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FDCPX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDCPX vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Tech Hardware Portfolio (FDCPX) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

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FDCPX vs. FSPSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDCPX
Fidelity Select Tech Hardware Portfolio
9.40%54.44%22.40%33.52%-28.63%23.68%46.07%40.15%-6.30%32.64%
FSPSX
Fidelity International Index Fund
-1.94%31.98%3.70%18.31%-14.23%11.45%8.16%22.03%-13.55%25.37%

Returns By Period

In the year-to-date period, FDCPX achieves a 9.40% return, which is significantly higher than FSPSX's -1.94% return. Over the past 10 years, FDCPX has outperformed FSPSX with an annualized return of 21.61%, while FSPSX has yielded a comparatively lower 8.65% annualized return.


FDCPX

1D
-2.61%
1M
-8.67%
YTD
9.40%
6M
14.21%
1Y
74.26%
3Y*
34.03%
5Y*
18.00%
10Y*
21.61%

FSPSX

1D
0.42%
1M
-10.86%
YTD
-1.94%
6M
2.58%
1Y
19.89%
3Y*
13.50%
5Y*
7.96%
10Y*
8.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDCPX vs. FSPSX - Expense Ratio Comparison

FDCPX has a 0.72% expense ratio, which is higher than FSPSX's 0.04% expense ratio.


Return for Risk

FDCPX vs. FSPSX — Risk / Return Rank

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

FDCPX
FDCPX Risk / Return Rank: 9797
Overall Rank
FDCPX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FDCPX Sortino Ratio Rank: 9696
Sortino Ratio Rank
FDCPX Omega Ratio Rank: 9494
Omega Ratio Rank
FDCPX Calmar Ratio Rank: 9898
Calmar Ratio Rank
FDCPX Martin Ratio Rank: 9898
Martin Ratio Rank

FSPSX
FSPSX Risk / Return Rank: 6464
Overall Rank
FSPSX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FSPSX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FSPSX Omega Ratio Rank: 6060
Omega Ratio Rank
FSPSX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FSPSX Martin Ratio Rank: 6363
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.

FDCPX vs. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Tech Hardware Portfolio (FDCPX) and Fidelity International Index Fund (FSPSX). 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.


FDCPXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

2.58

1.11

+1.47

Sortino ratio

Return per unit of downside risk

3.38

1.56

+1.83

Omega ratio

Gain probability vs. loss probability

1.49

1.23

+0.26

Calmar ratio

Return relative to maximum drawdown

4.85

1.54

+3.31

Martin ratio

Return relative to average drawdown

23.39

5.93

+17.47

FDCPX vs. FSPSX - Sharpe Ratio Comparison

The current FDCPX Sharpe Ratio is 2.58, which is higher than the FSPSX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FDCPX and FSPSX, 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


FDCPXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.58

1.11

+1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.51

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.00

0.53

+0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.46

+0.06

Correlation

The correlation between FDCPX and FSPSX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FDCPX vs. FSPSX - Dividend Comparison

FDCPX's dividend yield for the trailing twelve months is around 13.15%, more than FSPSX's 3.22% yield.


TTM20252024202320222021202020192018201720162015
FDCPX
Fidelity Select Tech Hardware Portfolio
13.15%14.38%7.58%0.51%17.72%16.95%8.81%12.15%23.69%10.50%6.57%4.53%
FSPSX
Fidelity International Index Fund
3.22%3.15%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%

Drawdowns

FDCPX vs. FSPSX - Drawdown Comparison

The maximum FDCPX drawdown since its inception was -81.96%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FDCPX and FSPSX.


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Drawdown Indicators


FDCPXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-81.96%

-33.69%

-48.27%

Max Drawdown (1Y)

Largest decline over 1 year

-14.36%

-11.39%

-2.97%

Max Drawdown (5Y)

Largest decline over 5 years

-35.29%

-29.41%

-5.88%

Max Drawdown (10Y)

Largest decline over 10 years

-35.29%

-33.69%

-1.60%

Current Drawdown

Current decline from peak

-9.09%

-10.86%

+1.77%

Average Drawdown

Average peak-to-trough decline

-26.23%

-6.59%

-19.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

2.96%

+0.02%

Volatility

FDCPX vs. FSPSX - Volatility Comparison

Fidelity Select Tech Hardware Portfolio (FDCPX) has a higher volatility of 11.19% compared to Fidelity International Index Fund (FSPSX) at 7.04%. This indicates that FDCPX's price experiences larger fluctuations and is considered to be riskier than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDCPXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.19%

7.04%

+4.15%

Volatility (6M)

Calculated over the trailing 6-month period

18.17%

10.63%

+7.54%

Volatility (1Y)

Calculated over the trailing 1-year period

28.72%

16.79%

+11.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.00%

15.77%

+6.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.59%

16.47%

+5.12%