FMIJX vs. FSENX
Compare and contrast key facts about FMI International Fund (FMIJX) and Fidelity Select Energy Portfolio (FSENX).
FMIJX is managed by FMI Funds. It was launched on Dec 31, 2010. FSENX is managed by Fidelity. It was launched on Jul 14, 1981.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FMIJX or FSENX.
Performance
FMIJX vs. FSENX - Performance Comparison
Returns By Period
In the year-to-date period, FMIJX achieves a 8.08% return, which is significantly lower than FSENX's 10.50% return. Over the past 10 years, FMIJX has outperformed FSENX with an annualized return of 5.49%, while FSENX has yielded a comparatively lower 3.57% annualized return.
FMIJX
8.08%
-1.40%
-0.79%
14.25%
4.55%
5.49%
FSENX
10.50%
1.89%
-4.87%
11.14%
14.81%
3.57%
Key characteristics
| FMIJX | FSENX | |
|---|---|---|
| Sharpe Ratio | 1.39 | 0.46 |
| Sortino Ratio | 1.97 | 0.74 |
| Omega Ratio | 1.24 | 1.09 |
| Calmar Ratio | 1.78 | 0.54 |
| Martin Ratio | 6.56 | 1.26 |
| Ulcer Index | 2.10% | 6.90% |
| Daily Std Dev | 9.91% | 18.98% |
| Max Drawdown | -37.45% | -76.56% |
| Current Drawdown | -2.79% | -8.02% |
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FMIJX vs. FSENX - Expense Ratio Comparison
FMIJX has a 0.94% expense ratio, which is higher than FSENX's 0.77% expense ratio.
Correlation
The correlation between FMIJX and FSENX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
FMIJX vs. FSENX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FMI International Fund (FMIJX) and Fidelity Select Energy Portfolio (FSENX). 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.
Dividends
FMIJX vs. FSENX - Dividend Comparison
FMIJX has not paid dividends to shareholders, while FSENX's dividend yield for the trailing twelve months is around 1.90%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMIJX FMI International Fund | 0.00% | 0.00% | 15.23% | 3.46% | 0.00% | 3.55% | 4.60% | 0.28% | 3.05% | 1.82% | 2.10% | 0.71% |
FSENX Fidelity Select Energy Portfolio | 1.90% | 1.98% | 2.50% | 2.25% | 3.43% | 1.79% | 1.44% | 1.51% | 0.50% | 1.35% | 7.36% | 13.05% |
Drawdowns
FMIJX vs. FSENX - Drawdown Comparison
The maximum FMIJX drawdown since its inception was -37.45%, smaller than the maximum FSENX drawdown of -76.56%. Use the drawdown chart below to compare losses from any high point for FMIJX and FSENX. For additional features, visit the drawdowns tool.
Volatility
FMIJX vs. FSENX - Volatility Comparison
The current volatility for FMI International Fund (FMIJX) is 3.19%, while Fidelity Select Energy Portfolio (FSENX) has a volatility of 4.83%. This indicates that FMIJX experiences smaller price fluctuations and is considered to be less risky than FSENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.