FELC vs. FSELX

In the year-to-date period, FELC achieves a -0.01% return, which is significantly higher than FSELX's -3.23% return.

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FELC has a 0.18% expense ratio, which is lower than FSELX's 0.68% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Enhanced Large Cap Core ETF (FELC) and Fidelity Select Semiconductors Portfolio (FSELX). 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.

The current FELC Sharpe Ratio is 0.61, which is higher than the FSELX Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of FELC and FSELX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FELC's dividend yield for the trailing twelve months is around 1.04%, less than FSELX's 8.92% yield.

The maximum FELC drawdown since its inception was -18.59%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for FELC and FSELX.

The current volatility for Fidelity Enhanced Large Cap Core ETF (FELC) is 4.65%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 9.84%. This indicates that FELC experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.