PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FDLSX vs. FSAVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FDLSX vs. FSAVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Leisure Portfolio (FDLSX) and Fidelity Select Automotive Portfolio (FSAVX). The values are adjusted to include any dividend payments, if applicable.

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%JuneJulyAugustSeptemberOctoberNovember
6,906.69%
1,111.16%
FDLSX
FSAVX

Returns By Period

In the year-to-date period, FDLSX achieves a 21.17% return, which is significantly higher than FSAVX's 3.97% return. Over the past 10 years, FDLSX has outperformed FSAVX with an annualized return of 12.94%, while FSAVX has yielded a comparatively lower 3.44% annualized return.


FDLSX

YTD

21.17%

1M

2.57%

6M

15.68%

1Y

30.65%

5Y (annualized)

15.45%

10Y (annualized)

12.94%

FSAVX

YTD

3.97%

1M

3.44%

6M

3.84%

1Y

9.97%

5Y (annualized)

8.72%

10Y (annualized)

3.44%

Key characteristics


FDLSXFSAVX
Sharpe Ratio2.200.53
Sortino Ratio3.000.85
Omega Ratio1.391.10
Calmar Ratio3.300.33
Martin Ratio12.341.48
Ulcer Index2.55%6.56%
Daily Std Dev14.29%18.37%
Max Drawdown-51.18%-81.17%
Current Drawdown-2.48%-19.31%

Compare stocks, funds, or ETFs

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


FDLSX vs. FSAVX - Expense Ratio Comparison

FDLSX has a 0.74% expense ratio, which is lower than FSAVX's 0.88% expense ratio.


FSAVX
Fidelity Select Automotive Portfolio
Expense ratio chart for FSAVX: current value at 0.88% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.88%
Expense ratio chart for FDLSX: current value at 0.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.74%

Correlation

-0.50.00.51.00.7

The correlation between FDLSX and FSAVX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

FDLSX vs. FSAVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Leisure Portfolio (FDLSX) and Fidelity Select Automotive Portfolio (FSAVX). 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 FDLSX, currently valued at 2.20, compared to the broader market0.002.004.002.200.53
The chart of Sortino ratio for FDLSX, currently valued at 3.00, compared to the broader market0.005.0010.003.000.85
The chart of Omega ratio for FDLSX, currently valued at 1.39, compared to the broader market1.002.003.004.001.391.10
The chart of Calmar ratio for FDLSX, currently valued at 3.30, compared to the broader market0.005.0010.0015.0020.0025.003.300.33
The chart of Martin ratio for FDLSX, currently valued at 12.34, compared to the broader market0.0020.0040.0060.0080.00100.0012.341.48
FDLSX
FSAVX

The current FDLSX Sharpe Ratio is 2.20, which is higher than the FSAVX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of FDLSX and FSAVX, 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
2.20
0.53
FDLSX
FSAVX

Dividends

FDLSX vs. FSAVX - Dividend Comparison

FDLSX's dividend yield for the trailing twelve months is around 0.36%, less than FSAVX's 0.80% yield.


TTM20232022202120202019201820172016201520142013
FDLSX
Fidelity Select Leisure Portfolio
0.36%0.39%0.37%0.11%0.45%0.71%1.22%0.83%1.01%2.88%4.21%8.06%
FSAVX
Fidelity Select Automotive Portfolio
0.80%0.86%0.71%0.45%0.02%1.34%1.29%0.53%1.47%7.10%26.08%1.83%

Drawdowns

FDLSX vs. FSAVX - Drawdown Comparison

The maximum FDLSX drawdown since its inception was -51.18%, smaller than the maximum FSAVX drawdown of -81.17%. Use the drawdown chart below to compare losses from any high point for FDLSX and FSAVX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.48%
-19.31%
FDLSX
FSAVX

Volatility

FDLSX vs. FSAVX - Volatility Comparison

The current volatility for Fidelity Select Leisure Portfolio (FDLSX) is 4.53%, while Fidelity Select Automotive Portfolio (FSAVX) has a volatility of 6.05%. This indicates that FDLSX experiences smaller price fluctuations and is considered to be less risky than FSAVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.53%
6.05%
FDLSX
FSAVX