FDFAX vs. VPMCX

Last updated Aug 4, 2026

FDFAX (Fidelity Select Consumer Staples Portfolio) and VPMCX (Vanguard PRIMECAP Fund Investor Shares) are both mutual funds - FDFAX is a Consumer Staples Equities fund managed by Fidelity, while VPMCX is a Large Cap Growth Equities fund actively managed by Vanguard. Over the past 10 years, FDFAX returned 6.23%/yr vs 16.62%/yr for VPMCX. Their 0.60 correlation means they have sometimes moved together and sometimes differently. FDFAX charges 0.73%/yr vs 0.35%/yr for VPMCX.

Performance

FDFAX vs. VPMCX - Performance Comparison

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

Returns By Period

In the year-to-date period, FDFAX achieves a 13.62% return, which is significantly lower than VPMCX's 20.72% return. Over the past 10 years, FDFAX has underperformed VPMCX with an annualized return of 6.23%, while VPMCX has yielded a comparatively higher 16.62% annualized return.

FDFAX

• 1D: -0.39%
• 1M: 0.16%
• 6M: 5.13%
• YTD: 13.62%
• 1Y: 12.24%
• 3Y*: 4.60%
• 5Y*: 5.07%
• 10Y*: 6.23%
• ALL TIME*: 11.39%

VPMCX

• 1D: 0.06%
• 1M: -3.91%
• 6M: 13.38%
• YTD: 20.72%
• 1Y: 47.09%
• 3Y*: 23.60%
• 5Y*: 14.83%
• 10Y*: 16.62%
• ALL TIME*: 15.25%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FDFAX Fidelity Select Consumer Staples Portfolio	$0.00	$0.00	$0.00
VPMCX Vanguard PRIMECAP Fund Investor Shares	$0.00	$0.00	$0.00

FDFAX vs. VPMCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FDFAX Fidelity Select Consumer Staples Portfolio	13.62%	-1.31%	5.58%	3.02%	-0.44%	14.43%	11.60%	31.79%	-15.91%	12.15%
VPMCX Vanguard PRIMECAP Fund Investor Shares	20.72%	29.60%	13.23%	28.16%	-15.22%	21.64%	17.16%	27.78%	-1.99%	28.17%

Correlation

The correlation between FDFAX and VPMCX is -0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.06
Correlation (3Y) Balances recent behavior with more history.	0.20
Correlation (5Y) Shows whether the relationship held over a longer period.	0.38
Correlation (10Y) Provides a long-term view across more market conditions.	0.47
Correlation (All Time) Calculated using the full available price history since Jul 29, 1985	0.60

The correlation between FDFAX and VPMCX shifts across timeframes, from -0.06 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.

FDFAX vs. VPMCX - Sectors Allocation Comparison

Sectors	FDFAX	VPMCX
Consumer Defensive	96.6%	1.1%
Industrials	2.5%	13.2%
Consumer Cyclical	0.9%	11.8%
Basic Materials	-	1.6%
Communication Services	-	7.7%
Energy	-	1.8%
Financial Services	-	7.6%
Healthcare	-	25.1%
Real Estate	-	0.1%
Technology	-	28.9%
Utilities	-	0.0%

Return for Risk

FDFAX vs. VPMCX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FDFAX

FDFAX Risk / Return Rank: 23
FDFAX Sharpe Ratio Rank: 23
FDFAX Sortino Ratio Rank: 24
FDFAX Omega Ratio Rank: 21
FDFAX Calmar Ratio Rank: 29
FDFAX Martin Ratio Rank: 17

VPMCX

VPMCX Risk / Return Rank: 90
VPMCX Sharpe Ratio Rank: 92
VPMCX Sortino Ratio Rank: 88
VPMCX Omega Ratio Rank: 85
VPMCX Calmar Ratio Rank: 93
VPMCX Martin Ratio Rank: 93

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FDFAX vs. VPMCX - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FDFAX	VPMCX	Difference
Sharpe ratio: Return per unit of total volatility	0.88	2.40	-1.51
Sortino ratio: Return per unit of downside risk	1.35	3.26	-1.91
Omega ratio: Gain probability vs. loss probability	1.16	1.42	-0.26
Calmar ratio: Return relative to maximum drawdown	1.38	3.88	-2.50
Martin ratio: Return relative to average drawdown	2.50	14.45	-11.94

FDFAX vs. VPMCX - Sharpe Ratio Comparison

The current FDFAX Sharpe Ratio is 0.88, which is lower than the VPMCX Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of FDFAX and VPMCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FDFAX vs. VPMCX - Drawdown Comparison

The maximum FDFAX drawdown since its inception was -38.29%, smaller than the maximum VPMCX drawdown of -50.45%. Use the drawdown chart below to compare losses from any high point for FDFAX and VPMCX.

Drawdown Indicators

	FDFAX	VPMCX	Difference
Max Drawdown Largest peak-to-trough decline	-38.29%	-50.45%	+12.16%
Max Drawdown (1Y) Largest decline over 1 year	-9.18%	-11.73%	+2.55%
Max Drawdown (3Y) Largest decline over 3 years	-12.45%	-20.56%	+8.11%
Max Drawdown (5Y) Largest decline over 5 years	-15.63%	-25.25%	+9.62%
Max Drawdown (10Y) Largest decline over 10 years	-27.66%	-32.65%	+4.99%
Current Drawdown Current decline from peak	-1.80%	-7.47%	+5.67%
Average Drawdown Average peak-to-trough decline	-5.04%	-7.39%	+2.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.06%	3.15%	+1.91%

Volatility

FDFAX vs. VPMCX - Volatility Comparison

Fidelity Select Consumer Staples Portfolio (FDFAX) and Vanguard PRIMECAP Fund Investor Shares (VPMCX) have volatilities of 6.07% and 5.79%, 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.

Volatility by Period

	FDFAX	VPMCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.07%	5.79%	+0.28%
Volatility (6M) Calculated over the trailing 6-month period	11.40%	16.18%	-4.78%
Volatility (1Y) Calculated over the trailing 1-year period	14.48%	19.07%	-4.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.12%	18.80%	-4.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.05%	19.39%	-4.34%

FDFAX vs. VPMCX - Expense Ratio Comparison

FDFAX has a 0.73% expense ratio, which is higher than VPMCX's 0.35% expense ratio.

Dividends

FDFAX vs. VPMCX - Dividend Comparison

FDFAX's dividend yield for the trailing twelve months is around 2.78%, less than VPMCX's 13.55% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FDFAX Fidelity Select Consumer Staples Portfolio	2.78%	6.45%	8.49%	5.13%	3.34%	10.73%	3.16%	2.78%	14.36%	8.82%	4.71%	9.06%
VPMCX Vanguard PRIMECAP Fund Investor Shares	13.55%	16.36%	6.62%	7.16%	9.85%	10.08%	9.74%	7.15%	8.32%	4.53%	5.05%	5.91%

Frequently Asked Questions

Can I hold both FDFAX and VPMCX in my portfolio?

FDFAX and VPMCX have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FDFAX or VPMCX?

FDFAX has higher volatility (6.07%) compared to VPMCX (5.79%). In terms of maximum drawdown, FDFAX dropped -38.29% vs VPMCX's -50.45%.

Which has better risk-adjusted returns?

VPMCX currently has the higher Sharpe Ratio (2.40 vs 0.88), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.