FPHAX vs. PHPIX
Compare and contrast key facts about Fidelity Select Pharmaceuticals Portfolio (FPHAX) and ProFunds Pharmaceuticals UltraSector Fund (PHPIX).
FPHAX is managed by Fidelity. It was launched on Jun 17, 2001. PHPIX is managed by ProFunds. It was launched on Jun 27, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FPHAX or PHPIX.
Performance
FPHAX vs. PHPIX - Performance Comparison
Returns By Period
In the year-to-date period, FPHAX achieves a 9.19% return, which is significantly higher than PHPIX's 7.92% return. Over the past 10 years, FPHAX has outperformed PHPIX with an annualized return of 2.91%, while PHPIX has yielded a comparatively lower 1.07% annualized return.
FPHAX
9.19%
-13.34%
-9.56%
14.14%
3.85%
2.91%
PHPIX
7.92%
-8.41%
11.04%
30.69%
4.73%
1.07%
Key characteristics
| FPHAX | PHPIX | |
|---|---|---|
| Sharpe Ratio | 0.97 | 1.32 |
| Sortino Ratio | 1.43 | 1.94 |
| Omega Ratio | 1.18 | 1.22 |
| Calmar Ratio | 0.84 | 0.90 |
| Martin Ratio | 3.57 | 3.18 |
| Ulcer Index | 4.36% | 10.40% |
| Daily Std Dev | 15.96% | 24.93% |
| Max Drawdown | -37.34% | -77.37% |
| Current Drawdown | -18.52% | -17.02% |
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FPHAX vs. PHPIX - Expense Ratio Comparison
FPHAX has a 0.75% expense ratio, which is lower than PHPIX's 1.78% expense ratio.
Correlation
The correlation between FPHAX and PHPIX is 0.84, 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.
Risk-Adjusted Performance
FPHAX vs. PHPIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Pharmaceuticals Portfolio (FPHAX) and ProFunds Pharmaceuticals UltraSector Fund (PHPIX). 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
FPHAX vs. PHPIX - Dividend Comparison
FPHAX's dividend yield for the trailing twelve months is around 0.78%, more than PHPIX's 0.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FPHAX Fidelity Select Pharmaceuticals Portfolio | 0.78% | 0.63% | 1.33% | 1.17% | 1.31% | 1.31% | 1.44% | 1.33% | 1.07% | 5.59% | 5.81% | 11.12% |
PHPIX ProFunds Pharmaceuticals UltraSector Fund | 0.45% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FPHAX vs. PHPIX - Drawdown Comparison
The maximum FPHAX drawdown since its inception was -37.34%, smaller than the maximum PHPIX drawdown of -77.37%. Use the drawdown chart below to compare losses from any high point for FPHAX and PHPIX. For additional features, visit the drawdowns tool.
Volatility
FPHAX vs. PHPIX - Volatility Comparison
The current volatility for Fidelity Select Pharmaceuticals Portfolio (FPHAX) is 5.78%, while ProFunds Pharmaceuticals UltraSector Fund (PHPIX) has a volatility of 7.88%. This indicates that FPHAX experiences smaller price fluctuations and is considered to be less risky than PHPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.