PortfoliosLab logo
FDFAX vs. VCSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDFAX and VCSAX is 0.73, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

FDFAX vs. VCSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Consumer Staples Portfolio (FDFAX) and Vanguard Consumer Staples Index Fund Admiral Shares (VCSAX). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%December2025FebruaryMarchAprilMay
311.41%
605.43%
FDFAX
VCSAX

Key characteristics

Sharpe Ratio

FDFAX:

-0.26

VCSAX:

0.96

Sortino Ratio

FDFAX:

-0.25

VCSAX:

1.44

Omega Ratio

FDFAX:

0.97

VCSAX:

1.18

Calmar Ratio

FDFAX:

-0.22

VCSAX:

1.41

Martin Ratio

FDFAX:

-0.53

VCSAX:

4.54

Ulcer Index

FDFAX:

7.73%

VCSAX:

2.77%

Daily Std Dev

FDFAX:

15.74%

VCSAX:

13.16%

Max Drawdown

FDFAX:

-38.01%

VCSAX:

-34.34%

Current Drawdown

FDFAX:

-12.44%

VCSAX:

-1.89%

Returns By Period

In the year-to-date period, FDFAX achieves a -1.27% return, which is significantly lower than VCSAX's 4.95% return. Over the past 10 years, FDFAX has underperformed VCSAX with an annualized return of 1.14%, while VCSAX has yielded a comparatively higher 8.53% annualized return.


FDFAX

YTD

-1.27%

1M

-2.27%

6M

-6.95%

1Y

-4.45%

5Y*

4.85%

10Y*

1.14%

VCSAX

YTD

4.95%

1M

0.27%

6M

5.06%

1Y

11.87%

5Y*

11.42%

10Y*

8.53%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FDFAX vs. VCSAX - Expense Ratio Comparison

FDFAX has a 0.73% expense ratio, which is higher than VCSAX's 0.10% expense ratio.


Expense ratio chart for FDFAX: current value is 0.73%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDFAX: 0.73%
Expense ratio chart for VCSAX: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VCSAX: 0.10%

Risk-Adjusted Performance

FDFAX vs. VCSAX — Risk-Adjusted Performance Rank

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

FDFAX
The Risk-Adjusted Performance Rank of FDFAX is 66
Overall Rank
The Sharpe Ratio Rank of FDFAX is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of FDFAX is 66
Sortino Ratio Rank
The Omega Ratio Rank of FDFAX is 77
Omega Ratio Rank
The Calmar Ratio Rank of FDFAX is 55
Calmar Ratio Rank
The Martin Ratio Rank of FDFAX is 77
Martin Ratio Rank

VCSAX
The Risk-Adjusted Performance Rank of VCSAX is 7676
Overall Rank
The Sharpe Ratio Rank of VCSAX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of VCSAX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of VCSAX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VCSAX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of VCSAX is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FDFAX vs. VCSAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Consumer Staples Portfolio (FDFAX) and Vanguard Consumer Staples Index Fund Admiral Shares (VCSAX). 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.


The chart of Sharpe ratio for FDFAX, currently valued at -0.26, compared to the broader market-2.00-1.000.001.002.003.00
FDFAX: -0.26
VCSAX: 0.96
The chart of Sortino ratio for FDFAX, currently valued at -0.25, compared to the broader market-2.000.002.004.006.008.00
FDFAX: -0.25
VCSAX: 1.44
The chart of Omega ratio for FDFAX, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.00
FDFAX: 0.97
VCSAX: 1.18
The chart of Calmar ratio for FDFAX, currently valued at -0.22, compared to the broader market0.002.004.006.008.0010.00
FDFAX: -0.22
VCSAX: 1.41
The chart of Martin ratio for FDFAX, currently valued at -0.53, compared to the broader market0.0010.0020.0030.0040.00
FDFAX: -0.53
VCSAX: 4.54

The current FDFAX Sharpe Ratio is -0.26, which is lower than the VCSAX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of FDFAX and VCSAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.26
0.96
FDFAX
VCSAX

Dividends

FDFAX vs. VCSAX - Dividend Comparison

FDFAX's dividend yield for the trailing twelve months is around 2.05%, less than VCSAX's 2.37% yield.


TTM20242023202220212020201920182017201620152014
FDFAX
Fidelity Select Consumer Staples Portfolio
2.05%2.18%1.92%1.71%1.85%1.76%1.76%3.43%2.01%1.78%5.39%4.66%
VCSAX
Vanguard Consumer Staples Index Fund Admiral Shares
2.37%2.33%2.65%2.37%2.14%2.50%2.44%2.77%2.52%2.40%2.56%1.92%

Drawdowns

FDFAX vs. VCSAX - Drawdown Comparison

The maximum FDFAX drawdown since its inception was -38.01%, which is greater than VCSAX's maximum drawdown of -34.34%. Use the drawdown chart below to compare losses from any high point for FDFAX and VCSAX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-12.44%
-1.89%
FDFAX
VCSAX

Volatility

FDFAX vs. VCSAX - Volatility Comparison

Fidelity Select Consumer Staples Portfolio (FDFAX) has a higher volatility of 9.03% compared to Vanguard Consumer Staples Index Fund Admiral Shares (VCSAX) at 7.87%. This indicates that FDFAX's price experiences larger fluctuations and is considered to be riskier than VCSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%December2025FebruaryMarchAprilMay
9.03%
7.87%
FDFAX
VCSAX