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FSAVX vs. RYLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSAVX vs. RYLIX - Performance Comparison

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

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FSAVX vs. RYLIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSAVX
Fidelity Select Automotive Portfolio
-9.58%8.01%6.15%32.55%-37.45%28.99%63.22%28.87%-13.78%24.00%
RYLIX
Rydex Leisure Fund
-9.54%8.99%17.03%22.86%-26.98%0.91%21.26%29.89%-13.22%20.52%

Returns By Period

The year-to-date returns for both investments are quite close, with FSAVX having a -9.58% return and RYLIX slightly higher at -9.54%. Over the past 10 years, FSAVX has outperformed RYLIX with an annualized return of 9.76%, while RYLIX has yielded a comparatively lower 6.14% annualized return.


FSAVX

1D
-0.24%
1M
-10.65%
YTD
-9.58%
6M
-17.80%
1Y
1.63%
3Y*
5.83%
5Y*
0.59%
10Y*
9.76%

RYLIX

1D
0.35%
1M
-9.29%
YTD
-9.54%
6M
-12.09%
1Y
0.29%
3Y*
7.84%
5Y*
-0.78%
10Y*
6.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSAVX vs. RYLIX - Expense Ratio Comparison

FSAVX has a 0.88% expense ratio, which is lower than RYLIX's 1.39% expense ratio.


Return for Risk

FSAVX vs. RYLIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FSAVX
FSAVX Risk / Return Rank: 77
Overall Rank
FSAVX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FSAVX Sortino Ratio Rank: 88
Sortino Ratio Rank
FSAVX Omega Ratio Rank: 88
Omega Ratio Rank
FSAVX Calmar Ratio Rank: 66
Calmar Ratio Rank
FSAVX Martin Ratio Rank: 66
Martin Ratio Rank

RYLIX
RYLIX Risk / Return Rank: 55
Overall Rank
RYLIX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
RYLIX Sortino Ratio Rank: 55
Sortino Ratio Rank
RYLIX Omega Ratio Rank: 55
Omega Ratio Rank
RYLIX Calmar Ratio Rank: 44
Calmar Ratio Rank
RYLIX Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FSAVX vs. RYLIX - Risk-Adjusted Trends Comparison

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


FSAVXRYLIXDifference

Sharpe ratio

Return per unit of total volatility

0.10

0.03

+0.07

Sortino ratio

Return per unit of downside risk

0.30

0.18

+0.12

Omega ratio

Gain probability vs. loss probability

1.04

1.02

+0.02

Calmar ratio

Return relative to maximum drawdown

-0.04

-0.15

+0.10

Martin ratio

Return relative to average drawdown

-0.14

-0.40

+0.26

FSAVX vs. RYLIX - Sharpe Ratio Comparison

The current FSAVX Sharpe Ratio is 0.10, which is higher than the RYLIX Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of FSAVX and RYLIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FSAVXRYLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

0.03

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

-0.04

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.31

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.22

+0.16

Correlation

The correlation between FSAVX and RYLIX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FSAVX vs. RYLIX - Dividend Comparison

FSAVX has not paid dividends to shareholders, while RYLIX's dividend yield for the trailing twelve months is around 0.06%.


TTM20252024202320222021202020192018201720162015
FSAVX
Fidelity Select Automotive Portfolio
0.00%0.00%0.85%0.86%2.61%2.58%8.57%4.08%7.97%15.51%7.13%16.06%
RYLIX
Rydex Leisure Fund
0.06%0.06%0.43%0.06%0.00%6.14%0.00%0.24%8.04%6.23%0.49%0.72%

Drawdowns

FSAVX vs. RYLIX - Drawdown Comparison

The maximum FSAVX drawdown since its inception was -81.27%, which is greater than RYLIX's maximum drawdown of -68.20%. Use the drawdown chart below to compare losses from any high point for FSAVX and RYLIX.


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Drawdown Indicators


FSAVXRYLIXDifference

Max Drawdown

Largest peak-to-trough decline

-81.27%

-68.20%

-13.07%

Max Drawdown (1Y)

Largest decline over 1 year

-19.11%

-14.04%

-5.07%

Max Drawdown (5Y)

Largest decline over 5 years

-41.86%

-40.24%

-1.62%

Max Drawdown (10Y)

Largest decline over 10 years

-43.28%

-42.27%

-1.01%

Current Drawdown

Current decline from peak

-18.39%

-13.74%

-4.65%

Average Drawdown

Average peak-to-trough decline

-13.37%

-16.42%

+3.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.06%

5.26%

+0.80%

Volatility

FSAVX vs. RYLIX - Volatility Comparison

Fidelity Select Automotive Portfolio (FSAVX) has a higher volatility of 6.68% compared to Rydex Leisure Fund (RYLIX) at 4.37%. This indicates that FSAVX's price experiences larger fluctuations and is considered to be riskier than RYLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSAVXRYLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.68%

4.37%

+2.31%

Volatility (6M)

Calculated over the trailing 6-month period

15.68%

10.37%

+5.31%

Volatility (1Y)

Calculated over the trailing 1-year period

22.87%

18.86%

+4.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.64%

19.87%

+3.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.99%

20.00%

+3.99%