FPHAX vs. VHCIX
Compare and contrast key facts about Fidelity Select Pharmaceuticals Portfolio (FPHAX) and Vanguard Health Care Index Fund Admiral Shares (VHCIX).
FPHAX is managed by Fidelity. It was launched on Jun 17, 2001. VHCIX is managed by Vanguard. It was launched on Feb 5, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FPHAX or VHCIX.
Performance
FPHAX vs. VHCIX - Performance Comparison
Returns By Period
In the year-to-date period, FPHAX achieves a 10.38% return, which is significantly higher than VHCIX's 5.17% return. Over the past 10 years, FPHAX has underperformed VHCIX with an annualized return of 2.97%, while VHCIX has yielded a comparatively higher 9.21% annualized return.
FPHAX
10.38%
-12.60%
-7.31%
16.82%
4.22%
2.97%
VHCIX
5.17%
-7.34%
-1.60%
13.46%
9.02%
9.21%
Key characteristics
| FPHAX | VHCIX | |
|---|---|---|
| Sharpe Ratio | 1.05 | 1.23 |
| Sortino Ratio | 1.53 | 1.73 |
| Omega Ratio | 1.19 | 1.22 |
| Calmar Ratio | 0.95 | 1.29 |
| Martin Ratio | 3.99 | 5.40 |
| Ulcer Index | 4.20% | 2.54% |
| Daily Std Dev | 15.93% | 11.16% |
| Max Drawdown | -37.34% | -39.12% |
| Current Drawdown | -17.64% | -9.10% |
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FPHAX vs. VHCIX - Expense Ratio Comparison
FPHAX has a 0.75% expense ratio, which is higher than VHCIX's 0.10% expense ratio.
Correlation
The correlation between FPHAX and VHCIX is 0.87, 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. VHCIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Pharmaceuticals Portfolio (FPHAX) and Vanguard Health Care Index Fund Admiral Shares (VHCIX). 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. VHCIX - Dividend Comparison
FPHAX's dividend yield for the trailing twelve months is around 0.77%, less than VHCIX's 1.47% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FPHAX Fidelity Select Pharmaceuticals Portfolio | 0.77% | 0.63% | 1.33% | 1.17% | 1.31% | 1.31% | 1.44% | 1.33% | 1.07% | 5.59% | 5.81% | 11.12% |
VHCIX Vanguard Health Care Index Fund Admiral Shares | 1.47% | 1.36% | 1.33% | 1.14% | 1.21% | 1.89% | 1.39% | 1.31% | 1.45% | 1.22% | 1.02% | 1.13% |
Drawdowns
FPHAX vs. VHCIX - Drawdown Comparison
The maximum FPHAX drawdown since its inception was -37.34%, roughly equal to the maximum VHCIX drawdown of -39.12%. Use the drawdown chart below to compare losses from any high point for FPHAX and VHCIX. For additional features, visit the drawdowns tool.
Volatility
FPHAX vs. VHCIX - Volatility Comparison
Fidelity Select Pharmaceuticals Portfolio (FPHAX) has a higher volatility of 5.80% compared to Vanguard Health Care Index Fund Admiral Shares (VHCIX) at 3.84%. This indicates that FPHAX's price experiences larger fluctuations and is considered to be riskier than VHCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.