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

Correlation

The correlation between FDFAX and VCSAX is 0.92, 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.


-0.50.00.51.00.9

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.

350.00%400.00%450.00%500.00%550.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
342.02%
579.23%
FDFAX
VCSAX

Key characteristics

Sharpe Ratio

FDFAX:

0.41

VCSAX:

1.74

Sortino Ratio

FDFAX:

0.65

VCSAX:

2.52

Omega Ratio

FDFAX:

1.08

VCSAX:

1.30

Calmar Ratio

FDFAX:

0.53

VCSAX:

3.06

Martin Ratio

FDFAX:

1.75

VCSAX:

10.38

Ulcer Index

FDFAX:

2.61%

VCSAX:

1.62%

Daily Std Dev

FDFAX:

11.01%

VCSAX:

9.63%

Max Drawdown

FDFAX:

-38.01%

VCSAX:

-34.34%

Current Drawdown

FDFAX:

-5.93%

VCSAX:

-4.41%

Returns By Period

In the year-to-date period, FDFAX achieves a 5.37% return, which is significantly lower than VCSAX's 13.97% return. Over the past 10 years, FDFAX has underperformed VCSAX with an annualized return of 1.90%, while VCSAX has yielded a comparatively higher 7.99% annualized return.


FDFAX

YTD

5.37%

1M

-0.55%

6M

2.50%

1Y

7.15%

5Y*

3.43%

10Y*

1.90%

VCSAX

YTD

13.97%

1M

-1.91%

6M

5.31%

1Y

15.20%

5Y*

8.43%

10Y*

7.99%

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.


FDFAX
Fidelity Select Consumer Staples Portfolio
Expense ratio chart for FDFAX: current value at 0.73% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.73%
Expense ratio chart for VCSAX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for FDFAX, currently valued at 0.41, compared to the broader market-1.000.001.002.003.004.000.411.74
The chart of Sortino ratio for FDFAX, currently valued at 0.65, compared to the broader market-2.000.002.004.006.008.0010.000.652.52
The chart of Omega ratio for FDFAX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.003.501.081.30
The chart of Calmar ratio for FDFAX, currently valued at 0.53, compared to the broader market0.002.004.006.008.0010.0012.0014.000.533.06
The chart of Martin ratio for FDFAX, currently valued at 1.75, compared to the broader market0.0020.0040.0060.001.7510.38
FDFAX
VCSAX

The current FDFAX Sharpe Ratio is 0.41, which is lower than the VCSAX Sharpe Ratio of 1.74. 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.41
1.74
FDFAX
VCSAX

Dividends

FDFAX vs. VCSAX - Dividend Comparison

FDFAX's dividend yield for the trailing twelve months is around 1.52%, less than VCSAX's 1.74% yield.


TTM20232022202120202019201820172016201520142013
FDFAX
Fidelity Select Consumer Staples Portfolio
1.52%1.92%1.71%1.85%1.76%1.76%3.43%2.01%1.78%5.39%4.66%9.48%
VCSAX
Vanguard Consumer Staples Index Fund Admiral Shares
1.74%2.65%2.37%2.14%2.50%2.44%2.77%2.52%2.40%2.56%1.92%2.21%

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.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.93%
-4.41%
FDFAX
VCSAX

Volatility

FDFAX vs. VCSAX - Volatility Comparison

Fidelity Select Consumer Staples Portfolio (FDFAX) and Vanguard Consumer Staples Index Fund Admiral Shares (VCSAX) have volatilities of 3.19% and 3.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%JulyAugustSeptemberOctoberNovemberDecember
3.19%
3.27%
FDFAX
VCSAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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