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FFXSX vs. FSELX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFXSX vs. FSELX - Performance Comparison

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

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FFXSX vs. FSELX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFXSX
Fidelity Limited Term Government Fund
-0.22%5.65%3.11%4.13%-6.37%-1.54%3.86%3.77%1.16%0.56%
FSELX
Fidelity Select Semiconductors Portfolio
0.00%52.17%49.68%78.49%-35.27%59.16%44.33%64.50%-12.01%34.51%

Returns By Period

Over the past 10 years, FFXSX has underperformed FSELX with an annualized return of 1.28%, while FSELX has yielded a comparatively higher 31.42% annualized return.


FFXSX

1D
0.21%
1M
-1.12%
YTD
-0.22%
6M
0.81%
1Y
3.30%
3Y*
3.58%
5Y*
1.04%
10Y*
1.28%

FSELX

1D
-4.27%
1M
-9.75%
YTD
0.00%
6M
7.40%
1Y
85.27%
3Y*
43.05%
5Y*
30.67%
10Y*
31.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFXSX vs. FSELX - Expense Ratio Comparison

FFXSX has a 0.45% expense ratio, which is lower than FSELX's 0.68% expense ratio.


Return for Risk

FFXSX vs. FSELX — Risk / Return Rank

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

FFXSX
FFXSX Risk / Return Rank: 8787
Overall Rank
FFXSX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FFXSX Sortino Ratio Rank: 9191
Sortino Ratio Rank
FFXSX Omega Ratio Rank: 8282
Omega Ratio Rank
FFXSX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FFXSX Martin Ratio Rank: 8787
Martin Ratio Rank

FSELX
FSELX Risk / Return Rank: 9494
Overall Rank
FSELX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FSELX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FSELX Omega Ratio Rank: 8989
Omega Ratio Rank
FSELX Calmar Ratio Rank: 9898
Calmar Ratio Rank
FSELX Martin Ratio Rank: 9898
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.

FFXSX vs. FSELX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Limited Term Government Fund (FFXSX) 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.


FFXSXFSELXDifference

Sharpe ratio

Return per unit of total volatility

1.60

2.07

-0.47

Sortino ratio

Return per unit of downside risk

2.59

2.72

-0.12

Omega ratio

Gain probability vs. loss probability

1.33

1.38

-0.06

Calmar ratio

Return relative to maximum drawdown

2.73

4.58

-1.85

Martin ratio

Return relative to average drawdown

9.33

18.71

-9.38

FFXSX vs. FSELX - Sharpe Ratio Comparison

The current FFXSX Sharpe Ratio is 1.60, which is comparable to the FSELX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of FFXSX 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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Sharpe Ratios by Period


FFXSXFSELXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

2.07

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.80

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.91

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

1.56

0.49

+1.07

Correlation

The correlation between FFXSX and FSELX is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

FFXSX vs. FSELX - Dividend Comparison

FFXSX's dividend yield for the trailing twelve months is around 3.04%, less than FSELX's 11.11% yield.


TTM20252024202320222021202020192018201720162015
FFXSX
Fidelity Limited Term Government Fund
3.04%3.30%2.96%2.21%0.72%0.42%1.23%1.88%1.35%1.18%1.20%0.85%
FSELX
Fidelity Select Semiconductors Portfolio
11.11%11.11%7.97%7.20%6.69%6.99%8.13%3.36%26.80%14.44%3.82%15.22%

Drawdowns

FFXSX vs. FSELX - Drawdown Comparison

The maximum FFXSX drawdown since its inception was -9.78%, smaller than the maximum FSELX drawdown of -82.54%. Use the drawdown chart below to compare losses from any high point for FFXSX and FSELX.


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Drawdown Indicators


FFXSXFSELXDifference

Max Drawdown

Largest peak-to-trough decline

-9.78%

-82.54%

+72.76%

Max Drawdown (1Y)

Largest decline over 1 year

-1.43%

-17.23%

+15.80%

Max Drawdown (5Y)

Largest decline over 5 years

-9.20%

-46.37%

+37.17%

Max Drawdown (10Y)

Largest decline over 10 years

-9.78%

-46.37%

+36.59%

Current Drawdown

Current decline from peak

-1.12%

-14.38%

+13.26%

Average Drawdown

Average peak-to-trough decline

-0.87%

-28.82%

+27.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.42%

4.21%

-3.79%

Volatility

FFXSX vs. FSELX - Volatility Comparison

The current volatility for Fidelity Limited Term Government Fund (FFXSX) is 0.74%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 10.47%. This indicates that FFXSX 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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Volatility by Period


FFXSXFSELXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

10.47%

-9.73%

Volatility (6M)

Calculated over the trailing 6-month period

1.39%

24.91%

-23.52%

Volatility (1Y)

Calculated over the trailing 1-year period

2.31%

40.89%

-38.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.02%

38.58%

-35.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.43%

34.71%

-32.28%