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

Correlation

The correlation between FFC and FSELX is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

FFC vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Flaherty & Crumrine Preferred Securities Income Fund Inc. (FFC) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%December2025FebruaryMarchAprilMay
324.46%
1,400.35%
FFC
FSELX

Key characteristics

Sharpe Ratio

FFC:

1.17

FSELX:

-0.21

Sortino Ratio

FFC:

1.51

FSELX:

-0.02

Omega Ratio

FFC:

1.23

FSELX:

1.00

Calmar Ratio

FFC:

0.62

FSELX:

-0.27

Martin Ratio

FFC:

4.75

FSELX:

-0.67

Ulcer Index

FFC:

3.18%

FSELX:

15.72%

Daily Std Dev

FFC:

13.23%

FSELX:

46.34%

Max Drawdown

FFC:

-77.72%

FSELX:

-81.70%

Current Drawdown

FFC:

-12.03%

FSELX:

-27.19%

Returns By Period

In the year-to-date period, FFC achieves a 2.43% return, which is significantly higher than FSELX's -17.66% return. Over the past 10 years, FFC has underperformed FSELX with an annualized return of 4.82%, while FSELX has yielded a comparatively higher 14.29% annualized return.


FFC

YTD

2.43%

1M

2.94%

6M

-0.68%

1Y

15.34%

5Y*

2.86%

10Y*

4.82%

FSELX

YTD

-17.66%

1M

-0.07%

6M

-24.33%

1Y

-9.79%

5Y*

20.56%

10Y*

14.29%

*Annualized

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Risk-Adjusted Performance

FFC vs. FSELX — Risk-Adjusted Performance Rank

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

FFC
The Risk-Adjusted Performance Rank of FFC is 8282
Overall Rank
The Sharpe Ratio Rank of FFC is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of FFC is 7878
Sortino Ratio Rank
The Omega Ratio Rank of FFC is 8181
Omega Ratio Rank
The Calmar Ratio Rank of FFC is 7676
Calmar Ratio Rank
The Martin Ratio Rank of FFC is 8686
Martin Ratio Rank

FSELX
The Risk-Adjusted Performance Rank of FSELX is 1111
Overall Rank
The Sharpe Ratio Rank of FSELX is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of FSELX is 1616
Sortino Ratio Rank
The Omega Ratio Rank of FSELX is 1515
Omega Ratio Rank
The Calmar Ratio Rank of FSELX is 55
Calmar Ratio Rank
The Martin Ratio Rank of FSELX is 88
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.

FFC vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Flaherty & Crumrine Preferred Securities Income Fund Inc. (FFC) 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 FFC Sharpe Ratio is 1.17, which is higher than the FSELX Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of FFC 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
1.17
-0.21
FFC
FSELX

Dividends

FFC vs. FSELX - Dividend Comparison

FFC's dividend yield for the trailing twelve months is around 7.19%, while FSELX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FFC
Flaherty & Crumrine Preferred Securities Income Fund Inc.
7.19%6.97%7.54%9.11%7.03%6.18%6.27%8.21%7.29%8.62%8.14%8.57%
FSELX
Fidelity Select Semiconductors Portfolio
0.00%0.00%0.10%0.18%0.04%0.51%0.76%0.76%1.04%0.71%16.31%3.48%

Drawdowns

FFC vs. FSELX - Drawdown Comparison

The maximum FFC drawdown since its inception was -77.72%, roughly equal to the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for FFC and FSELX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-12.03%
-27.19%
FFC
FSELX

Volatility

FFC vs. FSELX - Volatility Comparison

The current volatility for Flaherty & Crumrine Preferred Securities Income Fund Inc. (FFC) is 4.88%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 13.77%. This indicates that FFC 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.


0.00%5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
4.88%
13.77%
FFC
FSELX