PortfoliosLab logoPortfoliosLab logo
FHLC vs. FSHCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FHLC vs. FSHCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Health Care Index ETF (FHLC) and Fidelity Select Health Care Services Portfolio (FSHCX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FHLC vs. FSHCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FHLC
Fidelity MSCI Health Care Index ETF
-4.97%15.42%2.48%2.58%-5.55%20.39%18.13%21.94%4.71%23.34%
FSHCX
Fidelity Select Health Care Services Portfolio
-13.20%3.85%-13.21%1.52%0.86%20.22%18.58%19.91%10.17%24.46%

Returns By Period

In the year-to-date period, FHLC achieves a -4.97% return, which is significantly higher than FSHCX's -13.20% return. Over the past 10 years, FHLC has outperformed FSHCX with an annualized return of 9.60%, while FSHCX has yielded a comparatively lower 6.88% annualized return.


FHLC

1D
2.28%
1M
-7.46%
YTD
-4.97%
6M
5.95%
1Y
4.53%
3Y*
6.14%
5Y*
5.07%
10Y*
9.60%

FSHCX

1D
0.02%
1M
-11.93%
YTD
-13.20%
6M
-12.00%
1Y
-21.02%
3Y*
-5.07%
5Y*
-1.99%
10Y*
6.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FHLC vs. FSHCX - Expense Ratio Comparison

FHLC has a 0.08% expense ratio, which is lower than FSHCX's 0.71% expense ratio.


Return for Risk

FHLC vs. FSHCX — Risk / Return Rank

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

FHLC
FHLC Risk / Return Rank: 2121
Overall Rank
FHLC Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FHLC Sortino Ratio Rank: 2020
Sortino Ratio Rank
FHLC Omega Ratio Rank: 1919
Omega Ratio Rank
FHLC Calmar Ratio Rank: 2525
Calmar Ratio Rank
FHLC Martin Ratio Rank: 2121
Martin Ratio Rank

FSHCX
FSHCX Risk / Return Rank: 11
Overall Rank
FSHCX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
FSHCX Sortino Ratio Rank: 11
Sortino Ratio Rank
FSHCX Omega Ratio Rank: 11
Omega Ratio Rank
FSHCX Calmar Ratio Rank: 11
Calmar Ratio Rank
FSHCX Martin Ratio Rank: 22
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.

FHLC vs. FSHCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Health Care Index ETF (FHLC) and Fidelity Select Health Care Services Portfolio (FSHCX). 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.


FHLCFSHCXDifference

Sharpe ratio

Return per unit of total volatility

0.26

-0.89

+1.15

Sortino ratio

Return per unit of downside risk

0.48

-1.05

+1.53

Omega ratio

Gain probability vs. loss probability

1.06

0.85

+0.21

Calmar ratio

Return relative to maximum drawdown

0.51

-0.73

+1.24

Martin ratio

Return relative to average drawdown

1.08

-1.29

+2.37

FHLC vs. FSHCX - Sharpe Ratio Comparison

The current FHLC Sharpe Ratio is 0.26, which is higher than the FSHCX Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of FHLC and FSHCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FHLCFSHCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

-0.89

+1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

-0.11

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.32

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.52

+0.09

Correlation

The correlation between FHLC and FSHCX is 0.76, 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.


Dividends

FHLC vs. FSHCX - Dividend Comparison

FHLC's dividend yield for the trailing twelve months is around 1.44%, more than FSHCX's 0.87% yield.


TTM20252024202320222021202020192018201720162015
FHLC
Fidelity MSCI Health Care Index ETF
1.44%1.40%1.51%1.40%1.30%1.16%1.45%1.18%1.38%1.38%1.40%2.07%
FSHCX
Fidelity Select Health Care Services Portfolio
0.87%0.75%16.63%0.57%5.32%7.09%0.76%0.27%12.92%13.41%4.62%4.06%

Drawdowns

FHLC vs. FSHCX - Drawdown Comparison

The maximum FHLC drawdown since its inception was -28.76%, smaller than the maximum FSHCX drawdown of -57.81%. Use the drawdown chart below to compare losses from any high point for FHLC and FSHCX.


Loading graphics...

Drawdown Indicators


FHLCFSHCXDifference

Max Drawdown

Largest peak-to-trough decline

-28.76%

-57.81%

+29.05%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

-28.32%

+17.94%

Max Drawdown (5Y)

Largest decline over 5 years

-17.73%

-29.52%

+11.79%

Max Drawdown (10Y)

Largest decline over 10 years

-28.76%

-35.48%

+6.72%

Current Drawdown

Current decline from peak

-7.99%

-25.72%

+17.73%

Average Drawdown

Average peak-to-trough decline

-5.16%

-11.36%

+6.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.04%

15.92%

-10.88%

Volatility

FHLC vs. FSHCX - Volatility Comparison

Fidelity MSCI Health Care Index ETF (FHLC) has a higher volatility of 5.14% compared to Fidelity Select Health Care Services Portfolio (FSHCX) at 4.32%. This indicates that FHLC's price experiences larger fluctuations and is considered to be riskier than FSHCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FHLCFSHCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.14%

4.32%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

10.26%

14.42%

-4.16%

Volatility (1Y)

Calculated over the trailing 1-year period

17.61%

23.02%

-5.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.85%

18.96%

-4.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.82%

21.40%

-4.58%