYIX and FIDSX, 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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Sharpe Ratios by Period


FCYIXFIDSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

0.00

+1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.40

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.49

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.47

+0.02

Correlation

The correlation between FCYIX and FIDSX 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.


Dividends

FCYIX vs. FIDSX - Dividend Comparison

FCYIX's dividend yield for the trailing twelve months is around 2.26%, more than FIDSX's 1.88% yield.


TTM20252024202320222021202020192018201720162015
FCYIX
Fidelity Select Industrials Portfolio
2.26%2.26%4.30%5.86%3.94%27.55%2.89%4.16%9.54%5.06%4.32%6.61%
FIDSX
Fidelity Select Financial Services Portfolio
1.88%1.70%1.86%3.01%11.32%4.12%5.86%5.57%12.89%4.22%1.00%0.70%

Drawdowns

FCYIX vs. FIDSX - Drawdown Comparison

The maximum FCYIX drawdown since its inception was -60.67%, smaller than the maximum FIDSX drawdown of -74.26%. Use the drawdown chart below to compare losses from any high point for FCYIX and FIDSX.


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Drawdown Indicators


FCYIXFIDSXDifference

Max Drawdown

Largest peak-to-trough decline

-60.67%

-74.26%

+13.59%

Max Drawdown (1Y)

Largest decline over 1 year

-13.36%

-16.60%

+3.24%

Max Drawdown (5Y)

Largest decline over 5 years

-26.27%

-24.49%

-1.78%

Max Drawdown (10Y)

Largest decline over 10 years

-42.58%

-45.48%

+2.90%

Current Drawdown

Current decline from peak

-2.60%

-15.78%

+13.18%

Average Drawdown

Average peak-to-trough decline

-8.13%

-14.00%

+5.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

5.96%

-2.57%

Volatility

FCYIX vs. FIDSX - Volatility Comparison

The current volatility for Fidelity Select Industrials Portfolio (FCYIX) is 0.00%, while Fidelity Select Financial Services Portfolio (FIDSX) has a volatility of 4.53%. This indicates that FCYIX experiences smaller price fluctuations and is considered to be less risky than FIDSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCYIXFIDSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

4.53%

-4.53%

Volatility (6M)

Calculated over the trailing 6-month period

6.10%

13.73%

-7.63%

Volatility (1Y)

Calculated over the trailing 1-year period

19.67%

21.95%

-2.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.65%

20.95%

-1.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.86%

23.68%

-2.82%