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

Correlation

The correlation between FSAVX and VOO is 0.78, 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.


-0.50.00.51.00.8

Performance

FSAVX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Automotive Portfolio (FSAVX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
10.29%
8.89%
FSAVX
VOO

Key characteristics

Sharpe Ratio

FSAVX:

0.44

VOO:

2.21

Sortino Ratio

FSAVX:

0.73

VOO:

2.93

Omega Ratio

FSAVX:

1.09

VOO:

1.41

Calmar Ratio

FSAVX:

0.28

VOO:

3.25

Martin Ratio

FSAVX:

1.22

VOO:

14.47

Ulcer Index

FSAVX:

6.58%

VOO:

1.90%

Daily Std Dev

FSAVX:

18.38%

VOO:

12.43%

Max Drawdown

FSAVX:

-81.17%

VOO:

-33.99%

Current Drawdown

FSAVX:

-18.00%

VOO:

-2.87%

Returns By Period

In the year-to-date period, FSAVX achieves a 5.66% return, which is significantly lower than VOO's 25.49% return. Over the past 10 years, FSAVX has underperformed VOO with an annualized return of 3.25%, while VOO has yielded a comparatively higher 13.04% annualized return.


FSAVX

YTD

5.66%

1M

1.93%

6M

10.29%

1Y

6.20%

5Y*

8.81%

10Y*

3.25%

VOO

YTD

25.49%

1M

0.01%

6M

8.65%

1Y

27.45%

5Y*

14.70%

10Y*

13.04%

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. VOO - Expense Ratio Comparison

FSAVX has a 0.88% expense ratio, which is higher than VOO's 0.03% 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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

FSAVX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Automotive Portfolio (FSAVX) and Vanguard S&P 500 ETF (VOO). 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 0.44, compared to the broader market-1.000.001.002.003.004.000.442.21
The chart of Sortino ratio for FSAVX, currently valued at 0.73, compared to the broader market-2.000.002.004.006.008.0010.000.732.93
The chart of Omega ratio for FSAVX, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.003.501.091.41
The chart of Calmar ratio for FSAVX, currently valued at 0.28, compared to the broader market0.002.004.006.008.0010.0012.0014.000.283.25
The chart of Martin ratio for FSAVX, currently valued at 1.22, compared to the broader market0.0020.0040.0060.001.2214.47
FSAVX
VOO

The current FSAVX Sharpe Ratio is 0.44, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of FSAVX and VOO, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.44
2.21
FSAVX
VOO

Dividends

FSAVX vs. VOO - Dividend Comparison

FSAVX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
FSAVX
Fidelity Select Automotive Portfolio
0.00%0.86%0.71%0.45%0.02%1.34%1.29%0.53%1.47%7.10%26.08%1.83%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

FSAVX vs. VOO - Drawdown Comparison

The maximum FSAVX drawdown since its inception was -81.17%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FSAVX and VOO. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.00%
-2.87%
FSAVX
VOO

Volatility

FSAVX vs. VOO - Volatility Comparison

Fidelity Select Automotive Portfolio (FSAVX) has a higher volatility of 5.35% compared to Vanguard S&P 500 ETF (VOO) at 3.64%. This indicates that FSAVX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.35%
3.64%
FSAVX
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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