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FSCHX vs. IYJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSCHX vs. IYJ - Performance Comparison

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

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FSCHX vs. IYJ - 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%
IYJ
iShares U.S. Industrials ETF
-0.24%11.94%17.82%19.94%-13.53%17.02%17.37%32.27%-11.69%23.98%

Returns By Period

In the year-to-date period, FSCHX achieves a 15.94% return, which is significantly higher than IYJ's -0.24% return. Over the past 10 years, FSCHX has underperformed IYJ with an annualized return of 6.64%, while IYJ has yielded a comparatively higher 11.88% 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%

IYJ

1D
2.94%
1M
-8.16%
YTD
-0.24%
6M
1.51%
1Y
14.29%
3Y*
14.86%
5Y*
7.76%
10Y*
11.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSCHX vs. IYJ - Expense Ratio Comparison

FSCHX has a 0.74% expense ratio, which is higher than IYJ's 0.38% expense ratio.


Return for Risk

FSCHX vs. IYJ — 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

IYJ
IYJ Risk / Return Rank: 4444
Overall Rank
IYJ Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IYJ Sortino Ratio Rank: 4242
Sortino Ratio Rank
IYJ Omega Ratio Rank: 4141
Omega Ratio Rank
IYJ Calmar Ratio Rank: 4949
Calmar Ratio Rank
IYJ Martin Ratio Rank: 4949
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. IYJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Chemicals Portfolio (FSCHX) and iShares U.S. Industrials ETF (IYJ). 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.


FSCHXIYJDifference

Sharpe ratio

Return per unit of total volatility

0.39

0.73

-0.34

Sortino ratio

Return per unit of downside risk

0.70

1.14

-0.44

Omega ratio

Gain probability vs. loss probability

1.09

1.16

-0.06

Calmar ratio

Return relative to maximum drawdown

0.41

1.19

-0.78

Martin ratio

Return relative to average drawdown

0.99

4.52

-3.53

FSCHX vs. IYJ - Sharpe Ratio Comparison

The current FSCHX Sharpe Ratio is 0.39, which is lower than the IYJ Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of FSCHX and IYJ, 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


FSCHXIYJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

0.73

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.43

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.60

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.36

+0.20

Correlation

The correlation between FSCHX and IYJ is 0.80, 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

FSCHX vs. IYJ - Dividend Comparison

FSCHX's dividend yield for the trailing twelve months is around 1.92%, more than IYJ's 0.83% 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%
IYJ
iShares U.S. Industrials ETF
0.83%0.83%0.88%1.05%1.05%0.76%1.01%1.32%1.43%1.29%1.38%1.53%

Drawdowns

FSCHX vs. IYJ - Drawdown Comparison

The maximum FSCHX drawdown since its inception was -59.24%, roughly equal to the maximum IYJ drawdown of -61.97%. Use the drawdown chart below to compare losses from any high point for FSCHX and IYJ.


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Drawdown Indicators


FSCHXIYJDifference

Max Drawdown

Largest peak-to-trough decline

-59.24%

-61.97%

+2.73%

Max Drawdown (1Y)

Largest decline over 1 year

-15.47%

-12.83%

-2.64%

Max Drawdown (5Y)

Largest decline over 5 years

-27.38%

-26.24%

-1.14%

Max Drawdown (10Y)

Largest decline over 10 years

-51.75%

-40.20%

-11.55%

Current Drawdown

Current decline from peak

-8.80%

-8.78%

-0.02%

Average Drawdown

Average peak-to-trough decline

-8.89%

-11.27%

+2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.38%

3.37%

+3.01%

Volatility

FSCHX vs. IYJ - Volatility Comparison

Fidelity Select Chemicals Portfolio (FSCHX) and iShares U.S. Industrials ETF (IYJ) have volatilities of 5.80% and 6.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSCHXIYJDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.80%

6.07%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

12.14%

11.50%

+0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

21.35%

19.69%

+1.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.03%

17.93%

+2.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.42%

19.81%

+2.61%