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FDLSX vs. RYLIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDLSX vs. RYLIX - Performance Comparison

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

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Returns By Period

In the year-to-date period, FDLSX achieves a -3.81% return, which is significantly lower than RYLIX's -3.17% return. Over the past 10 years, FDLSX has outperformed RYLIX with an annualized return of 11.38%, while RYLIX has yielded a comparatively lower 6.89% annualized return.


FDLSX

1D
-1.46%
1M
6.37%
YTD
-3.81%
6M
-15.18%
1Y
-15.60%
3Y*
7.13%
5Y*
5.69%
10Y*
11.38%

RYLIX

1D
1.05%
1M
1.93%
YTD
-3.17%
6M
-4.57%
1Y
-1.11%
3Y*
9.18%
5Y*
0.49%
10Y*
6.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDLSX vs. RYLIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDLSX
Fidelity Select Leisure Portfolio
-3.81%-5.30%20.17%30.14%-15.27%21.66%18.59%28.78%-7.65%29.09%
RYLIX
Rydex Leisure Fund
-3.17%8.99%17.03%22.86%-26.98%0.91%21.26%29.89%-13.22%20.52%

Correlation

The correlation between FDLSX and RYLIX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.91

Correlation (10Y)
Calculated over the trailing 10-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Jan 4, 1999

0.90

The correlation between FDLSX and RYLIX has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.

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Return for Risk

FDLSX vs. RYLIX — Risk / Return Rank

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

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

RYLIX
RYLIX Risk / Return Rank: 22
Overall Rank
RYLIX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
RYLIX Sortino Ratio Rank: 22
Sortino Ratio Rank
RYLIX Omega Ratio Rank: 22
Omega Ratio Rank
RYLIX Calmar Ratio Rank: 22
Calmar Ratio Rank
RYLIX Martin Ratio Rank: 22
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. RYLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Leisure Portfolio (FDLSX) and Rydex Leisure Fund (RYLIX). 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.


FDLSXRYLIXDifference
Sharpe ratioReturn per unit of total volatility

-0.63

Sortino ratioReturn per unit of downside risk

-0.83

Omega ratioGain probability vs. loss probability

0.89

1.00

-0.11

Calmar ratioReturn relative to maximum drawdown

-0.53

-0.06

-0.47

Martin ratioReturn relative to average drawdown

-0.90

-0.13

-0.78

FDLSX vs. RYLIX - Sharpe Ratio Comparison

The current FDLSX Sharpe Ratio is -0.69, which is lower than the RYLIX Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of FDLSX and RYLIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FDLSX vs. RYLIX - Drawdown Comparison

The maximum FDLSX drawdown since its inception was -51.58%, smaller than the maximum RYLIX drawdown of -68.20%. Use the drawdown chart below to compare losses from any high point for FDLSX and RYLIX.


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Drawdown Indicators


FDLSXRYLIXDifference

Max Drawdown

Largest peak-to-trough decline

-51.58%

-68.20%

+16.62%

Max Drawdown (1Y)

Largest decline over 1 year

-28.33%

-14.04%

-14.29%

Max Drawdown (3Y)

Largest decline over 3 years

-28.33%

-19.18%

-9.15%

Max Drawdown (5Y)

Largest decline over 5 years

-28.33%

-40.12%

+11.79%

Max Drawdown (10Y)

Largest decline over 10 years

-48.44%

-42.27%

-6.17%

Current Drawdown

Current decline from peak

-21.17%

-7.67%

-13.50%

Average Drawdown

Average peak-to-trough decline

-8.95%

-16.36%

+7.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.50%

6.55%

+9.95%

Volatility

FDLSX vs. RYLIX - Volatility Comparison

Fidelity Select Leisure Portfolio (FDLSX) has a higher volatility of 5.83% compared to Rydex Leisure Fund (RYLIX) at 4.16%. This indicates that FDLSX's price experiences larger fluctuations and is considered to be riskier than RYLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDLSXRYLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.83%

4.16%

+1.67%

Volatility (6M)

Calculated over the trailing 6-month period

18.78%

10.68%

+8.10%

Volatility (1Y)

Calculated over the trailing 1-year period

21.69%

14.20%

+7.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.59%

19.92%

+1.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.39%

20.08%

+2.31%

FDLSX vs. RYLIX - Expense Ratio Comparison

FDLSX has a 0.74% expense ratio, which is lower than RYLIX's 1.39% expense ratio.


Dividends

FDLSX vs. RYLIX - Dividend Comparison

FDLSX's dividend yield for the trailing twelve months is around 5.37%, more than RYLIX's 0.06% yield.


PositionTTM20252024202320222021202020192018201720162015
FDLSX
Fidelity Select Leisure Portfolio
5.37%9.12%7.41%1.64%3.32%22.77%2.36%6.43%19.76%6.33%1.01%5.42%
RYLIX
Rydex Leisure Fund
0.06%0.06%0.43%0.06%0.00%6.14%0.00%0.24%8.04%6.23%0.49%0.72%

Frequently Asked Questions


FDLSX and RYLIX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FDLSX has higher volatility (5.83%) compared to RYLIX (4.16%). In terms of maximum drawdown, FDLSX dropped -51.58% vs RYLIX's -68.20%.

RYLIX currently has the higher Sharpe Ratio (-0.06 vs -0.69), 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.

Portfolio Optimizer

Find the right allocation for FDLSX and RYLIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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