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

Correlation

The correlation between FSCPX and FDEGX is 0.76, 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.


-0.50.00.51.00.8

Performance

FSCPX vs. FDEGX - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
13.55%
12.07%
FSCPX
FDEGX

Key characteristics

Sharpe Ratio

FSCPX:

1.16

FDEGX:

1.39

Sortino Ratio

FSCPX:

1.57

FDEGX:

1.82

Omega Ratio

FSCPX:

1.21

FDEGX:

1.26

Calmar Ratio

FSCPX:

0.79

FDEGX:

1.03

Martin Ratio

FSCPX:

4.85

FDEGX:

5.80

Ulcer Index

FSCPX:

4.74%

FDEGX:

4.60%

Daily Std Dev

FSCPX:

19.76%

FDEGX:

19.21%

Max Drawdown

FSCPX:

-57.37%

FDEGX:

-85.76%

Current Drawdown

FSCPX:

-11.76%

FDEGX:

-11.28%

Returns By Period

In the year-to-date period, FSCPX achieves a 2.55% return, which is significantly lower than FDEGX's 5.73% return. Both investments have delivered pretty close results over the past 10 years, with FSCPX having a 8.42% annualized return and FDEGX not far ahead at 8.56%.


FSCPX

YTD

2.55%

1M

-4.33%

6M

13.55%

1Y

21.00%

5Y*

6.80%

10Y*

8.42%

FDEGX

YTD

5.73%

1M

-2.76%

6M

12.07%

1Y

24.46%

5Y*

6.05%

10Y*

8.56%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FSCPX vs. FDEGX - Expense Ratio Comparison

FSCPX has a 0.76% expense ratio, which is higher than FDEGX's 0.63% 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 FDEGX: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%

Risk-Adjusted Performance

FSCPX vs. FDEGX — 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 5555
Overall Rank
The Sharpe Ratio Rank of FSCPX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of FSCPX is 5454
Sortino Ratio Rank
The Omega Ratio Rank of FSCPX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of FSCPX is 5555
Calmar Ratio Rank
The Martin Ratio Rank of FSCPX is 5656
Martin Ratio Rank

FDEGX
The Risk-Adjusted Performance Rank of FDEGX is 6464
Overall Rank
The Sharpe Ratio Rank of FDEGX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of FDEGX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of FDEGX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of FDEGX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of FDEGX is 6363
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. FDEGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Consumer Discretionary Portfolio (FSCPX) and Fidelity Growth Strategies Fund (FDEGX). 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 1.16, compared to the broader market-1.000.001.002.003.004.001.161.39
The chart of Sortino ratio for FSCPX, currently valued at 1.57, compared to the broader market0.005.0010.001.571.82
The chart of Omega ratio for FSCPX, currently valued at 1.21, compared to the broader market1.002.003.004.001.211.26
The chart of Calmar ratio for FSCPX, currently valued at 0.79, compared to the broader market0.005.0010.0015.0020.000.791.03
The chart of Martin ratio for FSCPX, currently valued at 4.85, compared to the broader market0.0020.0040.0060.0080.004.855.80
FSCPX
FDEGX

The current FSCPX Sharpe Ratio is 1.16, which is comparable to the FDEGX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of FSCPX and FDEGX, 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 Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.16
1.39
FSCPX
FDEGX

Dividends

FSCPX vs. FDEGX - Dividend Comparison

FSCPX's dividend yield for the trailing twelve months is around 0.07%, while FDEGX 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%
FDEGX
Fidelity Growth Strategies Fund
0.00%0.00%0.05%0.00%0.00%0.00%0.44%0.75%0.38%0.54%0.13%0.59%

Drawdowns

FSCPX vs. FDEGX - Drawdown Comparison

The maximum FSCPX drawdown since its inception was -57.37%, smaller than the maximum FDEGX drawdown of -85.76%. Use the drawdown chart below to compare losses from any high point for FSCPX and FDEGX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.76%
-11.28%
FSCPX
FDEGX

Volatility

FSCPX vs. FDEGX - Volatility Comparison

The current volatility for Fidelity Select Consumer Discretionary Portfolio (FSCPX) is 9.42%, while Fidelity Growth Strategies Fund (FDEGX) has a volatility of 10.37%. This indicates that FSCPX experiences smaller price fluctuations and is considered to be less risky than FDEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
9.42%
10.37%
FSCPX
FDEGX
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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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