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

Correlation

The correlation between FPCGX and FSELX is 0.77, 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.


-0.50.00.51.00.8

Performance

FPCGX vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fort Pitt Capital Total Return Fund (FPCGX) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-10.34%
6.54%
FPCGX
FSELX

Key characteristics

Sharpe Ratio

FPCGX:

-0.24

FSELX:

0.68

Sortino Ratio

FPCGX:

-0.16

FSELX:

1.11

Omega Ratio

FPCGX:

0.97

FSELX:

1.14

Calmar Ratio

FPCGX:

-0.18

FSELX:

1.07

Martin Ratio

FPCGX:

-0.67

FSELX:

2.74

Ulcer Index

FPCGX:

7.74%

FSELX:

9.55%

Daily Std Dev

FPCGX:

21.37%

FSELX:

38.30%

Max Drawdown

FPCGX:

-57.71%

FSELX:

-81.70%

Current Drawdown

FPCGX:

-26.46%

FSELX:

-6.58%

Returns By Period

In the year-to-date period, FPCGX achieves a 3.33% return, which is significantly lower than FSELX's 5.65% return. Over the past 10 years, FPCGX has underperformed FSELX with an annualized return of 2.72%, while FSELX has yielded a comparatively higher 17.07% annualized return.


FPCGX

YTD

3.33%

1M

0.43%

6M

-11.08%

1Y

-3.64%

5Y*

-0.41%

10Y*

2.72%

FSELX

YTD

5.65%

1M

0.26%

6M

2.85%

1Y

30.05%

5Y*

22.87%

10Y*

17.07%

*Annualized

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


FPCGX vs. FSELX - Expense Ratio Comparison

FPCGX has a 1.00% expense ratio, which is higher than FSELX's 0.68% expense ratio.


FPCGX
Fort Pitt Capital Total Return Fund
Expense ratio chart for FPCGX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%
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%

Risk-Adjusted Performance

FPCGX vs. FSELX — Risk-Adjusted Performance Rank

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

FPCGX
The Risk-Adjusted Performance Rank of FPCGX is 33
Overall Rank
The Sharpe Ratio Rank of FPCGX is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of FPCGX is 33
Sortino Ratio Rank
The Omega Ratio Rank of FPCGX is 33
Omega Ratio Rank
The Calmar Ratio Rank of FPCGX is 22
Calmar Ratio Rank
The Martin Ratio Rank of FPCGX is 22
Martin Ratio Rank

FSELX
The Risk-Adjusted Performance Rank of FSELX is 4141
Overall Rank
The Sharpe Ratio Rank of FSELX is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of FSELX is 3535
Sortino Ratio Rank
The Omega Ratio Rank of FSELX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of FSELX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of FSELX is 4040
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FPCGX vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fort Pitt Capital Total Return Fund (FPCGX) 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 FPCGX, currently valued at -0.24, compared to the broader market-1.000.001.002.003.004.00-0.240.68
The chart of Sortino ratio for FPCGX, currently valued at -0.16, compared to the broader market0.002.004.006.008.0010.0012.00-0.161.11
The chart of Omega ratio for FPCGX, currently valued at 0.97, compared to the broader market1.002.003.004.000.971.14
The chart of Calmar ratio for FPCGX, currently valued at -0.18, compared to the broader market0.005.0010.0015.0020.00-0.181.07
The chart of Martin ratio for FPCGX, currently valued at -0.67, compared to the broader market0.0020.0040.0060.0080.00-0.672.74
FPCGX
FSELX

The current FPCGX Sharpe Ratio is -0.24, which is lower than the FSELX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of FPCGX 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.24
0.68
FPCGX
FSELX

Dividends

FPCGX vs. FSELX - Dividend Comparison

FPCGX's dividend yield for the trailing twelve months is around 0.21%, while FSELX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FPCGX
Fort Pitt Capital Total Return Fund
0.21%0.21%0.97%0.87%0.61%0.88%1.04%1.15%0.90%0.92%0.87%0.77%
FSELX
Fidelity Select Semiconductors Portfolio
0.00%0.00%0.10%0.18%0.04%0.51%0.76%0.76%1.04%0.71%16.31%3.48%

Drawdowns

FPCGX vs. FSELX - Drawdown Comparison

The maximum FPCGX drawdown since its inception was -57.71%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for FPCGX and FSELX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%SeptemberOctoberNovemberDecember2025February
-26.46%
-6.58%
FPCGX
FSELX

Volatility

FPCGX vs. FSELX - Volatility Comparison

The current volatility for Fort Pitt Capital Total Return Fund (FPCGX) is 3.02%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 14.63%. This indicates that FPCGX 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.


5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
3.02%
14.63%
FPCGX
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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