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FSCHX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSCHX vs. FSPSX - Performance Comparison

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

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FSCHX vs. FSPSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSCHX
Fidelity Select Chemicals Portfolio
15.94%-8.85%-6.17%12.80%-13.81%31.95%17.52%8.30%-22.30%31.63%
FSPSX
Fidelity International Index Fund
-1.94%31.98%3.70%18.31%-14.23%11.45%8.16%22.03%-13.55%25.37%

Returns By Period

In the year-to-date period, FSCHX achieves a 15.94% return, which is significantly higher than FSPSX's -1.94% return. Over the past 10 years, FSCHX has underperformed FSPSX with an annualized return of 6.64%, while FSPSX has yielded a comparatively higher 8.65% annualized 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%

FSPSX

1D
0.42%
1M
-10.86%
YTD
-1.94%
6M
2.58%
1Y
19.89%
3Y*
13.50%
5Y*
7.96%
10Y*
8.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSCHX vs. FSPSX - Expense Ratio Comparison

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


Return for Risk

FSCHX vs. FSPSX — Risk / Return Rank

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

FSCHX
FSCHX Risk / Return Rank: 1515
Overall Rank
FSCHX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FSCHX Sortino Ratio Rank: 1616
Sortino Ratio Rank
FSCHX Omega Ratio Rank: 1515
Omega Ratio Rank
FSCHX Calmar Ratio Rank: 1515
Calmar Ratio Rank
FSCHX Martin Ratio Rank: 1212
Martin Ratio Rank

FSPSX
FSPSX Risk / Return Rank: 6464
Overall Rank
FSPSX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FSPSX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FSPSX Omega Ratio Rank: 6060
Omega Ratio Rank
FSPSX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FSPSX Martin Ratio Rank: 6363
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.

FSCHX vs. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Chemicals Portfolio (FSCHX) and Fidelity International Index Fund (FSPSX). 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.


FSCHXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

0.39

1.11

-0.73

Sortino ratio

Return per unit of downside risk

0.70

1.56

-0.85

Omega ratio

Gain probability vs. loss probability

1.09

1.23

-0.13

Calmar ratio

Return relative to maximum drawdown

0.41

1.54

-1.13

Martin ratio

Return relative to average drawdown

0.99

5.93

-4.94

FSCHX vs. FSPSX - Sharpe Ratio Comparison

The current FSCHX Sharpe Ratio is 0.39, which is lower than the FSPSX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FSCHX and FSPSX, 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


FSCHXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

1.11

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.51

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.53

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.46

+0.11

Correlation

The correlation between FSCHX and FSPSX is 0.69, 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. FSPSX - Dividend Comparison

FSCHX's dividend yield for the trailing twelve months is around 1.92%, less than FSPSX's 3.22% yield.


TTM20252024202320222021202020192018201720162015
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%
FSPSX
Fidelity International Index Fund
3.22%3.15%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%

Drawdowns

FSCHX vs. FSPSX - Drawdown Comparison

The maximum FSCHX drawdown since its inception was -59.24%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FSCHX and FSPSX.


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Drawdown Indicators


FSCHXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-59.24%

-33.69%

-25.55%

Max Drawdown (1Y)

Largest decline over 1 year

-15.47%

-11.39%

-4.08%

Max Drawdown (5Y)

Largest decline over 5 years

-27.38%

-29.41%

+2.03%

Max Drawdown (10Y)

Largest decline over 10 years

-51.75%

-33.69%

-18.06%

Current Drawdown

Current decline from peak

-8.80%

-10.86%

+2.06%

Average Drawdown

Average peak-to-trough decline

-8.89%

-6.59%

-2.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.38%

2.96%

+3.42%

Volatility

FSCHX vs. FSPSX - Volatility Comparison

The current volatility for Fidelity Select Chemicals Portfolio (FSCHX) is 5.80%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.04%. This indicates that FSCHX experiences smaller price fluctuations and is considered to be less risky than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSCHXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.80%

7.04%

-1.24%

Volatility (6M)

Calculated over the trailing 6-month period

12.14%

10.63%

+1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

21.35%

16.79%

+4.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.03%

15.77%

+4.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.42%

16.47%

+5.95%