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FDFAX vs. VDC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDFAX vs. VDC - 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 ETF (VDC). The values are adjusted to include any dividend payments, if applicable.

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FDFAX vs. VDC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDFAX
Fidelity Select Consumer Staples Portfolio
5.95%-1.31%-0.14%3.02%-0.44%14.43%11.60%31.79%-15.91%12.15%
VDC
Vanguard Consumer Staples ETF
6.90%2.17%13.30%2.38%-1.79%17.64%10.86%26.11%-7.79%11.85%

Returns By Period

In the year-to-date period, FDFAX achieves a 5.95% return, which is significantly lower than VDC's 6.90% return. Over the past 10 years, FDFAX has underperformed VDC with an annualized return of 5.17%, while VDC has yielded a comparatively higher 7.72% annualized return.


FDFAX

1D
0.40%
1M
-7.93%
YTD
5.95%
6M
8.03%
1Y
3.89%
3Y*
1.86%
5Y*
3.46%
10Y*
5.17%

VDC

1D
0.23%
1M
-7.52%
YTD
6.90%
6M
6.26%
1Y
4.94%
3Y*
7.68%
5Y*
7.34%
10Y*
7.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDFAX vs. VDC - Expense Ratio Comparison

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


Return for Risk

FDFAX vs. VDC — Risk / Return Rank

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

FDFAX
FDFAX Risk / Return Rank: 1414
Overall Rank
FDFAX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
FDFAX Sortino Ratio Rank: 1414
Sortino Ratio Rank
FDFAX Omega Ratio Rank: 1212
Omega Ratio Rank
FDFAX Calmar Ratio Rank: 1717
Calmar Ratio Rank
FDFAX Martin Ratio Rank: 1212
Martin Ratio Rank

VDC
VDC Risk / Return Rank: 2525
Overall Rank
VDC Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
VDC Sortino Ratio Rank: 2424
Sortino Ratio Rank
VDC Omega Ratio Rank: 2222
Omega Ratio Rank
VDC Calmar Ratio Rank: 3131
Calmar Ratio Rank
VDC Martin Ratio Rank: 2626
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.

FDFAX vs. VDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Consumer Staples Portfolio (FDFAX) and Vanguard Consumer Staples ETF (VDC). 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.


FDFAXVDCDifference

Sharpe ratio

Return per unit of total volatility

0.35

0.36

-0.02

Sortino ratio

Return per unit of downside risk

0.62

0.62

-0.01

Omega ratio

Gain probability vs. loss probability

1.07

1.08

-0.01

Calmar ratio

Return relative to maximum drawdown

0.49

0.71

-0.21

Martin ratio

Return relative to average drawdown

1.03

1.76

-0.73

FDFAX vs. VDC - Sharpe Ratio Comparison

The current FDFAX Sharpe Ratio is 0.35, which is comparable to the VDC Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of FDFAX and VDC, 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


FDFAXVDCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

0.36

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.57

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.53

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.67

+0.14

Correlation

The correlation between FDFAX and VDC 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.


Dividends

FDFAX vs. VDC - Dividend Comparison

FDFAX's dividend yield for the trailing twelve months is around 6.08%, more than VDC's 2.15% yield.


TTM20252024202320222021202020192018201720162015
FDFAX
Fidelity Select Consumer Staples Portfolio
6.08%6.45%2.73%5.13%3.34%10.73%3.16%2.78%14.36%8.82%4.71%9.06%
VDC
Vanguard Consumer Staples ETF
2.15%2.26%2.33%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%

Drawdowns

FDFAX vs. VDC - Drawdown Comparison

The maximum FDFAX drawdown since its inception was -38.29%, which is greater than VDC's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for FDFAX and VDC.


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Drawdown Indicators


FDFAXVDCDifference

Max Drawdown

Largest peak-to-trough decline

-38.29%

-34.24%

-4.05%

Max Drawdown (1Y)

Largest decline over 1 year

-9.18%

-9.28%

+0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-15.78%

-16.55%

+0.77%

Max Drawdown (10Y)

Largest decline over 10 years

-27.66%

-25.31%

-2.35%

Current Drawdown

Current decline from peak

-8.07%

-7.52%

-0.55%

Average Drawdown

Average peak-to-trough decline

-5.18%

-3.71%

-1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.39%

3.73%

+0.66%

Volatility

FDFAX vs. VDC - Volatility Comparison

Fidelity Select Consumer Staples Portfolio (FDFAX) and Vanguard Consumer Staples ETF (VDC) have volatilities of 3.77% and 3.89%, 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.


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Volatility by Period


FDFAXVDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.77%

3.89%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

9.22%

8.98%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

14.74%

13.75%

+0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.84%

12.98%

+0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.96%

14.59%

+0.37%