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

Correlation

The correlation between FPHAX and FSPTX is 0.70, 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.


Performance

FPHAX vs. FSPTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Pharmaceuticals Portfolio (FPHAX) and Fidelity Select Technology Portfolio (FSPTX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FPHAX:

-0.84

FSPTX:

0.34

Sortino Ratio

FPHAX:

-0.91

FSPTX:

0.83

Omega Ratio

FPHAX:

0.89

FSPTX:

1.11

Calmar Ratio

FPHAX:

-0.55

FSPTX:

0.49

Martin Ratio

FPHAX:

-1.17

FSPTX:

1.47

Ulcer Index

FPHAX:

13.63%

FSPTX:

9.79%

Daily Std Dev

FPHAX:

21.59%

FSPTX:

33.04%

Max Drawdown

FPHAX:

-37.34%

FSPTX:

-84.32%

Current Drawdown

FPHAX:

-26.34%

FSPTX:

-8.98%

Returns By Period

In the year-to-date period, FPHAX achieves a -9.16% return, which is significantly lower than FSPTX's -4.77% return. Over the past 10 years, FPHAX has underperformed FSPTX with an annualized return of 0.77%, while FSPTX has yielded a comparatively higher 19.35% annualized return.


FPHAX

YTD

-9.16%

1M

2.05%

6M

-14.09%

1Y

-17.97%

5Y*

0.75%

10Y*

0.77%

FSPTX

YTD

-4.77%

1M

18.17%

6M

-3.83%

1Y

11.13%

5Y*

19.71%

10Y*

19.35%

*Annualized

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FPHAX vs. FSPTX - Expense Ratio Comparison

FPHAX has a 0.75% expense ratio, which is higher than FSPTX's 0.67% expense ratio.


Risk-Adjusted Performance

FPHAX vs. FSPTX — Risk-Adjusted Performance Rank

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

FPHAX
The Risk-Adjusted Performance Rank of FPHAX is 11
Overall Rank
The Sharpe Ratio Rank of FPHAX is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of FPHAX is 11
Sortino Ratio Rank
The Omega Ratio Rank of FPHAX is 22
Omega Ratio Rank
The Calmar Ratio Rank of FPHAX is 11
Calmar Ratio Rank
The Martin Ratio Rank of FPHAX is 22
Martin Ratio Rank

FSPTX
The Risk-Adjusted Performance Rank of FSPTX is 4949
Overall Rank
The Sharpe Ratio Rank of FSPTX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPTX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of FSPTX is 5050
Omega Ratio Rank
The Calmar Ratio Rank of FSPTX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of FSPTX is 4747
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.

FPHAX vs. FSPTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Pharmaceuticals Portfolio (FPHAX) 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.


The current FPHAX Sharpe Ratio is -0.84, which is lower than the FSPTX Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of FPHAX 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.


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Dividends

FPHAX vs. FSPTX - Dividend Comparison

FPHAX's dividend yield for the trailing twelve months is around 1.47%, less than FSPTX's 4.95% yield.


TTM20242023202220212020201920182017201620152014
FPHAX
Fidelity Select Pharmaceuticals Portfolio
1.47%1.21%0.63%1.33%1.17%1.31%1.31%1.44%1.33%1.07%5.59%5.81%
FSPTX
Fidelity Select Technology Portfolio
4.95%4.71%0.01%3.95%11.62%18.86%1.61%23.63%8.31%1.49%4.28%17.85%

Drawdowns

FPHAX vs. FSPTX - Drawdown Comparison

The maximum FPHAX drawdown since its inception was -37.34%, smaller than the maximum FSPTX drawdown of -84.32%. Use the drawdown chart below to compare losses from any high point for FPHAX and FSPTX. For additional features, visit the drawdowns tool.


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Volatility

FPHAX vs. FSPTX - Volatility Comparison

Fidelity Select Pharmaceuticals Portfolio (FPHAX) has a higher volatility of 10.62% compared to Fidelity Select Technology Portfolio (FSPTX) at 9.68%. This indicates that FPHAX's price experiences larger fluctuations and is considered to be riskier than FSPTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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