FSCHX vs. FSPGX

Last updated Apr 1, 2026

Compare and contrast key facts about Fidelity Select Chemicals Portfolio (FSCHX) and Fidelity Large Cap Growth Index Fund (FSPGX).

FSCHX is managed by Fidelity. It was launched on Jul 28, 1985. FSPGX is managed by Fidelity.

Performance

FSCHX vs. FSPGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Chemicals Portfolio (FSCHX) and Fidelity Large Cap Growth Index Fund (FSPGX). The values are adjusted to include any dividend payments, if applicable.

FSCHX vs. FSPGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FSCHX Fidelity Select Chemicals Portfolio	15.94%	-8.85%	-6.17%	12.80%	-13.81%	31.95%	17.52%	8.30%	-22.30%	30.83%
FSPGX Fidelity Large Cap Growth Index Fund	-13.03%	18.54%	33.27%	42.77%	-29.17%	27.57%	38.46%	36.38%	-1.79%	27.70%

Returns By Period

In the year-to-date period, FSCHX achieves a 15.94% return, which is significantly higher than FSPGX's -13.03% return.

FSCHX

• 1D: 0.36%
• 1M: -3.54%
• YTD: 15.94%
• 6M: 10.20%
• 1Y: 6.95%
• 3Y*: 2.51%
• 5Y*: 2.82%
• 10Y*: 6.64%

FSPGX

• 1D: -0.45%
• 1M: -8.63%
• YTD: -13.03%
• 6M: -12.06%
• 1Y: 14.49%
• 3Y*: 19.68%
• 5Y*: 11.91%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FSCHX vs. FSPGX - Expense Ratio Comparison

FSCHX has a 0.74% expense ratio, which is higher than FSPGX's 0.04% expense ratio.

FSCHX

Fidelity Select Chemicals Portfolio

FSPGX

Fidelity Large Cap Growth Index Fund

Return for Risk

FSCHX vs. FSPGX — Risk / Return Rank

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

FSCHX

FSCHX Risk / Return Rank: 15
FSCHX Sharpe Ratio Rank: 15
FSCHX Sortino Ratio Rank: 16
FSCHX Omega Ratio Rank: 15
FSCHX Calmar Ratio Rank: 15
FSCHX Martin Ratio Rank: 12

FSPGX

FSPGX Risk / Return Rank: 28
FSPGX Sharpe Ratio Rank: 29
FSPGX Sortino Ratio Rank: 33
FSPGX Omega Ratio Rank: 32
FSPGX Calmar Ratio Rank: 25
FSPGX Martin Ratio Rank: 23

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.

FSCHX vs. FSPGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Chemicals Portfolio (FSCHX) and Fidelity Large Cap Growth Index Fund (FSPGX). 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.

	FSCHX	FSPGX	Difference
Sharpe ratio Return per unit of total volatility	0.39	0.66	-0.27
Sortino ratio Return per unit of downside risk	0.70	1.10	-0.40
Omega ratio Gain probability vs. loss probability	1.09	1.15	-0.06
Calmar ratio Return relative to maximum drawdown	0.41	0.72	-0.31
Martin ratio Return relative to average drawdown	0.99	2.51	-1.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FSCHX vs. FSPGX - Sharpe Ratio Comparison

The current FSCHX Sharpe Ratio is 0.39, which is lower than the FSPGX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of FSCHX and FSPGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FSCHX	FSPGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.39	0.66	-0.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.14	0.56	-0.42
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.30	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.78	-0.21

Correlation

The correlation between FSCHX and FSPGX is 0.58, 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.

Dividends

FSCHX vs. FSPGX - Dividend Comparison

FSCHX's dividend yield for the trailing twelve months is around 1.92%, more than FSPGX's 0.40% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FSCHX Fidelity Select Chemicals Portfolio	1.92%	2.23%	8.27%	6.33%	11.44%	1.18%	1.10%	6.97%	15.01%	8.05%	4.75%	6.58%
FSPGX Fidelity Large Cap Growth Index Fund	0.40%	0.34%	0.37%	0.73%	0.86%	2.22%	1.76%	1.04%	1.32%	0.22%	0.00%	0.00%

Drawdowns

FSCHX vs. FSPGX - Drawdown Comparison

The maximum FSCHX drawdown since its inception was -59.24%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for FSCHX and FSPGX.

Drawdown Indicators

	FSCHX	FSPGX	Difference
Max Drawdown Largest peak-to-trough decline	-59.24%	-32.66%	-26.58%
Max Drawdown (1Y) Largest decline over 1 year	-15.47%	-16.17%	+0.70%
Max Drawdown (5Y) Largest decline over 5 years	-27.38%	-32.66%	+5.28%
Max Drawdown (10Y) Largest decline over 10 years	-51.75%	—	—
Current Drawdown Current decline from peak	-8.80%	-16.17%	+7.37%
Average Drawdown Average peak-to-trough decline	-8.89%	-6.43%	-2.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.38%	4.63%	+1.75%

Volatility

FSCHX vs. FSPGX - Volatility Comparison

Fidelity Select Chemicals Portfolio (FSCHX) has a higher volatility of 5.80% compared to Fidelity Large Cap Growth Index Fund (FSPGX) at 5.33%. This indicates that FSCHX's price experiences larger fluctuations and is considered to be riskier than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FSCHX	FSPGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.80%	5.33%	+0.47%
Volatility (6M) Calculated over the trailing 6-month period	12.14%	11.79%	+0.35%
Volatility (1Y) Calculated over the trailing 1-year period	21.35%	22.32%	-0.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.03%	21.46%	-1.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.42%	21.63%	+0.79%