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FIDRX vs. FCLTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIDRX vs. FCLTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Industrials Portfolio (FIDRX) and Fidelity Advisor Industrials Fund Class M (FCLTX). The values are adjusted to include any dividend payments, if applicable.

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FIDRX vs. FCLTX - Yearly Performance Comparison


Returns By Period


FIDRX

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

FCLTX

1D
-1.93%
1M
-12.58%
YTD
0.72%
6M
2.49%
1Y
28.88%
3Y*
24.06%
5Y*
14.13%
10Y*
12.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIDRX vs. FCLTX - Expense Ratio Comparison

FIDRX has a 0.68% expense ratio, which is lower than FCLTX's 1.27% expense ratio.


Return for Risk

FIDRX vs. FCLTX — Risk / Return Rank

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

FIDRX

FCLTX
FCLTX Risk / Return Rank: 7575
Overall Rank
FCLTX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FCLTX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FCLTX Omega Ratio Rank: 7070
Omega Ratio Rank
FCLTX Calmar Ratio Rank: 8181
Calmar Ratio Rank
FCLTX Martin Ratio Rank: 7979
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. FCLTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Industrials Portfolio (FIDRX) and Fidelity Advisor Industrials Fund Class M (FCLTX). 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. FCLTX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FIDRXFCLTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

-3.34

0.48

-3.83

Correlation

The correlation between FIDRX and FCLTX is 1.00, 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

FIDRX vs. FCLTX - Dividend Comparison

FIDRX has not paid dividends to shareholders, while FCLTX's dividend yield for the trailing twelve months is around 1.80%.


TTM20252024202320222021202020192018201720162015
FIDRX
Fidelity Select Industrials Portfolio
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FCLTX
Fidelity Advisor Industrials Fund Class M
1.80%1.82%7.91%8.95%3.54%22.27%0.60%7.40%12.19%2.81%5.59%9.09%

Drawdowns

FIDRX vs. FCLTX - Drawdown Comparison

The maximum FIDRX drawdown since its inception was -6.17%, smaller than the maximum FCLTX drawdown of -61.07%. Use the drawdown chart below to compare losses from any high point for FIDRX and FCLTX.


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Drawdown Indicators


FIDRXFCLTXDifference

Max Drawdown

Largest peak-to-trough decline

-6.17%

-61.07%

+54.90%

Max Drawdown (1Y)

Largest decline over 1 year

-13.31%

Max Drawdown (5Y)

Largest decline over 5 years

-26.59%

Max Drawdown (10Y)

Largest decline over 10 years

-42.73%

Current Drawdown

Current decline from peak

-6.17%

-13.12%

+6.95%

Average Drawdown

Average peak-to-trough decline

-2.01%

-8.39%

+6.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

Volatility

FIDRX vs. FCLTX - Volatility Comparison


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Volatility by Period


FIDRXFCLTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.69%

Volatility (6M)

Calculated over the trailing 6-month period

13.33%

Volatility (1Y)

Calculated over the trailing 1-year period

23.89%

22.50%

+1.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.89%

20.59%

+3.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.89%

21.32%

+2.57%