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FSAVX vs. FDLSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FSAVX vs. FDLSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Automotive Portfolio (FSAVX) and Fidelity Select Leisure Portfolio (FDLSX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
4.77%
15.56%
FSAVX
FDLSX

Returns By Period

In the year-to-date period, FSAVX achieves a 3.97% return, which is significantly lower than FDLSX's 21.17% return. Over the past 10 years, FSAVX has underperformed FDLSX with an annualized return of 3.44%, while FDLSX has yielded a comparatively higher 12.94% annualized return.


FSAVX

YTD

3.97%

1M

3.44%

6M

3.84%

1Y

9.97%

5Y (annualized)

8.72%

10Y (annualized)

3.44%

FDLSX

YTD

21.17%

1M

2.57%

6M

15.68%

1Y

30.65%

5Y (annualized)

15.45%

10Y (annualized)

12.94%

Key characteristics


FSAVXFDLSX
Sharpe Ratio0.532.20
Sortino Ratio0.853.00
Omega Ratio1.101.39
Calmar Ratio0.333.30
Martin Ratio1.4812.34
Ulcer Index6.56%2.55%
Daily Std Dev18.37%14.29%
Max Drawdown-81.17%-51.18%
Current Drawdown-19.31%-2.48%

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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%

Correlation

-0.50.00.51.00.7

The correlation between FSAVX and FDLSX is 0.70, 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

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.


Sharpe ratio
The chart of Sharpe ratio for FSAVX, currently valued at 0.53, compared to the broader market-1.000.001.002.003.004.005.000.532.20
The chart of Sortino ratio for FSAVX, currently valued at 0.85, compared to the broader market0.005.0010.000.853.00
The chart of Omega ratio for FSAVX, currently valued at 1.10, compared to the broader market1.002.003.004.001.101.39
The chart of Calmar ratio for FSAVX, currently valued at 0.33, compared to the broader market0.005.0010.0015.0020.0025.000.333.30
The chart of Martin ratio for FSAVX, currently valued at 1.48, compared to the broader market0.0020.0040.0060.0080.00100.001.4812.34
FSAVX
FDLSX

The current FSAVX Sharpe Ratio is 0.53, which is lower than the FDLSX Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of FSAVX and FDLSX, 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 Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.53
2.20
FSAVX
FDLSX

Dividends

FSAVX vs. FDLSX - Dividend Comparison

FSAVX's dividend yield for the trailing twelve months is around 0.80%, more than FDLSX's 0.36% yield.


TTM20232022202120202019201820172016201520142013
FSAVX
Fidelity Select Automotive Portfolio
0.80%0.86%0.71%0.45%0.02%1.34%1.29%0.53%1.47%7.10%26.08%1.83%
FDLSX
Fidelity Select Leisure Portfolio
0.36%0.39%0.37%0.11%0.45%0.71%1.22%0.83%1.01%2.88%4.21%8.06%

Drawdowns

FSAVX vs. FDLSX - Drawdown Comparison

The maximum FSAVX drawdown since its inception was -81.17%, which is greater than FDLSX's maximum drawdown of -51.18%. Use the drawdown chart below to compare losses from any high point for FSAVX and FDLSX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-19.31%
-2.48%
FSAVX
FDLSX

Volatility

FSAVX vs. FDLSX - Volatility Comparison

Fidelity Select Automotive Portfolio (FSAVX) has a higher volatility of 6.05% compared to Fidelity Select Leisure Portfolio (FDLSX) at 4.53%. 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%JuneJulyAugustSeptemberOctoberNovember
6.05%
4.53%
FSAVX
FDLSX