PortfoliosLab logo
FIEUX vs. FSELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIEUX and FSELX is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

FIEUX vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Europe Fund (FIEUX) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%14,000.00%December2025FebruaryMarchAprilMay
1,568.96%
10,833.87%
FIEUX
FSELX

Key characteristics

Sharpe Ratio

FIEUX:

1.07

FSELX:

-0.19

Sortino Ratio

FIEUX:

1.52

FSELX:

0.05

Omega Ratio

FIEUX:

1.21

FSELX:

1.01

Calmar Ratio

FIEUX:

0.79

FSELX:

-0.22

Martin Ratio

FIEUX:

3.93

FSELX:

-0.57

Ulcer Index

FIEUX:

4.67%

FSELX:

15.21%

Daily Std Dev

FIEUX:

17.21%

FSELX:

46.47%

Max Drawdown

FIEUX:

-59.38%

FSELX:

-81.70%

Current Drawdown

FIEUX:

-7.87%

FSELX:

-27.93%

Returns By Period

In the year-to-date period, FIEUX achieves a 18.80% return, which is significantly higher than FSELX's -18.49% return. Over the past 10 years, FIEUX has underperformed FSELX with an annualized return of 2.57%, while FSELX has yielded a comparatively higher 14.23% annualized return.


FIEUX

YTD

18.80%

1M

5.94%

6M

15.24%

1Y

18.32%

5Y*

8.49%

10Y*

2.57%

FSELX

YTD

-18.49%

1M

-2.71%

6M

-19.53%

1Y

-7.84%

5Y*

22.06%

10Y*

14.23%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FIEUX vs. FSELX - Expense Ratio Comparison

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


Expense ratio chart for FIEUX: current value is 1.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FIEUX: 1.06%
Expense ratio chart for FSELX: current value is 0.68%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSELX: 0.68%

Risk-Adjusted Performance

FIEUX vs. FSELX — Risk-Adjusted Performance Rank

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

FIEUX
The Risk-Adjusted Performance Rank of FIEUX is 7979
Overall Rank
The Sharpe Ratio Rank of FIEUX is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of FIEUX is 7878
Sortino Ratio Rank
The Omega Ratio Rank of FIEUX is 7979
Omega Ratio Rank
The Calmar Ratio Rank of FIEUX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of FIEUX is 7979
Martin Ratio Rank

FSELX
The Risk-Adjusted Performance Rank of FSELX is 1414
Overall Rank
The Sharpe Ratio Rank of FSELX is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of FSELX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of FSELX is 1919
Omega Ratio Rank
The Calmar Ratio Rank of FSELX is 99
Calmar Ratio Rank
The Martin Ratio Rank of FSELX is 1111
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FIEUX vs. FSELX - Risk-Adjusted Performance Comparison

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 chart of Sharpe ratio for FIEUX, currently valued at 1.07, compared to the broader market-2.00-1.000.001.002.003.00
FIEUX: 1.07
FSELX: -0.19
The chart of Sortino ratio for FIEUX, currently valued at 1.52, compared to the broader market-2.000.002.004.006.008.00
FIEUX: 1.52
FSELX: 0.05
The chart of Omega ratio for FIEUX, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.00
FIEUX: 1.21
FSELX: 1.01
The chart of Calmar ratio for FIEUX, currently valued at 0.79, compared to the broader market0.002.004.006.008.00
FIEUX: 0.79
FSELX: -0.22
The chart of Martin ratio for FIEUX, currently valued at 3.93, compared to the broader market0.0010.0020.0030.0040.00
FIEUX: 3.93
FSELX: -0.57

The current FIEUX Sharpe Ratio is 1.07, which is higher than the FSELX Sharpe Ratio of -0.19. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
1.07
-0.19
FIEUX
FSELX

Dividends

FIEUX vs. FSELX - Dividend Comparison

FIEUX's dividend yield for the trailing twelve months is around 2.76%, while FSELX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FIEUX
Fidelity Europe Fund
2.76%3.28%1.62%0.00%2.87%1.15%4.44%1.01%0.97%1.14%2.78%2.59%
FSELX
Fidelity Select Semiconductors Portfolio
0.00%0.00%0.10%0.18%0.04%0.51%0.76%0.76%1.04%0.71%16.31%3.48%

Drawdowns

FIEUX vs. FSELX - Drawdown Comparison

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.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-7.87%
-27.93%
FIEUX
FSELX

Volatility

FIEUX vs. FSELX - Volatility Comparison

The current volatility for Fidelity Europe Fund (FIEUX) is 11.25%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 26.61%. 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.


5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
11.25%
26.61%
FIEUX
FSELX