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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.


-0.50.00.51.0
Correlation: 0.8

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.

1,100.00%1,200.00%1,300.00%1,400.00%1,500.00%1,600.00%1,700.00%NovemberDecember2025FebruaryMarchApril
1,182.41%
1,218.52%
FSCPX
FDEGX

Key characteristics

Sharpe Ratio

FSCPX:

-0.24

FDEGX:

0.21

Sortino Ratio

FSCPX:

-0.17

FDEGX:

0.47

Omega Ratio

FSCPX:

0.98

FDEGX:

1.06

Calmar Ratio

FSCPX:

-0.18

FDEGX:

0.21

Martin Ratio

FSCPX:

-0.60

FDEGX:

0.74

Ulcer Index

FSCPX:

10.33%

FDEGX:

7.49%

Daily Std Dev

FSCPX:

25.93%

FDEGX:

26.45%

Max Drawdown

FSCPX:

-57.37%

FDEGX:

-85.76%

Current Drawdown

FSCPX:

-31.21%

FDEGX:

-19.01%

Returns By Period

In the year-to-date period, FSCPX achieves a -20.05% return, which is significantly lower than FDEGX's -10.08% return. Over the past 10 years, FSCPX has underperformed FDEGX with an annualized return of 4.90%, while FDEGX has yielded a comparatively higher 9.26% annualized return.


FSCPX

YTD

-20.05%

1M

-7.21%

6M

-15.89%

1Y

-4.87%

5Y*

4.04%

10Y*

4.90%

FDEGX

YTD

-10.08%

1M

-4.60%

6M

-8.06%

1Y

7.00%

5Y*

11.31%

10Y*

9.26%

*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 is 0.76%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSCPX: 0.76%
Expense ratio chart for FDEGX: current value is 0.63%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDEGX: 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 1818
Overall Rank
The Sharpe Ratio Rank of FSCPX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of FSCPX is 1818
Sortino Ratio Rank
The Omega Ratio Rank of FSCPX is 1919
Omega Ratio Rank
The Calmar Ratio Rank of FSCPX is 1616
Calmar Ratio Rank
The Martin Ratio Rank of FSCPX is 1818
Martin Ratio Rank

FDEGX
The Risk-Adjusted Performance Rank of FDEGX is 4848
Overall Rank
The Sharpe Ratio Rank of FDEGX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of FDEGX is 5050
Sortino Ratio Rank
The Omega Ratio Rank of FDEGX is 4848
Omega Ratio Rank
The Calmar Ratio Rank of FDEGX is 5050
Calmar Ratio Rank
The Martin Ratio Rank of FDEGX is 4545
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 -0.24, compared to the broader market-1.000.001.002.003.00
FSCPX: -0.24
FDEGX: 0.21
The chart of Sortino ratio for FSCPX, currently valued at -0.17, compared to the broader market-2.000.002.004.006.008.00
FSCPX: -0.17
FDEGX: 0.47
The chart of Omega ratio for FSCPX, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.00
FSCPX: 0.98
FDEGX: 1.06
The chart of Calmar ratio for FSCPX, currently valued at -0.18, compared to the broader market0.002.004.006.008.0010.00
FSCPX: -0.18
FDEGX: 0.21
The chart of Martin ratio for FSCPX, currently valued at -0.60, compared to the broader market0.0010.0020.0030.0040.0050.00
FSCPX: -0.60
FDEGX: 0.74

The current FSCPX Sharpe Ratio is -0.24, which is lower than the FDEGX Sharpe Ratio of 0.21. 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.24
0.21
FSCPX
FDEGX

Dividends

FSCPX vs. FDEGX - Dividend Comparison

FSCPX's dividend yield for the trailing twelve months is around 0.08%, less than FDEGX's 8.78% yield.


TTM20242023202220212020201920182017201620152014
FSCPX
Fidelity Select Consumer Discretionary Portfolio
0.08%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
8.78%7.89%0.05%0.00%14.15%8.37%3.65%0.75%0.43%0.59%0.13%0.31%

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-31.21%
-19.01%
FSCPX
FDEGX

Volatility

FSCPX vs. FDEGX - Volatility Comparison

Fidelity Select Consumer Discretionary Portfolio (FSCPX) and Fidelity Growth Strategies Fund (FDEGX) have volatilities of 16.20% and 16.52%, 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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.20%
16.52%
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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