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FIDRX vs. ASGI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIDRX vs. ASGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Industrials Portfolio (FIDRX) and Abrdn Global Infrastructure Income Fund (ASGI). The values are adjusted to include any dividend payments, if applicable.

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FIDRX vs. ASGI - Yearly Performance Comparison


Returns By Period


FIDRX

1D
-1.93%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

ASGI

1D
1.39%
1M
-9.01%
YTD
4.33%
6M
15.09%
1Y
38.59%
3Y*
20.82%
5Y*
12.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIDRX vs. ASGI - Expense Ratio Comparison

FIDRX has a 0.68% expense ratio, which is lower than ASGI's 1.65% expense ratio.


Return for Risk

FIDRX vs. ASGI — Risk / Return Rank

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

FIDRX

ASGI
ASGI Risk / Return Rank: 9090
Overall Rank
ASGI Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ASGI Sortino Ratio Rank: 9090
Sortino Ratio Rank
ASGI Omega Ratio Rank: 8888
Omega Ratio Rank
ASGI Calmar Ratio Rank: 9090
Calmar Ratio Rank
ASGI Martin Ratio Rank: 8989
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.

FIDRX vs. ASGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Industrials Portfolio (FIDRX) and Abrdn Global Infrastructure Income Fund (ASGI). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FIDRX vs. ASGI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FIDRXASGIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

-3.34

0.75

-4.10

Correlation

The correlation between FIDRX and ASGI is 0.18, 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.


Dividends

FIDRX vs. ASGI - Dividend Comparison

FIDRX has not paid dividends to shareholders, while ASGI's dividend yield for the trailing twelve months is around 11.16%.


TTM202520242023202220212020
FIDRX
Fidelity Select Industrials Portfolio
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ASGI
Abrdn Global Infrastructure Income Fund
11.16%10.96%12.84%8.03%8.25%6.33%1.76%

Drawdowns

FIDRX vs. ASGI - Drawdown Comparison

The maximum FIDRX drawdown since its inception was -6.17%, smaller than the maximum ASGI drawdown of -23.71%. Use the drawdown chart below to compare losses from any high point for FIDRX and ASGI.


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Drawdown Indicators


FIDRXASGIDifference

Max Drawdown

Largest peak-to-trough decline

-6.17%

-23.71%

+17.54%

Max Drawdown (1Y)

Largest decline over 1 year

-15.15%

Max Drawdown (5Y)

Largest decline over 5 years

-23.71%

Current Drawdown

Current decline from peak

-6.17%

-9.86%

+3.69%

Average Drawdown

Average peak-to-trough decline

-2.01%

-5.95%

+3.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.87%

Volatility

FIDRX vs. ASGI - Volatility Comparison


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Volatility by Period


FIDRXASGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.49%

Volatility (6M)

Calculated over the trailing 6-month period

15.54%

Volatility (1Y)

Calculated over the trailing 1-year period

23.89%

19.12%

+4.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.89%

16.89%

+7.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.89%

17.36%

+6.53%