FDFAX vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Fidelity Select Consumer Staples Portfolio (FDFAX) and S&P 500 Index (^GSPC).

FDFAX is managed by Fidelity. It was launched on Jul 28, 1985.

Performance

FDFAX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Consumer Staples Portfolio (FDFAX) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

FDFAX vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FDFAX Fidelity Select Consumer Staples Portfolio	6.10%	-1.31%	-0.14%	3.02%	-0.44%	14.43%	11.60%	31.79%	-15.91%	12.15%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, FDFAX achieves a 6.10% return, which is significantly higher than ^GSPC's -3.95% return. Over the past 10 years, FDFAX has underperformed ^GSPC with an annualized return of 5.19%, while ^GSPC has yielded a comparatively higher 12.24% annualized return.

FDFAX

• 1D: 0.15%
• 1M: -6.35%
• YTD: 6.10%
• 6M: 7.88%
• 1Y: 3.34%
• 3Y*: 1.91%
• 5Y*: 3.51%
• 10Y*: 5.19%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

FDFAX vs. ^GSPC — Risk / Return Rank

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

FDFAX

FDFAX Risk / Return Rank: 12
FDFAX Sharpe Ratio Rank: 10
FDFAX Sortino Ratio Rank: 10
FDFAX Omega Ratio Rank: 8
FDFAX Calmar Ratio Rank: 18
FDFAX Martin Ratio Rank: 12

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

FDFAX vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Consumer Staples Portfolio (FDFAX) and S&P 500 Index (^GSPC). 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.

	FDFAX	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.28	0.92	-0.64
Sortino ratio Return per unit of downside risk	0.51	1.41	-0.90
Omega ratio Gain probability vs. loss probability	1.06	1.21	-0.16
Calmar ratio Return relative to maximum drawdown	0.57	1.41	-0.84
Martin ratio Return relative to average drawdown	1.18	6.61	-5.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FDFAX vs. ^GSPC - Sharpe Ratio Comparison

The current FDFAX Sharpe Ratio is 0.28, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of FDFAX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FDFAX	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.28	0.92	-0.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.26	0.61	-0.36
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.35	0.68	-0.33
Sharpe Ratio (All Time) Calculated using the full available price history	0.81	0.46	+0.35

Correlation

The correlation between FDFAX and ^GSPC is 0.70, 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.

Drawdowns

FDFAX vs. ^GSPC - Drawdown Comparison

The maximum FDFAX drawdown since its inception was -38.29%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FDFAX and ^GSPC.

Drawdown Indicators

	FDFAX	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-38.29%	-56.78%	+18.49%
Max Drawdown (1Y) Largest decline over 1 year	-9.18%	-12.14%	+2.96%
Max Drawdown (5Y) Largest decline over 5 years	-15.78%	-25.43%	+9.65%
Max Drawdown (10Y) Largest decline over 10 years	-27.66%	-33.92%	+6.26%
Current Drawdown Current decline from peak	-7.93%	-5.78%	-2.15%
Average Drawdown Average peak-to-trough decline	-5.18%	-10.75%	+5.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.42%	2.60%	+1.82%

Volatility

FDFAX vs. ^GSPC - Volatility Comparison

The current volatility for Fidelity Select Consumer Staples Portfolio (FDFAX) is 3.60%, while S&P 500 Index (^GSPC) has a volatility of 5.37%. This indicates that FDFAX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FDFAX	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.60%	5.37%	-1.77%
Volatility (6M) Calculated over the trailing 6-month period	9.20%	9.55%	-0.35%
Volatility (1Y) Calculated over the trailing 1-year period	14.71%	18.33%	-3.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.84%	16.90%	-3.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.96%	18.05%	-3.09%