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FLCPX vs. FSPTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLCPX and FSPTX is 0.85, 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.


-0.50.00.51.00.9

Performance

FLCPX vs. FSPTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI U.S. Large Cap Index Fund (FLCPX) and Fidelity Select Technology Portfolio (FSPTX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.89%
3.48%
FLCPX
FSPTX

Key characteristics

Sharpe Ratio

FLCPX:

1.96

FSPTX:

1.22

Sortino Ratio

FLCPX:

2.62

FSPTX:

1.69

Omega Ratio

FLCPX:

1.36

FSPTX:

1.22

Calmar Ratio

FLCPX:

2.92

FSPTX:

1.81

Martin Ratio

FLCPX:

12.94

FSPTX:

6.03

Ulcer Index

FLCPX:

1.91%

FSPTX:

4.82%

Daily Std Dev

FLCPX:

12.59%

FSPTX:

23.93%

Max Drawdown

FLCPX:

-33.87%

FSPTX:

-84.32%

Current Drawdown

FLCPX:

-3.65%

FSPTX:

-8.65%

Returns By Period

In the year-to-date period, FLCPX achieves a 24.62% return, which is significantly lower than FSPTX's 29.29% return.


FLCPX

YTD

24.62%

1M

-0.73%

6M

7.89%

1Y

26.55%

5Y*

14.53%

10Y*

N/A

FSPTX

YTD

29.29%

1M

-2.80%

6M

3.48%

1Y

31.50%

5Y*

13.37%

10Y*

12.82%

Compare stocks, funds, or ETFs

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


FLCPX vs. FSPTX - Expense Ratio Comparison

FLCPX has a 0.02% expense ratio, which is lower than FSPTX's 0.67% expense ratio.


FSPTX
Fidelity Select Technology Portfolio
Expense ratio chart for FSPTX: current value at 0.67% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.67%
Expense ratio chart for FLCPX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

FLCPX vs. FSPTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI U.S. Large Cap Index Fund (FLCPX) and Fidelity Select Technology Portfolio (FSPTX). 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 FLCPX, currently valued at 1.96, compared to the broader market-1.000.001.002.003.004.001.961.22
The chart of Sortino ratio for FLCPX, currently valued at 2.62, compared to the broader market-2.000.002.004.006.008.0010.002.621.69
The chart of Omega ratio for FLCPX, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.003.501.361.22
The chart of Calmar ratio for FLCPX, currently valued at 2.92, compared to the broader market0.002.004.006.008.0010.0012.0014.002.921.81
The chart of Martin ratio for FLCPX, currently valued at 12.94, compared to the broader market0.0020.0040.0060.0012.946.03
FLCPX
FSPTX

The current FLCPX Sharpe Ratio is 1.96, which is higher than the FSPTX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of FLCPX and FSPTX, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.96
1.22
FLCPX
FSPTX

Dividends

FLCPX vs. FSPTX - Dividend Comparison

FLCPX's dividend yield for the trailing twelve months is around 0.68%, while FSPTX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FLCPX
Fidelity SAI U.S. Large Cap Index Fund
0.68%1.62%1.94%1.50%1.79%1.74%2.10%1.34%0.76%0.00%0.00%0.00%
FSPTX
Fidelity Select Technology Portfolio
0.00%0.01%0.00%0.00%0.09%0.25%0.14%0.00%0.05%4.28%17.85%8.07%

Drawdowns

FLCPX vs. FSPTX - Drawdown Comparison

The maximum FLCPX drawdown since its inception was -33.87%, smaller than the maximum FSPTX drawdown of -84.32%. Use the drawdown chart below to compare losses from any high point for FLCPX and FSPTX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.65%
-8.65%
FLCPX
FSPTX

Volatility

FLCPX vs. FSPTX - Volatility Comparison

The current volatility for Fidelity SAI U.S. Large Cap Index Fund (FLCPX) is 3.60%, while Fidelity Select Technology Portfolio (FSPTX) has a volatility of 7.26%. This indicates that FLCPX experiences smaller price fluctuations and is considered to be less risky than FSPTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
3.60%
7.26%
FLCPX
FSPTX
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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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