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FCYIX vs. NOIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCYIX vs. NOIEX - Performance Comparison

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

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FCYIX vs. NOIEX - 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%
NOIEX
Northern Income Equity Fund
-1.97%18.81%24.28%19.56%-13.34%27.96%11.03%27.04%-6.62%20.22%

Returns By Period

Both investments have delivered pretty close results over the past 10 years, with FCYIX having a 12.00% annualized return and NOIEX not far ahead at 12.56%.


FCYIX

1D
0.00%
1M
0.00%
YTD
0.00%
6M
-1.45%
1Y
23.24%
3Y*
21.45%
5Y*
12.80%
10Y*
12.00%

NOIEX

1D
2.75%
1M
-5.02%
YTD
-1.97%
6M
0.36%
1Y
19.24%
3Y*
18.41%
5Y*
12.13%
10Y*
12.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCYIX vs. NOIEX - Expense Ratio Comparison

FCYIX has a 0.69% expense ratio, which is higher than NOIEX's 0.49% expense ratio.


Return for Risk

FCYIX vs. NOIEX — Risk / Return Rank

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

FCYIX
FCYIX Risk / Return Rank: 7070
Overall Rank
FCYIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FCYIX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FCYIX Omega Ratio Rank: 9292
Omega Ratio Rank
FCYIX Calmar Ratio Rank: 4848
Calmar Ratio Rank
FCYIX Martin Ratio Rank: 5757
Martin Ratio Rank

NOIEX
NOIEX Risk / Return Rank: 5959
Overall Rank
NOIEX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
NOIEX Sortino Ratio Rank: 6161
Sortino Ratio Rank
NOIEX Omega Ratio Rank: 6363
Omega Ratio Rank
NOIEX Calmar Ratio Rank: 5454
Calmar Ratio Rank
NOIEX Martin Ratio Rank: 6565
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. NOIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Industrials Portfolio (FCYIX) and Northern Income Equity Fund (NOIEX). 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.


FCYIXNOIEXDifference

Sharpe ratio

Return per unit of total volatility

1.41

1.04

+0.37

Sortino ratio

Return per unit of downside risk

2.08

1.62

+0.47

Omega ratio

Gain probability vs. loss probability

1.44

1.25

+0.19

Calmar ratio

Return relative to maximum drawdown

1.26

1.35

-0.09

Martin ratio

Return relative to average drawdown

5.76

6.27

-0.51

FCYIX vs. NOIEX - Sharpe Ratio Comparison

The current FCYIX Sharpe Ratio is 1.41, which is higher than the NOIEX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of FCYIX and NOIEX, 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


FCYIXNOIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

1.04

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.75

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.70

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.66

-0.16

Correlation

The correlation between FCYIX and NOIEX is 0.82, 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. NOIEX - Dividend Comparison

FCYIX's dividend yield for the trailing twelve months is around 2.26%, less than NOIEX's 8.14% 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%
NOIEX
Northern Income Equity Fund
8.14%7.92%6.11%7.03%5.44%14.26%7.67%8.58%15.73%7.56%3.02%5.57%

Drawdowns

FCYIX vs. NOIEX - Drawdown Comparison

The maximum FCYIX drawdown since its inception was -60.67%, which is greater than NOIEX's maximum drawdown of -45.66%. Use the drawdown chart below to compare losses from any high point for FCYIX and NOIEX.


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Drawdown Indicators


FCYIXNOIEXDifference

Max Drawdown

Largest peak-to-trough decline

-60.67%

-45.66%

-15.01%

Max Drawdown (1Y)

Largest decline over 1 year

-13.36%

-12.41%

-0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-26.27%

-21.89%

-4.38%

Max Drawdown (10Y)

Largest decline over 10 years

-42.58%

-35.31%

-7.27%

Current Drawdown

Current decline from peak

-2.60%

-5.87%

+3.27%

Average Drawdown

Average peak-to-trough decline

-8.13%

-5.01%

-3.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

2.75%

+0.65%

Volatility

FCYIX vs. NOIEX - Volatility Comparison

The current volatility for Fidelity Select Industrials Portfolio (FCYIX) is 0.00%, while Northern Income Equity Fund (NOIEX) has a volatility of 5.04%. This indicates that FCYIX experiences smaller price fluctuations and is considered to be less risky than NOIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCYIXNOIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

5.04%

-5.04%

Volatility (6M)

Calculated over the trailing 6-month period

5.88%

9.39%

-3.51%

Volatility (1Y)

Calculated over the trailing 1-year period

19.63%

19.24%

+0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.65%

16.37%

+3.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.86%

17.94%

+2.92%