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FSAGX vs. FSELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FSAGXFSELX
YTD Return28.98%33.77%
1Y Return31.33%51.97%
3Y Return (Ann)4.80%24.11%
5Y Return (Ann)6.32%33.19%
10Y Return (Ann)4.89%26.47%
Sharpe Ratio1.251.35
Daily Std Dev28.60%35.67%
Max Drawdown-77.21%-81.70%
Current Drawdown-41.07%-14.29%

Correlation

-0.50.00.51.00.1

The correlation between FSAGX and FSELX is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

FSAGX vs. FSELX - Performance Comparison

In the year-to-date period, FSAGX achieves a 28.98% return, which is significantly lower than FSELX's 33.77% return. Over the past 10 years, FSAGX has underperformed FSELX with an annualized return of 4.89%, while FSELX has yielded a comparatively higher 26.47% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%AprilMayJuneJulyAugustSeptember
35.78%
9.56%
FSAGX
FSELX

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FSAGX vs. FSELX - Expense Ratio Comparison

FSAGX has a 0.76% expense ratio, which is higher than FSELX's 0.68% expense ratio.


FSAGX
Fidelity Select Gold Portfolio
Expense ratio chart for FSAGX: current value at 0.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.76%
Expense ratio chart for FSELX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%

Risk-Adjusted Performance

FSAGX vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Gold Portfolio (FSAGX) and Fidelity Select Semiconductors Portfolio (FSELX). 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.


FSAGX
Sharpe ratio
The chart of Sharpe ratio for FSAGX, currently valued at 1.25, compared to the broader market-1.000.001.002.003.004.005.001.25
Sortino ratio
The chart of Sortino ratio for FSAGX, currently valued at 1.84, compared to the broader market0.005.0010.001.84
Omega ratio
The chart of Omega ratio for FSAGX, currently valued at 1.22, compared to the broader market1.002.003.004.001.22
Calmar ratio
The chart of Calmar ratio for FSAGX, currently valued at 0.58, compared to the broader market0.005.0010.0015.0020.000.58
Martin ratio
The chart of Martin ratio for FSAGX, currently valued at 5.07, compared to the broader market0.0020.0040.0060.0080.00100.005.07
FSELX
Sharpe ratio
The chart of Sharpe ratio for FSELX, currently valued at 1.35, compared to the broader market-1.000.001.002.003.004.005.001.35
Sortino ratio
The chart of Sortino ratio for FSELX, currently valued at 1.89, compared to the broader market0.005.0010.001.89
Omega ratio
The chart of Omega ratio for FSELX, currently valued at 1.24, compared to the broader market1.002.003.004.001.24
Calmar ratio
The chart of Calmar ratio for FSELX, currently valued at 1.97, compared to the broader market0.005.0010.0015.0020.001.97
Martin ratio
The chart of Martin ratio for FSELX, currently valued at 6.21, compared to the broader market0.0020.0040.0060.0080.00100.006.21

FSAGX vs. FSELX - Sharpe Ratio Comparison

The current FSAGX Sharpe Ratio is 1.25, which roughly equals the FSELX Sharpe Ratio of 1.35. The chart below compares the 12-month rolling Sharpe Ratio of FSAGX and FSELX.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
1.25
1.35
FSAGX
FSELX

Dividends

FSAGX vs. FSELX - Dividend Comparison

FSAGX's dividend yield for the trailing twelve months is around 0.49%, less than FSELX's 5.25% yield.


TTM20232022202120202019201820172016201520142013
FSAGX
Fidelity Select Gold Portfolio
0.49%0.99%0.36%1.60%4.40%0.54%0.00%0.22%3.57%0.00%0.00%0.00%
FSELX
Fidelity Select Semiconductors Portfolio
5.25%7.20%6.69%6.99%8.13%3.36%26.80%14.65%3.82%16.31%3.48%0.61%

Drawdowns

FSAGX vs. FSELX - Drawdown Comparison

The maximum FSAGX drawdown since its inception was -77.21%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for FSAGX and FSELX. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-41.07%
-14.29%
FSAGX
FSELX

Volatility

FSAGX vs. FSELX - Volatility Comparison

The current volatility for Fidelity Select Gold Portfolio (FSAGX) is 8.34%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 14.26%. This indicates that FSAGX experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%AprilMayJuneJulyAugustSeptember
8.34%
14.26%
FSAGX
FSELX