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FIUIX vs. RYUIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIUIX vs. RYUIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Telecom and Utilities Fund (FIUIX) and Rydex Utilities Fund (RYUIX). The values are adjusted to include any dividend payments, if applicable.

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FIUIX vs. RYUIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIUIX
Fidelity Telecom and Utilities Fund
7.85%4.91%30.29%3.37%5.00%7.18%2.08%22.09%3.33%11.98%
RYUIX
Rydex Utilities Fund
7.22%17.90%20.25%-6.78%1.32%15.08%-4.56%19.38%4.07%11.36%

Returns By Period

In the year-to-date period, FIUIX achieves a 7.85% return, which is significantly higher than RYUIX's 7.22% return. Over the past 10 years, FIUIX has outperformed RYUIX with an annualized return of 9.93%, while RYUIX has yielded a comparatively lower 8.29% annualized return.


FIUIX

1D
-0.31%
1M
-4.03%
YTD
7.85%
6M
-0.97%
1Y
6.74%
3Y*
15.50%
5Y*
10.99%
10Y*
9.93%

RYUIX

1D
0.49%
1M
-3.53%
YTD
7.22%
6M
5.29%
1Y
19.88%
3Y*
13.37%
5Y*
9.84%
10Y*
8.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIUIX vs. RYUIX - Expense Ratio Comparison

FIUIX has a 0.60% expense ratio, which is lower than RYUIX's 1.39% expense ratio.


Return for Risk

FIUIX vs. RYUIX — Risk / Return Rank

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

FIUIX
FIUIX Risk / Return Rank: 1818
Overall Rank
FIUIX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
FIUIX Sortino Ratio Rank: 1616
Sortino Ratio Rank
FIUIX Omega Ratio Rank: 1717
Omega Ratio Rank
FIUIX Calmar Ratio Rank: 2121
Calmar Ratio Rank
FIUIX Martin Ratio Rank: 1717
Martin Ratio Rank

RYUIX
RYUIX Risk / Return Rank: 7575
Overall Rank
RYUIX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
RYUIX Sortino Ratio Rank: 7575
Sortino Ratio Rank
RYUIX Omega Ratio Rank: 6767
Omega Ratio Rank
RYUIX Calmar Ratio Rank: 9191
Calmar Ratio Rank
RYUIX Martin Ratio Rank: 6767
Martin Ratio Rank
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.

FIUIX vs. RYUIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Telecom and Utilities Fund (FIUIX) and Rydex Utilities Fund (RYUIX). 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.


FIUIXRYUIXDifference

Sharpe ratio

Return per unit of total volatility

0.47

1.40

-0.93

Sortino ratio

Return per unit of downside risk

0.69

1.89

-1.19

Omega ratio

Gain probability vs. loss probability

1.10

1.26

-0.16

Calmar ratio

Return relative to maximum drawdown

0.60

2.64

-2.04

Martin ratio

Return relative to average drawdown

1.67

6.40

-4.73

FIUIX vs. RYUIX - Sharpe Ratio Comparison

The current FIUIX Sharpe Ratio is 0.47, which is lower than the RYUIX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of FIUIX and RYUIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FIUIXRYUIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

1.40

-0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.60

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.44

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.28

+0.30

Correlation

The correlation between FIUIX and RYUIX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FIUIX vs. RYUIX - Dividend Comparison

FIUIX's dividend yield for the trailing twelve months is around 3.27%, more than RYUIX's 1.74% yield.


TTM20252024202320222021202020192018201720162015
FIUIX
Fidelity Telecom and Utilities Fund
3.27%2.34%6.50%7.60%3.77%5.19%3.73%6.88%10.10%5.99%3.33%3.65%
RYUIX
Rydex Utilities Fund
1.74%1.87%0.67%3.16%0.81%2.61%2.17%0.91%0.00%2.61%10.04%1.62%

Drawdowns

FIUIX vs. RYUIX - Drawdown Comparison

The maximum FIUIX drawdown since its inception was -66.48%, which is greater than RYUIX's maximum drawdown of -63.29%. Use the drawdown chart below to compare losses from any high point for FIUIX and RYUIX.


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Drawdown Indicators


FIUIXRYUIXDifference

Max Drawdown

Largest peak-to-trough decline

-66.48%

-63.29%

-3.19%

Max Drawdown (1Y)

Largest decline over 1 year

-13.84%

-8.27%

-5.57%

Max Drawdown (5Y)

Largest decline over 5 years

-16.64%

-24.28%

+7.64%

Max Drawdown (10Y)

Largest decline over 10 years

-33.51%

-36.88%

+3.37%

Current Drawdown

Current decline from peak

-5.08%

-3.53%

-1.55%

Average Drawdown

Average peak-to-trough decline

-11.78%

-14.53%

+2.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.96%

3.41%

+1.55%

Volatility

FIUIX vs. RYUIX - Volatility Comparison

Fidelity Telecom and Utilities Fund (FIUIX) and Rydex Utilities Fund (RYUIX) have volatilities of 4.97% and 4.91%, 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.


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Volatility by Period


FIUIXRYUIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

4.91%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

12.23%

9.58%

+2.65%

Volatility (1Y)

Calculated over the trailing 1-year period

16.40%

15.08%

+1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.73%

16.54%

-0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.06%

18.88%

-1.82%