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FGNSX vs. FSELX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGNSX vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategic Advisers Tax-Sensitive Short Duration Fund (FGNSX) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

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FGNSX vs. FSELX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FGNSX
Strategic Advisers Tax-Sensitive Short Duration Fund
-0.10%3.08%3.47%3.56%-0.36%0.14%1.04%2.11%1.47%-0.10%
FSELX
Fidelity Select Semiconductors Portfolio
7.19%52.17%49.68%78.49%-35.27%59.16%44.33%64.50%-12.01%-0.81%

Returns By Period

In the year-to-date period, FGNSX achieves a -0.10% return, which is significantly lower than FSELX's 7.19% return.


FGNSX

1D
0.00%
1M
-0.40%
YTD
-0.10%
6M
0.34%
1Y
1.98%
3Y*
2.99%
5Y*
1.96%
10Y*

FSELX

1D
7.19%
1M
-4.24%
YTD
7.19%
6M
13.70%
1Y
97.02%
3Y*
46.40%
5Y*
31.60%
10Y*
32.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGNSX vs. FSELX - Expense Ratio Comparison

FGNSX has a 0.07% expense ratio, which is lower than FSELX's 0.68% expense ratio.


Return for Risk

FGNSX vs. FSELX — Risk / Return Rank

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

FGNSX
FGNSX Risk / Return Rank: 4848
Overall Rank
FGNSX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FGNSX Sortino Ratio Rank: 3838
Sortino Ratio Rank
FGNSX Omega Ratio Rank: 9595
Omega Ratio Rank
FGNSX Calmar Ratio Rank: 4242
Calmar Ratio Rank
FGNSX Martin Ratio Rank: 2525
Martin Ratio Rank

FSELX
FSELX Risk / Return Rank: 9696
Overall Rank
FSELX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FSELX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FSELX Omega Ratio Rank: 9191
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.

FGNSX vs. FSELX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers Tax-Sensitive Short Duration Fund (FGNSX) 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.


FGNSXFSELXDifference

Sharpe ratio

Return per unit of total volatility

0.84

2.40

-1.55

Sortino ratio

Return per unit of downside risk

1.22

3.02

-1.81

Omega ratio

Gain probability vs. loss probability

1.54

1.43

+0.11

Calmar ratio

Return relative to maximum drawdown

1.07

5.65

-4.58

Martin ratio

Return relative to average drawdown

2.74

22.93

-20.19

FGNSX vs. FSELX - Sharpe Ratio Comparison

The current FGNSX Sharpe Ratio is 0.84, which is lower than the FSELX Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of FGNSX 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


FGNSXFSELXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

2.40

-1.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

0.82

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

0.50

+0.56

Correlation

The correlation between FGNSX and FSELX is -0.01. 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

FGNSX vs. FSELX - Dividend Comparison

FGNSX's dividend yield for the trailing twelve months is around 1.86%, less than FSELX's 10.36% yield.


TTM20252024202320222021202020192018201720162015
FGNSX
Strategic Advisers Tax-Sensitive Short Duration Fund
1.86%2.63%3.31%2.57%0.84%0.34%0.83%1.79%1.36%0.00%0.00%0.00%
FSELX
Fidelity Select Semiconductors Portfolio
10.36%11.11%7.97%7.20%6.69%6.99%8.13%3.36%26.80%14.44%3.82%15.22%

Drawdowns

FGNSX vs. FSELX - Drawdown Comparison

The maximum FGNSX drawdown since its inception was -2.35%, smaller than the maximum FSELX drawdown of -82.54%. Use the drawdown chart below to compare losses from any high point for FGNSX and FSELX.


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Drawdown Indicators


FGNSXFSELXDifference

Max Drawdown

Largest peak-to-trough decline

-2.35%

-82.54%

+80.19%

Max Drawdown (1Y)

Largest decline over 1 year

-2.35%

-17.23%

+14.88%

Max Drawdown (5Y)

Largest decline over 5 years

-2.35%

-46.37%

+44.02%

Max Drawdown (10Y)

Largest decline over 10 years

-46.37%

Current Drawdown

Current decline from peak

-0.50%

-8.22%

+7.72%

Average Drawdown

Average peak-to-trough decline

-0.25%

-28.82%

+28.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

4.24%

-3.32%

Volatility

FGNSX vs. FSELX - Volatility Comparison

The current volatility for Strategic Advisers Tax-Sensitive Short Duration Fund (FGNSX) is 0.23%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 12.78%. This indicates that FGNSX 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


FGNSXFSELXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.23%

12.78%

-12.55%

Volatility (6M)

Calculated over the trailing 6-month period

0.66%

25.83%

-25.17%

Volatility (1Y)

Calculated over the trailing 1-year period

3.86%

41.39%

-37.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.04%

38.69%

-36.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.66%

34.78%

-33.12%