FIDSX vs. ASFYX
Compare and contrast key facts about Fidelity Select Financial Services Portfolio (FIDSX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
FIDSX is managed by BlackRock. It was launched on Dec 10, 1981. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
FIDSX vs. ASFYX - Performance Comparison
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FIDSX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIDSX Fidelity Select Financial Services Portfolio | -9.46% | 9.33% | 27.56% | 14.53% | -8.19% | 33.13% | 1.22% | 34.25% | -16.13% | 20.92% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 6.59% | -9.67% | -3.22% | -10.33% | 35.67% | 3.52% | 13.59% | 8.99% | -12.59% | 6.78% |
Returns By Period
In the year-to-date period, FIDSX achieves a -9.46% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, FIDSX has outperformed ASFYX with an annualized return of 11.65%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
FIDSX
- 1D
- 0.98%
- 1M
- -5.37%
- YTD
- -9.46%
- 6M
- -10.80%
- 1Y
- -0.81%
- 3Y*
- 15.35%
- 5Y*
- 8.37%
- 10Y*
- 11.65%
ASFYX
- 1D
- 0.00%
- 1M
- -1.55%
- YTD
- 6.59%
- 6M
- 10.95%
- 1Y
- 3.41%
- 3Y*
- -2.89%
- 5Y*
- 2.30%
- 10Y*
- 1.87%
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FIDSX vs. ASFYX - Expense Ratio Comparison
FIDSX has a 0.73% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
FIDSX vs. ASFYX — Risk / Return Rank
FIDSX
ASFYX
FIDSX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Financial Services Portfolio (FIDSX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX). 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.
| FIDSX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.00 | 0.18 | -0.17 |
Sortino ratioReturn per unit of downside risk | 0.15 | 0.30 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.04 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | -0.15 | 0.10 | -0.25 |
Martin ratioReturn relative to average drawdown | -0.41 | 0.16 | -0.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FIDSX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.00 | 0.18 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.17 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.15 | +0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.31 | +0.16 |
Correlation
The correlation between FIDSX and ASFYX is 0.14, 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
FIDSX vs. ASFYX - Dividend Comparison
FIDSX's dividend yield for the trailing twelve months is around 1.88%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIDSX Fidelity Select Financial Services Portfolio | 1.88% | 1.70% | 1.86% | 3.01% | 11.32% | 4.12% | 5.86% | 5.57% | 12.89% | 4.22% | 1.00% | 0.70% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 1.43% | 1.52% | 1.46% | 0.99% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% |
Drawdowns
FIDSX vs. ASFYX - Drawdown Comparison
The maximum FIDSX drawdown since its inception was -74.26%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for FIDSX and ASFYX.
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Drawdown Indicators
| FIDSX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.26% | -36.43% | -37.83% |
Max Drawdown (1Y)Largest decline over 1 year | -16.60% | -13.51% | -3.09% |
Max Drawdown (5Y)Largest decline over 5 years | -24.49% | -36.43% | +11.94% |
Max Drawdown (10Y)Largest decline over 10 years | -45.48% | -36.43% | -9.05% |
Current DrawdownCurrent decline from peak | -15.78% | -24.37% | +8.59% |
Average DrawdownAverage peak-to-trough decline | -14.00% | -13.09% | -0.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.96% | 8.72% | -2.76% |
Volatility
FIDSX vs. ASFYX - Volatility Comparison
Fidelity Select Financial Services Portfolio (FIDSX) has a higher volatility of 4.53% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that FIDSX's price experiences larger fluctuations and is considered to be riskier than ASFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIDSX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.53% | 3.86% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 13.73% | 10.01% | +3.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.95% | 13.02% | +8.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.95% | 13.68% | +7.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.68% | 12.68% | +11.00% |