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FSCPX vs. FCNIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSCPX and FCNIX is 0.99, 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.


-0.50.00.51.01.0

Performance

FSCPX vs. FCNIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Consumer Discretionary Portfolio (FSCPX) and Fidelity Advisor Consumer Discretionary Fund Class I (FCNIX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
10.96%
11.91%
FSCPX
FCNIX

Key characteristics

Sharpe Ratio

FSCPX:

1.03

FCNIX:

1.21

Sortino Ratio

FSCPX:

1.42

FCNIX:

1.66

Omega Ratio

FSCPX:

1.19

FCNIX:

1.21

Calmar Ratio

FSCPX:

0.70

FCNIX:

1.01

Martin Ratio

FSCPX:

4.32

FCNIX:

5.40

Ulcer Index

FSCPX:

4.71%

FCNIX:

4.28%

Daily Std Dev

FSCPX:

19.73%

FCNIX:

19.17%

Max Drawdown

FSCPX:

-57.37%

FCNIX:

-57.61%

Current Drawdown

FSCPX:

-12.96%

FCNIX:

-8.17%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with FSCPX at 1.16% and FCNIX at 1.16%. Over the past 10 years, FSCPX has underperformed FCNIX with an annualized return of 8.28%, while FCNIX has yielded a comparatively higher 10.40% annualized return.


FSCPX

YTD

1.16%

1M

-10.09%

6M

10.96%

1Y

21.31%

5Y*

6.51%

10Y*

8.28%

FCNIX

YTD

1.16%

1M

-4.76%

6M

11.91%

1Y

24.14%

5Y*

9.57%

10Y*

10.40%

*Annualized

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FSCPX vs. FCNIX - Expense Ratio Comparison

FSCPX has a 0.76% expense ratio, which is higher than FCNIX's 0.75% expense ratio.


FSCPX
Fidelity Select Consumer Discretionary Portfolio
Expense ratio chart for FSCPX: current value at 0.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.76%
Expense ratio chart for FCNIX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Risk-Adjusted Performance

FSCPX vs. FCNIX — Risk-Adjusted Performance Rank

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

FSCPX
The Risk-Adjusted Performance Rank of FSCPX is 5858
Overall Rank
The Sharpe Ratio Rank of FSCPX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of FSCPX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of FSCPX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of FSCPX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of FSCPX is 5858
Martin Ratio Rank

FCNIX
The Risk-Adjusted Performance Rank of FCNIX is 6868
Overall Rank
The Sharpe Ratio Rank of FCNIX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of FCNIX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of FCNIX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of FCNIX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of FCNIX is 6767
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.

FSCPX vs. FCNIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Consumer Discretionary Portfolio (FSCPX) and Fidelity Advisor Consumer Discretionary Fund Class I (FCNIX). 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 FSCPX, currently valued at 1.03, compared to the broader market-1.000.001.002.003.004.001.031.21
The chart of Sortino ratio for FSCPX, currently valued at 1.42, compared to the broader market0.002.004.006.008.0010.0012.001.421.66
The chart of Omega ratio for FSCPX, currently valued at 1.19, compared to the broader market1.002.003.004.001.191.21
The chart of Calmar ratio for FSCPX, currently valued at 0.70, compared to the broader market0.005.0010.0015.0020.000.701.01
The chart of Martin ratio for FSCPX, currently valued at 4.32, compared to the broader market0.0020.0040.0060.0080.004.325.40
FSCPX
FCNIX

The current FSCPX Sharpe Ratio is 1.03, which is comparable to the FCNIX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of FSCPX and FCNIX, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.03
1.21
FSCPX
FCNIX

Dividends

FSCPX vs. FCNIX - Dividend Comparison

FSCPX's dividend yield for the trailing twelve months is around 0.07%, while FCNIX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FSCPX
Fidelity Select Consumer Discretionary Portfolio
0.07%0.07%0.04%0.05%0.00%0.00%0.22%0.37%0.33%0.90%2.70%4.98%
FCNIX
Fidelity Advisor Consumer Discretionary Fund Class I
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.62%2.65%9.75%

Drawdowns

FSCPX vs. FCNIX - Drawdown Comparison

The maximum FSCPX drawdown since its inception was -57.37%, roughly equal to the maximum FCNIX drawdown of -57.61%. Use the drawdown chart below to compare losses from any high point for FSCPX and FCNIX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-12.96%
-8.17%
FSCPX
FCNIX

Volatility

FSCPX vs. FCNIX - Volatility Comparison

Fidelity Select Consumer Discretionary Portfolio (FSCPX) has a higher volatility of 9.40% compared to Fidelity Advisor Consumer Discretionary Fund Class I (FCNIX) at 7.34%. This indicates that FSCPX's price experiences larger fluctuations and is considered to be riskier than FCNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
9.40%
7.34%
FSCPX
FCNIX
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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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