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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%JulyAugustSeptemberOctoberNovemberDecember
19.58%
15.53%
FSCPX
FDEGX

Key characteristics

Sharpe Ratio

FSCPX:

1.34

FDEGX:

1.87

Sortino Ratio

FSCPX:

1.81

FDEGX:

2.52

Omega Ratio

FSCPX:

1.24

FDEGX:

1.33

Calmar Ratio

FSCPX:

0.85

FDEGX:

1.18

Martin Ratio

FSCPX:

6.05

FDEGX:

10.92

Ulcer Index

FSCPX:

4.08%

FDEGX:

2.98%

Daily Std Dev

FSCPX:

18.44%

FDEGX:

17.39%

Max Drawdown

FSCPX:

-57.37%

FDEGX:

-85.76%

Current Drawdown

FSCPX:

-7.42%

FDEGX:

-7.08%

Returns By Period

In the year-to-date period, FSCPX achieves a 24.88% return, which is significantly lower than FDEGX's 30.23% return. Both investments have delivered pretty close results over the past 10 years, with FSCPX having a 8.66% annualized return and FDEGX not far ahead at 8.77%.


FSCPX

YTD

24.88%

1M

7.07%

6M

19.58%

1Y

23.99%

5Y*

8.46%

10Y*

8.66%

FDEGX

YTD

30.23%

1M

-1.93%

6M

15.53%

1Y

30.56%

5Y*

7.33%

10Y*

8.77%

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 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 1.34, compared to the broader market-1.000.001.002.003.004.001.341.87
The chart of Sortino ratio for FSCPX, currently valued at 1.81, compared to the broader market-2.000.002.004.006.008.0010.001.812.52
The chart of Omega ratio for FSCPX, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.003.501.241.33
The chart of Calmar ratio for FSCPX, currently valued at 0.85, compared to the broader market0.002.004.006.008.0010.0012.0014.000.851.18
The chart of Martin ratio for FSCPX, currently valued at 6.05, compared to the broader market0.0020.0040.0060.006.0510.92
FSCPX
FDEGX

The current FSCPX Sharpe Ratio is 1.34, which is comparable to the FDEGX Sharpe Ratio of 1.87. 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.34
1.87
FSCPX
FDEGX

Dividends

FSCPX vs. FDEGX - Dividend Comparison

FSCPX has not paid dividends to shareholders, while FDEGX's dividend yield for the trailing twelve months is around 0.04%.


TTM20232022202120202019201820172016201520142013
FSCPX
Fidelity Select Consumer Discretionary Portfolio
0.00%0.04%0.05%0.00%0.00%0.22%0.37%0.33%0.90%2.70%4.98%8.57%
FDEGX
Fidelity Growth Strategies Fund
0.04%0.05%0.00%0.00%0.00%0.44%0.75%0.38%0.54%0.13%0.59%0.18%

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%JulyAugustSeptemberOctoberNovemberDecember
-7.42%
-7.08%
FSCPX
FDEGX

Volatility

FSCPX vs. FDEGX - Volatility Comparison

The current volatility for Fidelity Select Consumer Discretionary Portfolio (FSCPX) is 6.32%, while Fidelity Growth Strategies Fund (FDEGX) has a volatility of 7.15%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
6.32%
7.15%
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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