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FSAVX vs. RYRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSAVX vs. RYRIX - Performance Comparison

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

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FSAVX vs. RYRIX - 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%
RYRIX
Rydex Retailing Fund
-6.97%9.71%15.87%17.11%-25.91%12.25%44.72%25.44%-3.10%12.82%

Returns By Period

In the year-to-date period, FSAVX achieves a -9.58% return, which is significantly lower than RYRIX's -6.97% return. Over the past 10 years, FSAVX has outperformed RYRIX with an annualized return of 9.76%, while RYRIX has yielded a comparatively lower 8.28% 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%

RYRIX

1D
0.04%
1M
-8.65%
YTD
-6.97%
6M
-9.14%
1Y
6.55%
3Y*
9.22%
5Y*
1.00%
10Y*
8.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSAVX vs. RYRIX - Expense Ratio Comparison

FSAVX has a 0.88% expense ratio, which is lower than RYRIX's 1.40% expense ratio.


Return for Risk

FSAVX vs. RYRIX — 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

RYRIX
RYRIX Risk / Return Rank: 1414
Overall Rank
RYRIX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
RYRIX Sortino Ratio Rank: 1515
Sortino Ratio Rank
RYRIX Omega Ratio Rank: 1313
Omega Ratio Rank
RYRIX Calmar Ratio Rank: 1313
Calmar Ratio Rank
RYRIX Martin Ratio Rank: 1313
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. RYRIX - Risk-Adjusted Trends Comparison

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


FSAVXRYRIXDifference

Sharpe ratio

Return per unit of total volatility

0.10

0.38

-0.27

Sortino ratio

Return per unit of downside risk

0.30

0.71

-0.40

Omega ratio

Gain probability vs. loss probability

1.04

1.09

-0.05

Calmar ratio

Return relative to maximum drawdown

-0.04

0.38

-0.42

Martin ratio

Return relative to average drawdown

-0.14

1.14

-1.29

FSAVX vs. RYRIX - Sharpe Ratio Comparison

The current FSAVX Sharpe Ratio is 0.10, which is lower than the RYRIX Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of FSAVX and RYRIX, 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


FSAVXRYRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

0.38

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.05

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.40

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.27

+0.11

Correlation

The correlation between FSAVX and RYRIX is 0.73, 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. RYRIX - Dividend Comparison

FSAVX has not paid dividends to shareholders, while RYRIX's dividend yield for the trailing twelve months is around 1.82%.


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%
RYRIX
Rydex Retailing Fund
1.82%1.69%0.00%0.00%0.00%8.83%0.00%0.00%0.15%0.00%0.00%0.08%

Drawdowns

FSAVX vs. RYRIX - Drawdown Comparison

The maximum FSAVX drawdown since its inception was -81.27%, which is greater than RYRIX's maximum drawdown of -58.26%. Use the drawdown chart below to compare losses from any high point for FSAVX and RYRIX.


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Drawdown Indicators


FSAVXRYRIXDifference

Max Drawdown

Largest peak-to-trough decline

-81.27%

-58.26%

-23.01%

Max Drawdown (1Y)

Largest decline over 1 year

-19.11%

-13.35%

-5.76%

Max Drawdown (5Y)

Largest decline over 5 years

-41.86%

-38.37%

-3.49%

Max Drawdown (10Y)

Largest decline over 10 years

-43.28%

-38.37%

-4.91%

Current Drawdown

Current decline from peak

-18.39%

-13.19%

-5.20%

Average Drawdown

Average peak-to-trough decline

-13.37%

-13.96%

+0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.06%

4.38%

+1.68%

Volatility

FSAVX vs. RYRIX - Volatility Comparison

Fidelity Select Automotive Portfolio (FSAVX) has a higher volatility of 6.68% compared to Rydex Retailing Fund (RYRIX) at 4.98%. This indicates that FSAVX's price experiences larger fluctuations and is considered to be riskier than RYRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSAVXRYRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.68%

4.98%

+1.70%

Volatility (6M)

Calculated over the trailing 6-month period

15.68%

11.33%

+4.35%

Volatility (1Y)

Calculated over the trailing 1-year period

22.87%

19.81%

+3.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.64%

21.45%

+2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.99%

20.86%

+3.13%