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FIDRX vs. IDE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIDRX vs. IDE - Performance Comparison

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

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FIDRX vs. IDE - Yearly Performance Comparison


Returns By Period


FIDRX

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

IDE

1D
2.38%
1M
-11.99%
YTD
2.94%
6M
7.90%
1Y
31.54%
3Y*
21.97%
5Y*
10.77%
10Y*
10.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIDRX vs. IDE - Expense Ratio Comparison

FIDRX has a 0.68% expense ratio, which is higher than IDE's 0.01% expense ratio.


Return for Risk

FIDRX vs. IDE — Risk / Return Rank

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

FIDRX

IDE
IDE Risk / Return Rank: 8686
Overall Rank
IDE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IDE Sortino Ratio Rank: 8585
Sortino Ratio Rank
IDE Omega Ratio Rank: 8787
Omega Ratio Rank
IDE Calmar Ratio Rank: 8686
Calmar Ratio Rank
IDE Martin Ratio Rank: 8282
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. IDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Industrials Portfolio (FIDRX) and Voya Infrastructure, Industrials and Materials Fund (IDE). 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. IDE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FIDRXIDEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

-3.34

0.36

-3.70

Correlation

The correlation between FIDRX and IDE is 0.80, 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. IDE - Dividend Comparison

FIDRX has not paid dividends to shareholders, while IDE's dividend yield for the trailing twelve months is around 10.42%.


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%
IDE
Voya Infrastructure, Industrials and Materials Fund
10.42%10.57%12.11%9.00%9.99%7.58%8.89%9.02%16.46%6.88%10.67%12.56%

Drawdowns

FIDRX vs. IDE - Drawdown Comparison

The maximum FIDRX drawdown since its inception was -6.17%, smaller than the maximum IDE drawdown of -52.43%. Use the drawdown chart below to compare losses from any high point for FIDRX and IDE.


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Drawdown Indicators


FIDRXIDEDifference

Max Drawdown

Largest peak-to-trough decline

-6.17%

-52.43%

+46.26%

Max Drawdown (1Y)

Largest decline over 1 year

-14.34%

Max Drawdown (5Y)

Largest decline over 5 years

-30.52%

Max Drawdown (10Y)

Largest decline over 10 years

-52.43%

Current Drawdown

Current decline from peak

-6.17%

-12.30%

+6.13%

Average Drawdown

Average peak-to-trough decline

-2.01%

-11.39%

+9.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.90%

Volatility

FIDRX vs. IDE - Volatility Comparison


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Volatility by Period


FIDRXIDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.32%

Volatility (6M)

Calculated over the trailing 6-month period

10.90%

Volatility (1Y)

Calculated over the trailing 1-year period

23.89%

18.09%

+5.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.89%

18.19%

+5.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.89%

20.86%

+3.03%