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FFI.AX vs. FSELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFI.AX and FSELX is 0.12, 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.


-0.50.00.51.00.1

Performance

FFI.AX vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FFI Holdings Limited (FFI.AX) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
6.30%
-0.35%
FFI.AX
FSELX

Key characteristics

Sharpe Ratio

FFI.AX:

-0.25

FSELX:

0.66

Sortino Ratio

FFI.AX:

-0.15

FSELX:

1.08

Omega Ratio

FFI.AX:

0.98

FSELX:

1.14

Calmar Ratio

FFI.AX:

-0.16

FSELX:

1.03

Martin Ratio

FFI.AX:

-0.62

FSELX:

2.64

Ulcer Index

FFI.AX:

13.63%

FSELX:

9.57%

Daily Std Dev

FFI.AX:

34.11%

FSELX:

38.40%

Max Drawdown

FFI.AX:

-62.80%

FSELX:

-81.70%

Current Drawdown

FFI.AX:

-46.11%

FSELX:

-10.04%

Returns By Period

In the year-to-date period, FFI.AX achieves a 12.43% return, which is significantly higher than FSELX's 1.73% return. Over the past 10 years, FFI.AX has underperformed FSELX with an annualized return of 5.78%, while FSELX has yielded a comparatively higher 16.59% annualized return.


FFI.AX

YTD

12.43%

1M

6.25%

6M

13.65%

1Y

-8.42%

5Y*

-0.89%

10Y*

5.78%

FSELX

YTD

1.73%

1M

-6.56%

6M

-0.35%

1Y

17.70%

5Y*

21.90%

10Y*

16.59%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FFI.AX vs. FSELX — Risk-Adjusted Performance Rank

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

FFI.AX
The Risk-Adjusted Performance Rank of FFI.AX is 3232
Overall Rank
The Sharpe Ratio Rank of FFI.AX is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of FFI.AX is 2929
Sortino Ratio Rank
The Omega Ratio Rank of FFI.AX is 2727
Omega Ratio Rank
The Calmar Ratio Rank of FFI.AX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of FFI.AX is 3333
Martin Ratio Rank

FSELX
The Risk-Adjusted Performance Rank of FSELX is 4242
Overall Rank
The Sharpe Ratio Rank of FSELX is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of FSELX is 3636
Sortino Ratio Rank
The Omega Ratio Rank of FSELX is 3535
Omega Ratio Rank
The Calmar Ratio Rank of FSELX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FSELX is 4141
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.

FFI.AX vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FFI Holdings Limited (FFI.AX) 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.


Sharpe ratio
The chart of Sharpe ratio for FFI.AX, currently valued at -0.29, compared to the broader market-2.000.002.00-0.290.32
The chart of Sortino ratio for FFI.AX, currently valued at -0.22, compared to the broader market-4.00-2.000.002.004.006.00-0.220.66
The chart of Omega ratio for FFI.AX, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.09
The chart of Calmar ratio for FFI.AX, currently valued at -0.17, compared to the broader market0.002.004.006.00-0.170.48
The chart of Martin ratio for FFI.AX, currently valued at -0.80, compared to the broader market-10.000.0010.0020.0030.00-0.801.22
FFI.AX
FSELX

The current FFI.AX Sharpe Ratio is -0.25, which is lower than the FSELX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of FFI.AX 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-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.29
0.32
FFI.AX
FSELX

Dividends

FFI.AX vs. FSELX - Dividend Comparison

FFI.AX's dividend yield for the trailing twelve months is around 2.94%, while FSELX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FFI.AX
FFI Holdings Limited
2.94%3.31%2.21%2.22%3.51%4.14%4.63%4.99%4.94%5.35%5.59%4.55%
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

FFI.AX vs. FSELX - Drawdown Comparison

The maximum FFI.AX drawdown since its inception was -62.80%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for FFI.AX and FSELX. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-53.15%
-10.04%
FFI.AX
FSELX

Volatility

FFI.AX vs. FSELX - Volatility Comparison

FFI Holdings Limited (FFI.AX) and Fidelity Select Semiconductors Portfolio (FSELX) have volatilities of 14.87% and 14.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
14.87%
14.82%
FFI.AX
FSELX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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