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FDLSX vs. FSCPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDLSX and FSCPX is 0.83, 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.


-0.50.00.51.00.8

Performance

FDLSX vs. FSCPX - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
13.05%
20.02%
FDLSX
FSCPX

Key characteristics

Sharpe Ratio

FDLSX:

1.40

FSCPX:

1.20

Sortino Ratio

FDLSX:

1.94

FSCPX:

1.65

Omega Ratio

FDLSX:

1.25

FSCPX:

1.21

Calmar Ratio

FDLSX:

2.14

FSCPX:

0.76

Martin Ratio

FDLSX:

7.74

FSCPX:

5.46

Ulcer Index

FDLSX:

2.63%

FSCPX:

4.07%

Daily Std Dev

FDLSX:

14.54%

FSCPX:

18.52%

Max Drawdown

FDLSX:

-51.18%

FSCPX:

-57.37%

Current Drawdown

FDLSX:

-6.17%

FSCPX:

-7.76%

Returns By Period

In the year-to-date period, FDLSX achieves a 19.85% return, which is significantly lower than FSCPX's 24.42% return. Over the past 10 years, FDLSX has outperformed FSCPX with an annualized return of 12.63%, while FSCPX has yielded a comparatively lower 8.68% annualized return.


FDLSX

YTD

19.85%

1M

-1.72%

6M

13.05%

1Y

22.34%

5Y*

13.86%

10Y*

12.63%

FSCPX

YTD

24.42%

1M

6.75%

6M

20.02%

1Y

24.19%

5Y*

8.39%

10Y*

8.68%

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. FSCPX - Expense Ratio Comparison

FDLSX has a 0.74% expense ratio, which is lower than FSCPX's 0.76% expense ratio.


FSCPX
Fidelity Select Consumer Discretionary Portfolio
Expense ratio chart for FSCPX: current value at 0.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.76%
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%

Risk-Adjusted Performance

FDLSX vs. FSCPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Leisure Portfolio (FDLSX) and Fidelity Select Consumer Discretionary Portfolio (FSCPX). 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 1.40, compared to the broader market-1.000.001.002.003.004.001.401.20
The chart of Sortino ratio for FDLSX, currently valued at 1.94, compared to the broader market-2.000.002.004.006.008.0010.001.941.65
The chart of Omega ratio for FDLSX, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.003.501.251.21
The chart of Calmar ratio for FDLSX, currently valued at 2.14, compared to the broader market0.002.004.006.008.0010.0012.0014.002.140.76
The chart of Martin ratio for FDLSX, currently valued at 7.74, compared to the broader market0.0020.0040.0060.007.745.46
FDLSX
FSCPX

The current FDLSX Sharpe Ratio is 1.40, which is comparable to the FSCPX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of FDLSX and FSCPX, 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 Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.40
1.20
FDLSX
FSCPX

Dividends

FDLSX vs. FSCPX - Dividend Comparison

FDLSX's dividend yield for the trailing twelve months is around 0.37%, more than FSCPX's 0.03% yield.


TTM20232022202120202019201820172016201520142013
FDLSX
Fidelity Select Leisure Portfolio
0.37%0.39%0.37%0.11%0.45%0.71%1.22%0.83%1.01%2.88%4.21%8.06%
FSCPX
Fidelity Select Consumer Discretionary Portfolio
0.03%0.04%0.05%0.00%0.00%0.22%0.37%0.33%0.90%2.70%4.98%8.57%

Drawdowns

FDLSX vs. FSCPX - Drawdown Comparison

The maximum FDLSX drawdown since its inception was -51.18%, smaller than the maximum FSCPX drawdown of -57.37%. Use the drawdown chart below to compare losses from any high point for FDLSX and FSCPX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.17%
-7.76%
FDLSX
FSCPX

Volatility

FDLSX vs. FSCPX - Volatility Comparison

The current volatility for Fidelity Select Leisure Portfolio (FDLSX) is 4.57%, while Fidelity Select Consumer Discretionary Portfolio (FSCPX) has a volatility of 6.32%. This indicates that FDLSX experiences smaller price fluctuations and is considered to be less risky than FSCPX 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%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.57%
6.32%
FDLSX
FSCPX
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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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