FSAEX vs. MSFT
Compare and contrast key facts about Fidelity Series All-Sector Equity Fund (FSAEX) and Microsoft Corporation (MSFT).
FSAEX is managed by Fidelity. It was launched on Oct 17, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSAEX or MSFT.
Key characteristics
| FSAEX | MSFT | |
|---|---|---|
| YTD Return | 25.72% | 13.69% |
| 1Y Return | 28.62% | 15.70% |
| 3Y Return (Ann) | 0.54% | 9.03% |
| 5Y Return (Ann) | 6.25% | 24.40% |
| 10Y Return (Ann) | 1.09% | 25.99% |
| Sharpe Ratio | 2.23 | 0.86 |
| Sortino Ratio | 2.92 | 1.21 |
| Omega Ratio | 1.42 | 1.16 |
| Calmar Ratio | 1.39 | 1.09 |
| Martin Ratio | 14.23 | 2.65 |
| Ulcer Index | 2.18% | 6.34% |
| Daily Std Dev | 13.94% | 19.58% |
| Max Drawdown | -50.00% | -69.41% |
| Current Drawdown | -0.37% | -8.90% |
Correlation
The correlation between FSAEX and MSFT 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.
Performance
FSAEX vs. MSFT - Performance Comparison
In the year-to-date period, FSAEX achieves a 25.72% return, which is significantly higher than MSFT's 13.69% return. Over the past 10 years, FSAEX has underperformed MSFT with an annualized return of 1.09%, while MSFT has yielded a comparatively higher 25.99% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FSAEX vs. MSFT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Series All-Sector Equity Fund (FSAEX) and Microsoft Corporation (MSFT). 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
FSAEX vs. MSFT - Dividend Comparison
FSAEX's dividend yield for the trailing twelve months is around 1.06%, more than MSFT's 0.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSAEX Fidelity Series All-Sector Equity Fund | 1.06% | 1.27% | 1.48% | 1.18% | 1.45% | 1.75% | 2.58% | 1.49% | 1.50% | 3.89% | 11.83% | 10.21% |
MSFT Microsoft Corporation | 0.71% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Drawdowns
FSAEX vs. MSFT - Drawdown Comparison
The maximum FSAEX drawdown since its inception was -50.00%, smaller than the maximum MSFT drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for FSAEX and MSFT. For additional features, visit the drawdowns tool.
Volatility
FSAEX vs. MSFT - Volatility Comparison
The current volatility for Fidelity Series All-Sector Equity Fund (FSAEX) is 4.02%, while Microsoft Corporation (MSFT) has a volatility of 7.77%. This indicates that FSAEX experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.