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FFANX vs. FSELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFANX and FSELX is 0.88, 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.


Performance

FFANX vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Asset Manager 40% Fund (FFANX) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FFANX:

0.61

FSELX:

-0.22

Sortino Ratio

FFANX:

0.92

FSELX:

-0.03

Omega Ratio

FFANX:

1.13

FSELX:

1.00

Calmar Ratio

FFANX:

0.64

FSELX:

-0.28

Martin Ratio

FFANX:

2.60

FSELX:

-0.70

Ulcer Index

FFANX:

1.99%

FSELX:

15.73%

Daily Std Dev

FFANX:

8.20%

FSELX:

46.34%

Max Drawdown

FFANX:

-31.68%

FSELX:

-81.70%

Current Drawdown

FFANX:

-2.40%

FSELX:

-27.58%

Returns By Period

In the year-to-date period, FFANX achieves a 0.70% return, which is significantly higher than FSELX's -18.11% return. Over the past 10 years, FFANX has underperformed FSELX with an annualized return of 3.70%, while FSELX has yielded a comparatively higher 14.14% annualized return.


FFANX

YTD

0.70%

1M

4.32%

6M

-1.01%

1Y

5.17%

5Y*

4.68%

10Y*

3.70%

FSELX

YTD

-18.11%

1M

7.83%

6M

-24.74%

1Y

-11.09%

5Y*

20.57%

10Y*

14.14%

*Annualized

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FFANX vs. FSELX - Expense Ratio Comparison

FFANX has a 0.52% expense ratio, which is lower than FSELX's 0.68% expense ratio.


Risk-Adjusted Performance

FFANX vs. FSELX — Risk-Adjusted Performance Rank

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

FFANX
The Risk-Adjusted Performance Rank of FFANX is 6868
Overall Rank
The Sharpe Ratio Rank of FFANX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of FFANX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of FFANX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of FFANX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of FFANX is 7171
Martin Ratio Rank

FSELX
The Risk-Adjusted Performance Rank of FSELX is 1111
Overall Rank
The Sharpe Ratio Rank of FSELX is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of FSELX is 1616
Sortino Ratio Rank
The Omega Ratio Rank of FSELX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of FSELX is 55
Calmar Ratio Rank
The Martin Ratio Rank of FSELX is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FFANX vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Asset Manager 40% Fund (FFANX) 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 FFANX Sharpe Ratio is 0.61, which is higher than the FSELX Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of FFANX 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.


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Dividends

FFANX vs. FSELX - Dividend Comparison

FFANX's dividend yield for the trailing twelve months is around 2.83%, less than FSELX's 4.87% yield.


TTM20242023202220212020201920182017201620152014
FFANX
Fidelity Asset Manager 40% Fund
2.83%2.81%2.49%5.75%2.35%2.36%3.67%4.56%3.03%1.84%1.93%4.87%
FSELX
Fidelity Select Semiconductors Portfolio
4.87%3.99%7.20%6.69%6.99%8.13%3.36%26.80%14.65%3.82%16.31%3.48%

Drawdowns

FFANX vs. FSELX - Drawdown Comparison

The maximum FFANX drawdown since its inception was -31.68%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for FFANX and FSELX. For additional features, visit the drawdowns tool.


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Volatility

FFANX vs. FSELX - Volatility Comparison

The current volatility for Fidelity Asset Manager 40% Fund (FFANX) is 2.53%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 13.76%. This indicates that FFANX 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.


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