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FSCHX vs. FSRPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSCHX and FSRPX 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.


Performance

FSCHX vs. FSRPX - Performance Comparison

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

3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%8,000.00%9,000.00%December2025FebruaryMarchAprilMay
3,406.42%
7,709.69%
FSCHX
FSRPX

Key characteristics

Sharpe Ratio

FSCHX:

-0.67

FSRPX:

0.10

Sortino Ratio

FSCHX:

-0.85

FSRPX:

0.29

Omega Ratio

FSCHX:

0.90

FSRPX:

1.04

Calmar Ratio

FSCHX:

-0.36

FSRPX:

0.06

Martin Ratio

FSCHX:

-1.35

FSRPX:

0.26

Ulcer Index

FSCHX:

10.21%

FSRPX:

8.45%

Daily Std Dev

FSCHX:

20.75%

FSRPX:

21.12%

Max Drawdown

FSCHX:

-59.24%

FSRPX:

-55.00%

Current Drawdown

FSCHX:

-31.13%

FSRPX:

-29.79%

Returns By Period

In the year-to-date period, FSCHX achieves a -6.55% return, which is significantly higher than FSRPX's -6.96% return. Over the past 10 years, FSCHX has underperformed FSRPX with an annualized return of -0.75%, while FSRPX has yielded a comparatively higher 7.40% annualized return.


FSCHX

YTD

-6.55%

1M

4.75%

6M

-16.59%

1Y

-15.19%

5Y*

5.79%

10Y*

-0.75%

FSRPX

YTD

-6.96%

1M

8.52%

6M

-7.84%

1Y

-1.25%

5Y*

3.16%

10Y*

7.40%

*Annualized

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FSCHX vs. FSRPX - Expense Ratio Comparison

FSCHX has a 0.74% expense ratio, which is higher than FSRPX's 0.72% expense ratio.


Risk-Adjusted Performance

FSCHX vs. FSRPX — Risk-Adjusted Performance Rank

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

FSCHX
The Risk-Adjusted Performance Rank of FSCHX is 11
Overall Rank
The Sharpe Ratio Rank of FSCHX is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of FSCHX is 11
Sortino Ratio Rank
The Omega Ratio Rank of FSCHX is 22
Omega Ratio Rank
The Calmar Ratio Rank of FSCHX is 22
Calmar Ratio Rank
The Martin Ratio Rank of FSCHX is 11
Martin Ratio Rank

FSRPX
The Risk-Adjusted Performance Rank of FSRPX is 2222
Overall Rank
The Sharpe Ratio Rank of FSRPX is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of FSRPX is 2323
Sortino Ratio Rank
The Omega Ratio Rank of FSRPX is 2222
Omega Ratio Rank
The Calmar Ratio Rank of FSRPX is 2020
Calmar Ratio Rank
The Martin Ratio Rank of FSRPX is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSCHX vs. FSRPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Chemicals Portfolio (FSCHX) and Fidelity Select Retailing Portfolio (FSRPX). 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.


The current FSCHX Sharpe Ratio is -0.67, which is lower than the FSRPX Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of FSCHX and FSRPX, 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-1.50-1.00-0.500.000.501.00December2025FebruaryMarchAprilMay
-0.67
0.10
FSCHX
FSRPX

Dividends

FSCHX vs. FSRPX - Dividend Comparison

FSCHX's dividend yield for the trailing twelve months is around 1.15%, less than FSRPX's 11.09% yield.


TTM20242023202220212020201920182017201620152014
FSCHX
Fidelity Select Chemicals Portfolio
1.15%1.12%1.13%1.08%0.76%1.10%1.61%1.72%0.88%1.14%4.34%3.24%
FSRPX
Fidelity Select Retailing Portfolio
11.09%12.41%7.40%2.90%15.92%6.82%2.13%2.17%3.60%0.14%1.32%7.99%

Drawdowns

FSCHX vs. FSRPX - Drawdown Comparison

The maximum FSCHX drawdown since its inception was -59.24%, which is greater than FSRPX's maximum drawdown of -55.00%. Use the drawdown chart below to compare losses from any high point for FSCHX and FSRPX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%December2025FebruaryMarchAprilMay
-31.13%
-29.79%
FSCHX
FSRPX

Volatility

FSCHX vs. FSRPX - Volatility Comparison

Fidelity Select Chemicals Portfolio (FSCHX) has a higher volatility of 13.55% compared to Fidelity Select Retailing Portfolio (FSRPX) at 11.00%. This indicates that FSCHX's price experiences larger fluctuations and is considered to be riskier than FSRPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
13.55%
11.00%
FSCHX
FSRPX