FIFGX vs. FSELX

Last updated Apr 1, 2026

Compare and contrast key facts about Fidelity SAI Inflation-Focused (FIFGX) and Fidelity Select Semiconductors Portfolio (FSELX).

FIFGX is managed by Fidelity. It was launched on Dec 20, 2018. FSELX is managed by Fidelity. It was launched on Jul 29, 1985.

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.

FIFGX vs. FSELX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
FIFGX Fidelity SAI Inflation-Focused	40.42%	7.44%	6.34%	-11.90%	9.30%	32.92%	1.48%	9.32%	-2.00%
FSELX Fidelity Select Semiconductors Portfolio	0.00%	52.17%	49.68%	78.49%	-35.27%	59.16%	44.33%	64.50%	3.69%

Returns By Period

FIFGX

• 1D: 1.03%
• 1M: 22.58%
• YTD: 40.42%
• 6M: 39.86%
• 1Y: 40.86%
• 3Y*: 13.84%
• 5Y*: 13.85%
• 10Y*: —

FSELX

• 1D: -4.27%
• 1M: -9.75%
• YTD: 0.00%
• 6M: 7.40%
• 1Y: 85.27%
• 3Y*: 43.05%
• 5Y*: 30.67%
• 10Y*: 31.42%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FIFGX vs. FSELX - Expense Ratio Comparison

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

FSELX

Fidelity Select Semiconductors Portfolio

FIFGX

Fidelity SAI Inflation-Focused

Return for Risk

FIFGX vs. FSELX — Risk / Return Rank

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

FIFGX

FIFGX Risk / Return Rank: 90
FIFGX Sharpe Ratio Rank: 92
FIFGX Sortino Ratio Rank: 91
FIFGX Omega Ratio Rank: 86
FIFGX Calmar Ratio Rank: 96
FIFGX Martin Ratio Rank: 87

FSELX

FSELX Risk / Return Rank: 94
FSELX Sharpe Ratio Rank: 93
FSELX Sortino Ratio Rank: 92
FSELX Omega Ratio Rank: 89
FSELX Calmar Ratio Rank: 98
FSELX Martin Ratio Rank: 98

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.

FIFGX vs. FSELX - Risk-Adjusted Trends 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.

	FIFGX	FSELX	Difference
Sharpe ratio Return per unit of total volatility	2.00	2.07	-0.07
Sortino ratio Return per unit of downside risk	2.62	2.72	-0.10
Omega ratio Gain probability vs. loss probability	1.36	1.38	-0.03
Calmar ratio Return relative to maximum drawdown	3.50	4.58	-1.07
Martin ratio Return relative to average drawdown	9.26	18.71	-9.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FIFGX vs. FSELX - Sharpe Ratio Comparison

The current FIFGX Sharpe Ratio is 2.00, which is comparable to the FSELX Sharpe Ratio of 2.07. 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.

Sharpe Ratios by Period

	FIFGX	FSELX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.00	2.07	-0.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.03	0.80	-0.77
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.91	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.03	0.49	-0.46

Correlation

The correlation between FIFGX and FSELX is 0.20, 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

FIFGX vs. FSELX - Dividend Comparison

FIFGX's dividend yield for the trailing twelve months is around 3.87%, less than FSELX's 11.11% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FIFGX Fidelity SAI Inflation-Focused	3.87%	5.44%	4.73%	2.43%	12.64%	35.77%	3.10%	1.59%	0.00%	0.00%	0.00%	0.00%
FSELX Fidelity Select Semiconductors Portfolio	11.11%	11.11%	7.97%	7.20%	6.69%	6.99%	8.13%	3.36%	26.80%	14.44%	3.82%	15.22%

Drawdowns

FIFGX vs. FSELX - Drawdown Comparison

The maximum FIFGX drawdown since its inception was -92.38%, which is greater than FSELX's maximum drawdown of -82.54%. Use the drawdown chart below to compare losses from any high point for FIFGX and FSELX.

Drawdown Indicators

	FIFGX	FSELX	Difference
Max Drawdown Largest peak-to-trough decline	-92.38%	-82.54%	-9.84%
Max Drawdown (1Y) Largest decline over 1 year	-12.22%	-17.23%	+5.01%
Max Drawdown (5Y) Largest decline over 5 years	-92.38%	-46.37%	-46.01%
Max Drawdown (10Y) Largest decline over 10 years	—	-46.37%	—
Current Drawdown Current decline from peak	0.00%	-14.38%	+14.38%
Average Drawdown Average peak-to-trough decline	-14.19%	-28.82%	+14.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.63%	4.21%	+0.42%

Volatility

FIFGX vs. FSELX - Volatility Comparison

Fidelity SAI Inflation-Focused (FIFGX) and Fidelity Select Semiconductors Portfolio (FSELX) have volatilities of 10.69% and 10.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FIFGX	FSELX	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.69%	10.47%	+0.22%
Volatility (6M) Calculated over the trailing 6-month period	16.35%	24.91%	-8.56%
Volatility (1Y) Calculated over the trailing 1-year period	21.61%	40.89%	-19.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	408.16%	38.58%	+369.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	338.61%	34.71%	+303.90%