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

Correlation

The correlation between FPHAX and VOO is 0.68, 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.


-0.50.00.51.00.7

Performance

FPHAX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Pharmaceuticals Portfolio (FPHAX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
250.85%
602.93%
FPHAX
VOO

Key characteristics

Sharpe Ratio

FPHAX:

0.61

VOO:

2.25

Sortino Ratio

FPHAX:

0.94

VOO:

2.98

Omega Ratio

FPHAX:

1.12

VOO:

1.42

Calmar Ratio

FPHAX:

0.51

VOO:

3.31

Martin Ratio

FPHAX:

1.59

VOO:

14.77

Ulcer Index

FPHAX:

6.21%

VOO:

1.90%

Daily Std Dev

FPHAX:

16.19%

VOO:

12.46%

Max Drawdown

FPHAX:

-37.34%

VOO:

-33.99%

Current Drawdown

FPHAX:

-19.25%

VOO:

-2.47%

Returns By Period

In the year-to-date period, FPHAX achieves a 8.22% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, FPHAX has underperformed VOO with an annualized return of 3.33%, while VOO has yielded a comparatively higher 13.08% annualized return.


FPHAX

YTD

8.22%

1M

-3.23%

6M

-14.40%

1Y

11.57%

5Y*

2.74%

10Y*

3.33%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FPHAX vs. VOO - Expense Ratio Comparison

FPHAX has a 0.75% expense ratio, which is higher than VOO's 0.03% expense ratio.


FPHAX
Fidelity Select Pharmaceuticals Portfolio
Expense ratio chart for FPHAX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

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.


Sharpe ratio
The chart of Sharpe ratio for FPHAX, currently valued at 0.61, compared to the broader market-1.000.001.002.003.004.000.612.25
The chart of Sortino ratio for FPHAX, currently valued at 0.94, compared to the broader market-2.000.002.004.006.008.0010.000.942.98
The chart of Omega ratio for FPHAX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.003.501.121.42
The chart of Calmar ratio for FPHAX, currently valued at 0.51, compared to the broader market0.002.004.006.008.0010.0012.0014.000.513.31
The chart of Martin ratio for FPHAX, currently valued at 1.59, compared to the broader market0.0020.0040.0060.001.5914.77
FPHAX
VOO

The current FPHAX Sharpe Ratio is 0.61, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of FPHAX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
0.61
2.25
FPHAX
VOO

Dividends

FPHAX vs. VOO - Dividend Comparison

FPHAX's dividend yield for the trailing twelve months is around 0.21%, less than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
FPHAX
Fidelity Select Pharmaceuticals Portfolio
0.21%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
0.91%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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.25%
-2.47%
FPHAX
VOO

Volatility

FPHAX vs. VOO - Volatility Comparison

Fidelity Select Pharmaceuticals Portfolio (FPHAX) has a higher volatility of 4.74% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.74%
3.75%
FPHAX
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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