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FPHAX vs. ETIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FPHAX vs. ETIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Pharmaceuticals Portfolio (FPHAX) and Eventide Healthcare & Life Sciences Fund (ETIHX). The values are adjusted to include any dividend payments, if applicable.

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FPHAX vs. ETIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FPHAX
Fidelity Select Pharmaceuticals Portfolio
0.39%30.41%9.39%12.54%0.94%11.79%11.16%31.73%5.41%10.70%
ETIHX
Eventide Healthcare & Life Sciences Fund
-4.72%56.73%-10.13%11.01%-19.62%-16.87%37.12%58.74%-0.27%45.83%

Returns By Period

In the year-to-date period, FPHAX achieves a 0.39% return, which is significantly higher than ETIHX's -4.72% return. Over the past 10 years, FPHAX has underperformed ETIHX with an annualized return of 11.27%, while ETIHX has yielded a comparatively higher 12.95% annualized return.


FPHAX

1D
3.02%
1M
-5.31%
YTD
0.39%
6M
13.18%
1Y
34.09%
3Y*
17.36%
5Y*
12.54%
10Y*
11.27%

ETIHX

1D
6.18%
1M
-2.47%
YTD
-4.72%
6M
20.62%
1Y
66.40%
3Y*
14.82%
5Y*
1.31%
10Y*
12.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FPHAX vs. ETIHX - Expense Ratio Comparison

FPHAX has a 0.75% expense ratio, which is lower than ETIHX's 1.30% expense ratio.


Return for Risk

FPHAX vs. ETIHX — Risk / Return Rank

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

FPHAX
FPHAX Risk / Return Rank: 7373
Overall Rank
FPHAX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FPHAX Sortino Ratio Rank: 7272
Sortino Ratio Rank
FPHAX Omega Ratio Rank: 5959
Omega Ratio Rank
FPHAX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FPHAX Martin Ratio Rank: 7272
Martin Ratio Rank

ETIHX
ETIHX Risk / Return Rank: 9494
Overall Rank
ETIHX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
ETIHX Sortino Ratio Rank: 9494
Sortino Ratio Rank
ETIHX Omega Ratio Rank: 8888
Omega Ratio Rank
ETIHX Calmar Ratio Rank: 9797
Calmar Ratio Rank
ETIHX Martin Ratio Rank: 9696
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.

FPHAX vs. ETIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Pharmaceuticals Portfolio (FPHAX) and Eventide Healthcare & Life Sciences Fund (ETIHX). 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.


FPHAXETIHXDifference

Sharpe ratio

Return per unit of total volatility

1.33

2.33

-1.00

Sortino ratio

Return per unit of downside risk

1.84

3.06

-1.22

Omega ratio

Gain probability vs. loss probability

1.24

1.39

-0.15

Calmar ratio

Return relative to maximum drawdown

2.50

4.26

-1.77

Martin ratio

Return relative to average drawdown

7.03

14.67

-7.64

FPHAX vs. ETIHX - Sharpe Ratio Comparison

The current FPHAX Sharpe Ratio is 1.33, which is lower than the ETIHX Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of FPHAX and ETIHX, 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


FPHAXETIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

2.33

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.05

+0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.46

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.52

+0.01

Correlation

The correlation between FPHAX and ETIHX is 0.67, 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.


Dividends

FPHAX vs. ETIHX - Dividend Comparison

FPHAX's dividend yield for the trailing twelve months is around 5.66%, while ETIHX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
FPHAX
Fidelity Select Pharmaceuticals Portfolio
5.66%5.68%1.90%8.08%5.18%11.09%8.85%8.33%1.65%1.62%1.07%12.63%
ETIHX
Eventide Healthcare & Life Sciences Fund
0.00%0.00%0.00%0.00%0.00%10.78%3.49%2.08%7.33%1.28%0.00%1.22%

Drawdowns

FPHAX vs. ETIHX - Drawdown Comparison

The maximum FPHAX drawdown since its inception was -38.26%, smaller than the maximum ETIHX drawdown of -55.11%. Use the drawdown chart below to compare losses from any high point for FPHAX and ETIHX.


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Drawdown Indicators


FPHAXETIHXDifference

Max Drawdown

Largest peak-to-trough decline

-38.26%

-55.11%

+16.85%

Max Drawdown (1Y)

Largest decline over 1 year

-11.00%

-12.50%

+1.50%

Max Drawdown (5Y)

Largest decline over 5 years

-28.82%

-49.49%

+20.67%

Max Drawdown (10Y)

Largest decline over 10 years

-28.82%

-55.11%

+26.29%

Current Drawdown

Current decline from peak

-7.10%

-7.09%

-0.01%

Average Drawdown

Average peak-to-trough decline

-9.21%

-18.17%

+8.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.30%

3.79%

+0.51%

Volatility

FPHAX vs. ETIHX - Volatility Comparison

The current volatility for Fidelity Select Pharmaceuticals Portfolio (FPHAX) is 6.89%, while Eventide Healthcare & Life Sciences Fund (ETIHX) has a volatility of 10.04%. This indicates that FPHAX experiences smaller price fluctuations and is considered to be less risky than ETIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FPHAXETIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.89%

10.04%

-3.15%

Volatility (6M)

Calculated over the trailing 6-month period

14.30%

17.34%

-3.04%

Volatility (1Y)

Calculated over the trailing 1-year period

23.52%

26.36%

-2.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.74%

27.84%

-10.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.81%

28.46%

-10.65%