FPHAX vs. VDIGX
Compare and contrast key facts about Fidelity Select Pharmaceuticals Portfolio (FPHAX) and Vanguard Dividend Growth Fund (VDIGX).
FPHAX is managed by Fidelity. It was launched on Jun 17, 2001. VDIGX is managed by Vanguard. It was launched on May 15, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FPHAX or VDIGX.
Performance
FPHAX vs. VDIGX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with FPHAX having a 11.82% return and VDIGX slightly higher at 11.92%. Over the past 10 years, FPHAX has underperformed VDIGX with an annualized return of 3.08%, while VDIGX has yielded a comparatively higher 10.79% annualized return.
FPHAX
11.82%
-10.16%
-7.77%
16.38%
4.18%
3.08%
VDIGX
11.92%
-1.90%
6.81%
16.75%
10.79%
10.79%
Key characteristics
| FPHAX | VDIGX | |
|---|---|---|
| Sharpe Ratio | 1.05 | 1.98 |
| Sortino Ratio | 1.53 | 2.73 |
| Omega Ratio | 1.19 | 1.35 |
| Calmar Ratio | 0.90 | 3.62 |
| Martin Ratio | 3.53 | 10.27 |
| Ulcer Index | 4.74% | 1.69% |
| Daily Std Dev | 15.98% | 8.76% |
| Max Drawdown | -37.34% | -45.23% |
| Current Drawdown | -16.56% | -3.15% |
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FPHAX vs. VDIGX - Expense Ratio Comparison
FPHAX has a 0.75% expense ratio, which is higher than VDIGX's 0.27% expense ratio.
Correlation
The correlation between FPHAX and VDIGX is 0.71, 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. VDIGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Pharmaceuticals Portfolio (FPHAX) and Vanguard Dividend Growth Fund (VDIGX). 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. VDIGX - Dividend Comparison
FPHAX's dividend yield for the trailing twelve months is around 0.76%, less than VDIGX's 1.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FPHAX Fidelity Select Pharmaceuticals Portfolio | 0.76% | 0.63% | 1.33% | 1.17% | 1.31% | 1.31% | 1.44% | 1.33% | 1.07% | 5.59% | 5.81% | 11.12% |
VDIGX Vanguard Dividend Growth Fund | 1.65% | 1.69% | 1.67% | 1.46% | 1.62% | 1.72% | 2.15% | 1.92% | 1.92% | 1.93% | 1.91% | 1.80% |
Drawdowns
FPHAX vs. VDIGX - Drawdown Comparison
The maximum FPHAX drawdown since its inception was -37.34%, smaller than the maximum VDIGX drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for FPHAX and VDIGX. For additional features, visit the drawdowns tool.
Volatility
FPHAX vs. VDIGX - Volatility Comparison
Fidelity Select Pharmaceuticals Portfolio (FPHAX) has a higher volatility of 6.29% compared to Vanguard Dividend Growth Fund (VDIGX) at 2.51%. This indicates that FPHAX's price experiences larger fluctuations and is considered to be riskier than VDIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.