FIEUX vs. FSELX

In the year-to-date period, FIEUX achieves a 22.46% return, which is significantly higher than FSELX's -8.04% return. Over the past 10 years, FIEUX has underperformed FSELX with an annualized return of 2.47%, while FSELX has yielded a comparatively higher 15.19% annualized return.

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FIEUX has a 1.06% expense ratio, which is higher than FSELX's 0.68% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Europe Fund (FIEUX) and Fidelity Select Semiconductors Portfolio (FSELX). 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.

The current FIEUX Sharpe Ratio is 0.94, which is higher than the FSELX Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of FIEUX and FSELX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FIEUX's dividend yield for the trailing twelve months is around 2.68%, while FSELX has not paid dividends to shareholders.

The maximum FIEUX drawdown since its inception was -59.38%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for FIEUX and FSELX. For additional features, visit the drawdowns tool.

The current volatility for Fidelity Europe Fund (FIEUX) is 3.28%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 11.06%. This indicates that FIEUX experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.