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FIWGX vs. FSELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIWGX and FSELX is 0.02, 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.


-0.50.00.51.00.0

Performance

FIWGX vs. FSELX - Performance Comparison

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

0.00%50.00%100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
8.60%
228.48%
FIWGX
FSELX

Key characteristics

Sharpe Ratio

FIWGX:

0.32

FSELX:

0.93

Sortino Ratio

FIWGX:

0.49

FSELX:

1.42

Omega Ratio

FIWGX:

1.06

FSELX:

1.18

Calmar Ratio

FIWGX:

0.13

FSELX:

1.39

Martin Ratio

FIWGX:

1.01

FSELX:

3.87

Ulcer Index

FIWGX:

1.81%

FSELX:

8.72%

Daily Std Dev

FIWGX:

5.60%

FSELX:

36.41%

Max Drawdown

FIWGX:

-20.11%

FSELX:

-81.70%

Current Drawdown

FIWGX:

-9.13%

FSELX:

-11.44%

Returns By Period

In the year-to-date period, FIWGX achieves a 2.27% return, which is significantly lower than FSELX's 38.23% return.


FIWGX

YTD

2.27%

1M

-0.34%

6M

1.49%

1Y

2.49%

5Y*

-0.20%

10Y*

N/A

FSELX

YTD

38.23%

1M

-1.64%

6M

-6.19%

1Y

39.26%

5Y*

22.02%

10Y*

16.98%

Compare stocks, funds, or ETFs

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


FIWGX vs. FSELX - Expense Ratio Comparison

FIWGX has a 0.46% expense ratio, which is lower than FSELX's 0.68% expense ratio.


FSELX
Fidelity Select Semiconductors Portfolio
Expense ratio chart for FSELX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for FIWGX: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%

Risk-Adjusted Performance

FIWGX vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers Fidelity Core Income Fund (FIWGX) 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.


Sharpe ratio
The chart of Sharpe ratio for FIWGX, currently valued at 0.32, compared to the broader market-1.000.001.002.003.004.000.321.02
The chart of Sortino ratio for FIWGX, currently valued at 0.49, compared to the broader market-2.000.002.004.006.008.0010.000.491.53
The chart of Omega ratio for FIWGX, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.003.501.061.19
The chart of Calmar ratio for FIWGX, currently valued at 0.13, compared to the broader market0.002.004.006.008.0010.0012.0014.000.131.52
The chart of Martin ratio for FIWGX, currently valued at 1.01, compared to the broader market0.0020.0040.0060.001.014.22
FIWGX
FSELX

The current FIWGX Sharpe Ratio is 0.32, which is lower than the FSELX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of FIWGX 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.32
1.02
FIWGX
FSELX

Dividends

FIWGX vs. FSELX - Dividend Comparison

FIWGX's dividend yield for the trailing twelve months is around 4.14%, while FSELX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FIWGX
Strategic Advisers Fidelity Core Income Fund
4.14%3.80%3.01%2.02%2.50%3.01%0.55%0.00%0.00%0.00%0.00%0.00%
FSELX
Fidelity Select Semiconductors Portfolio
0.00%0.10%0.18%0.04%0.51%0.76%0.76%1.04%0.71%16.31%3.48%0.61%

Drawdowns

FIWGX vs. FSELX - Drawdown Comparison

The maximum FIWGX drawdown since its inception was -20.11%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for FIWGX and FSELX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.13%
-11.44%
FIWGX
FSELX

Volatility

FIWGX vs. FSELX - Volatility Comparison

The current volatility for Strategic Advisers Fidelity Core Income Fund (FIWGX) is 1.69%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 8.14%. This indicates that FIWGX 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.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
1.69%
8.14%
FIWGX
FSELX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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