PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FSAVX vs. FDLSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FSAVXFDLSX
YTD Return-2.74%9.26%
1Y Return-2.56%19.12%
3Y Return (Ann)-2.97%8.71%
5Y Return (Ann)13.51%12.21%
10Y Return (Ann)8.66%12.14%
Sharpe Ratio-0.081.27
Daily Std Dev18.95%15.19%
Max Drawdown-81.17%-94.48%
Current Drawdown-22.98%-8.07%

Correlation

-0.50.00.51.00.7

The correlation between FSAVX and FDLSX is 0.67, 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

FSAVX vs. FDLSX - Performance Comparison

In the year-to-date period, FSAVX achieves a -2.74% return, which is significantly lower than FDLSX's 9.26% return. Over the past 10 years, FSAVX has underperformed FDLSX with an annualized return of 8.66%, while FDLSX has yielded a comparatively higher 12.14% 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%-5.00%0.00%5.00%AprilMayJuneJulyAugustSeptember
-6.34%
5.36%
FSAVX
FDLSX

Compare stocks, funds, or ETFs

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


FSAVX vs. FDLSX - Expense Ratio Comparison

FSAVX has a 0.88% expense ratio, which is higher than FDLSX's 0.74% expense ratio.


FSAVX
Fidelity Select Automotive Portfolio
Expense ratio chart for FSAVX: current value at 0.88% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.88%
Expense ratio chart for FDLSX: current value at 0.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.74%

Risk-Adjusted Performance

FSAVX vs. FDLSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Automotive Portfolio (FSAVX) and Fidelity Select Leisure Portfolio (FDLSX). 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.


FSAVX
Sharpe ratio
The chart of Sharpe ratio for FSAVX, currently valued at -0.08, compared to the broader market-1.000.001.002.003.004.005.00-0.08
Sortino ratio
The chart of Sortino ratio for FSAVX, currently valued at 0.02, compared to the broader market0.005.0010.000.02
Omega ratio
The chart of Omega ratio for FSAVX, currently valued at 1.00, compared to the broader market1.002.003.004.001.00
Calmar ratio
The chart of Calmar ratio for FSAVX, currently valued at -0.05, compared to the broader market0.005.0010.0015.0020.00-0.05
Martin ratio
The chart of Martin ratio for FSAVX, currently valued at -0.22, compared to the broader market0.0020.0040.0060.0080.00-0.22
FDLSX
Sharpe ratio
The chart of Sharpe ratio for FDLSX, currently valued at 1.27, compared to the broader market-1.000.001.002.003.004.005.001.27
Sortino ratio
The chart of Sortino ratio for FDLSX, currently valued at 1.84, compared to the broader market0.005.0010.001.84
Omega ratio
The chart of Omega ratio for FDLSX, currently valued at 1.23, compared to the broader market1.002.003.004.001.23
Calmar ratio
The chart of Calmar ratio for FDLSX, currently valued at 0.65, compared to the broader market0.005.0010.0015.0020.000.65
Martin ratio
The chart of Martin ratio for FDLSX, currently valued at 5.05, compared to the broader market0.0020.0040.0060.0080.005.05

FSAVX vs. FDLSX - Sharpe Ratio Comparison

The current FSAVX Sharpe Ratio is -0.08, which is lower than the FDLSX Sharpe Ratio of 1.27. The chart below compares the 12-month rolling Sharpe Ratio of FSAVX and FDLSX.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00AprilMayJuneJulyAugustSeptember
-0.08
1.27
FSAVX
FDLSX

Dividends

FSAVX vs. FDLSX - Dividend Comparison

FSAVX's dividend yield for the trailing twelve months is around 0.85%, less than FDLSX's 2.30% yield.


TTM20232022202120202019201820172016201520142013
FSAVX
Fidelity Select Automotive Portfolio
0.85%0.86%2.61%2.58%8.57%4.08%8.17%15.51%7.13%16.22%26.08%1.83%
FDLSX
Fidelity Select Leisure Portfolio
2.30%1.64%3.32%22.77%2.36%6.43%20.10%6.33%1.01%5.56%8.61%8.06%

Drawdowns

FSAVX vs. FDLSX - Drawdown Comparison

The maximum FSAVX drawdown since its inception was -81.17%, smaller than the maximum FDLSX drawdown of -94.48%. Use the drawdown chart below to compare losses from any high point for FSAVX and FDLSX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%AprilMayJuneJulyAugustSeptember
-22.98%
-8.07%
FSAVX
FDLSX

Volatility

FSAVX vs. FDLSX - Volatility Comparison

Fidelity Select Automotive Portfolio (FSAVX) has a higher volatility of 6.03% compared to Fidelity Select Leisure Portfolio (FDLSX) at 4.12%. This indicates that FSAVX's price experiences larger fluctuations and is considered to be riskier than FDLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%AprilMayJuneJulyAugustSeptember
6.03%
4.12%
FSAVX
FDLSX