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

Correlation

The correlation between FIFGX and FSELX is 0.27, 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.


Performance

FIFGX vs. FSELX - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

FIFGX:

-0.17

FSELX:

-0.22

Sortino Ratio

FIFGX:

-0.08

FSELX:

-0.03

Omega Ratio

FIFGX:

0.99

FSELX:

1.00

Calmar Ratio

FIFGX:

-0.09

FSELX:

-0.28

Martin Ratio

FIFGX:

-0.43

FSELX:

-0.70

Ulcer Index

FIFGX:

5.50%

FSELX:

15.73%

Daily Std Dev

FIFGX:

16.72%

FSELX:

46.34%

Max Drawdown

FIFGX:

-29.57%

FSELX:

-81.70%

Current Drawdown

FIFGX:

-19.74%

FSELX:

-27.58%

Returns By Period

In the year-to-date period, FIFGX achieves a -0.98% return, which is significantly higher than FSELX's -18.11% return.


FIFGX

YTD

-0.98%

1M

1.92%

6M

0.29%

1Y

-2.30%

5Y*

13.70%

10Y*

N/A

FSELX

YTD

-18.11%

1M

7.83%

6M

-24.74%

1Y

-11.09%

5Y*

20.57%

10Y*

14.14%

*Annualized

Compare stocks, funds, or ETFs

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


FIFGX vs. FSELX - Expense Ratio Comparison

FIFGX has a 0.39% expense ratio, which is lower than FSELX's 0.68% expense ratio.


Risk-Adjusted Performance

FIFGX vs. FSELX — Risk-Adjusted Performance Rank

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

FIFGX
The Risk-Adjusted Performance Rank of FIFGX is 1414
Overall Rank
The Sharpe Ratio Rank of FIFGX is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of FIFGX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of FIFGX is 1515
Omega Ratio Rank
The Calmar Ratio Rank of FIFGX is 1515
Calmar Ratio Rank
The Martin Ratio Rank of FIFGX is 1313
Martin Ratio Rank

FSELX
The Risk-Adjusted Performance Rank of FSELX is 1111
Overall Rank
The Sharpe Ratio Rank of FSELX is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of FSELX is 1616
Sortino Ratio Rank
The Omega Ratio Rank of FSELX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of FSELX is 55
Calmar Ratio Rank
The Martin Ratio Rank of FSELX is 77
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.

FIFGX vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Inflation-Focused (FIFGX) 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 FIFGX Sharpe Ratio is -0.17, which is comparable to the FSELX Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of FIFGX 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.


Loading data...

Dividends

FIFGX vs. FSELX - Dividend Comparison

FIFGX's dividend yield for the trailing twelve months is around 4.78%, less than FSELX's 4.87% yield.


TTM20242023202220212020201920182017201620152014
FIFGX
Fidelity SAI Inflation-Focused
4.78%4.73%11.40%12.49%35.29%3.10%1.90%0.04%0.00%0.00%0.00%0.00%
FSELX
Fidelity Select Semiconductors Portfolio
4.87%3.99%7.20%6.69%6.99%8.13%3.36%26.80%14.65%3.82%16.31%3.48%

Drawdowns

FIFGX vs. FSELX - Drawdown Comparison

The maximum FIFGX drawdown since its inception was -29.57%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for FIFGX and FSELX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

FIFGX vs. FSELX - Volatility Comparison

The current volatility for Fidelity SAI Inflation-Focused (FIFGX) is 4.67%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 13.76%. This indicates that FIFGX 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.


Loading data...