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FDLSX vs. NOIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDLSX vs. NOIEX - Performance Comparison

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

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FDLSX vs. NOIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDLSX
Fidelity Select Leisure Portfolio
-12.27%-5.30%13.64%30.14%-15.27%21.66%18.59%28.78%-7.65%29.09%
NOIEX
Northern Income Equity Fund
-4.59%18.81%24.28%19.56%-13.34%27.96%11.03%27.04%-6.62%20.22%

Returns By Period

In the year-to-date period, FDLSX achieves a -12.27% return, which is significantly lower than NOIEX's -4.59% return. Over the past 10 years, FDLSX has underperformed NOIEX with an annualized return of 9.06%, while NOIEX has yielded a comparatively higher 12.25% annualized return.


FDLSX

1D
0.32%
1M
-8.57%
YTD
-12.27%
6M
-23.33%
1Y
-13.03%
3Y*
2.71%
5Y*
3.18%
10Y*
9.06%

NOIEX

1D
-0.29%
1M
-7.32%
YTD
-4.59%
6M
-1.82%
1Y
16.41%
3Y*
17.35%
5Y*
11.80%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDLSX vs. NOIEX - Expense Ratio Comparison

FDLSX has a 0.74% expense ratio, which is higher than NOIEX's 0.49% expense ratio.


Return for Risk

FDLSX vs. NOIEX — Risk / Return Rank

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

FDLSX
FDLSX Risk / Return Rank: 22
Overall Rank
FDLSX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
FDLSX Sortino Ratio Rank: 22
Sortino Ratio Rank
FDLSX Omega Ratio Rank: 11
Omega Ratio Rank
FDLSX Calmar Ratio Rank: 11
Calmar Ratio Rank
FDLSX Martin Ratio Rank: 22
Martin Ratio Rank

NOIEX
NOIEX Risk / Return Rank: 5050
Overall Rank
NOIEX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
NOIEX Sortino Ratio Rank: 5555
Sortino Ratio Rank
NOIEX Omega Ratio Rank: 5959
Omega Ratio Rank
NOIEX Calmar Ratio Rank: 4141
Calmar Ratio Rank
NOIEX Martin Ratio Rank: 5050
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.

FDLSX vs. NOIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Leisure Portfolio (FDLSX) and Northern Income Equity Fund (NOIEX). 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.


FDLSXNOIEXDifference

Sharpe ratio

Return per unit of total volatility

-0.53

0.92

-1.45

Sortino ratio

Return per unit of downside risk

-0.59

1.45

-2.04

Omega ratio

Gain probability vs. loss probability

0.92

1.22

-0.30

Calmar ratio

Return relative to maximum drawdown

-0.55

1.05

-1.60

Martin ratio

Return relative to average drawdown

-1.30

4.85

-6.14

FDLSX vs. NOIEX - Sharpe Ratio Comparison

The current FDLSX Sharpe Ratio is -0.53, which is lower than the NOIEX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of FDLSX and NOIEX, 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


FDLSXNOIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.53

0.92

-1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.73

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.69

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.65

0.00

Correlation

The correlation between FDLSX and NOIEX is 0.74, 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

FDLSX vs. NOIEX - Dividend Comparison

FDLSX's dividend yield for the trailing twelve months is around 10.40%, more than NOIEX's 8.37% yield.


TTM20252024202320222021202020192018201720162015
FDLSX
Fidelity Select Leisure Portfolio
10.40%9.12%1.57%1.64%3.32%22.77%2.36%6.43%19.76%6.33%1.01%5.42%
NOIEX
Northern Income Equity Fund
8.37%7.92%6.11%7.03%5.44%14.26%7.67%8.58%15.73%7.56%3.02%5.57%

Drawdowns

FDLSX vs. NOIEX - Drawdown Comparison

The maximum FDLSX drawdown since its inception was -51.58%, which is greater than NOIEX's maximum drawdown of -45.66%. Use the drawdown chart below to compare losses from any high point for FDLSX and NOIEX.


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Drawdown Indicators


FDLSXNOIEXDifference

Max Drawdown

Largest peak-to-trough decline

-51.58%

-45.66%

-5.92%

Max Drawdown (1Y)

Largest decline over 1 year

-28.33%

-12.41%

-15.92%

Max Drawdown (5Y)

Largest decline over 5 years

-28.33%

-21.89%

-6.44%

Max Drawdown (10Y)

Largest decline over 10 years

-48.44%

-35.31%

-13.13%

Current Drawdown

Current decline from peak

-28.10%

-8.39%

-19.71%

Average Drawdown

Average peak-to-trough decline

-8.91%

-5.01%

-3.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.09%

2.89%

+9.20%

Volatility

FDLSX vs. NOIEX - Volatility Comparison

Fidelity Select Leisure Portfolio (FDLSX) has a higher volatility of 6.09% compared to Northern Income Equity Fund (NOIEX) at 4.02%. This indicates that FDLSX's price experiences larger fluctuations and is considered to be riskier than NOIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDLSXNOIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.09%

4.02%

+2.07%

Volatility (6M)

Calculated over the trailing 6-month period

17.83%

9.01%

+8.82%

Volatility (1Y)

Calculated over the trailing 1-year period

24.50%

19.09%

+5.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.44%

16.32%

+5.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.26%

17.92%

+4.34%