FPHAX vs. VOO
Compare and contrast key facts about Fidelity Select Pharmaceuticals Portfolio (FPHAX) and Vanguard S&P 500 ETF (VOO).
FPHAX is managed by Fidelity. It was launched on Jun 17, 2001. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FPHAX or VOO.
Performance
FPHAX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, FPHAX achieves a 11.82% return, which is significantly lower than VOO's 25.52% return. Over the past 10 years, FPHAX has underperformed VOO with an annualized return of 3.15%, while VOO has yielded a comparatively higher 13.15% annualized return.
FPHAX
11.82%
-10.04%
-8.25%
16.74%
4.18%
3.15%
VOO
25.52%
1.19%
12.21%
32.23%
15.58%
13.15%
Key characteristics
| FPHAX | VOO | |
|---|---|---|
| Sharpe Ratio | 1.00 | 2.62 |
| Sortino Ratio | 1.46 | 3.50 |
| Omega Ratio | 1.18 | 1.49 |
| Calmar Ratio | 0.86 | 3.78 |
| Martin Ratio | 3.44 | 17.12 |
| Ulcer Index | 4.62% | 1.86% |
| Daily Std Dev | 16.00% | 12.19% |
| Max Drawdown | -37.34% | -33.99% |
| Current Drawdown | -16.56% | -1.36% |
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FPHAX vs. VOO - Expense Ratio Comparison
FPHAX has a 0.75% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between FPHAX and VOO is 0.69, 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.
Risk-Adjusted Performance
FPHAX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Pharmaceuticals Portfolio (FPHAX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
FPHAX's dividend yield for the trailing twelve months is around 0.76%, less than VOO's 1.25% 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% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
FPHAX vs. VOO - Drawdown Comparison
The maximum FPHAX drawdown since its inception was -37.34%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FPHAX and VOO. For additional features, visit the drawdowns tool.
Volatility
FPHAX vs. VOO - Volatility Comparison
Fidelity Select Pharmaceuticals Portfolio (FPHAX) has a higher volatility of 6.27% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. This indicates that FPHAX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.