FSCPX vs. FDLSX
FSCPX (Fidelity Select Consumer Discretionary Portfolio) and FDLSX (Fidelity Select Leisure Portfolio) are both Consumer Discretionary Equities funds from Fidelity. Over the past 10 years, FSCPX returned 11.42%/yr vs 11.25%/yr for FDLSX. Their correlation of 0.84 means they have usually moved in the same direction. FSCPX charges 0.76%/yr vs 0.74%/yr for FDLSX.
Performance
FSCPX vs. FDLSX - Performance Comparison
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Returns By Period
In the year-to-date period, FSCPX achieves a -3.76% return, which is significantly lower than FDLSX's 0.65% return. Both investments have delivered pretty close results over the past 10 years, with FSCPX having a 11.42% annualized return and FDLSX not far behind at 11.25%.
FSCPX
- 1D
- 0.51%
- 1M
- -4.32%
- 6M
- -5.42%
- YTD
- -3.76%
- 1Y
- 7.28%
- 3Y*
- 11.22%
- 5Y*
- 4.86%
- 10Y*
- 11.42%
- ALL TIME*
- 10.44%
FDLSX
- 1D
- -0.29%
- 1M
- 1.01%
- 6M
- 2.96%
- YTD
- 0.65%
- 1Y
- -13.90%
- 3Y*
- 6.17%
- 5Y*
- 6.39%
- 10Y*
- 11.25%
- ALL TIME*
- 13.05%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FSCPX vs. FDLSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSCPX Fidelity Select Consumer Discretionary Portfolio | -3.76% | 7.88% | 24.56% | 41.81% | -34.88% | 19.23% | 35.68% | 27.06% | -1.03% | 21.70% |
FDLSX Fidelity Select Leisure Portfolio | 0.65% | -5.30% | 20.17% | 30.14% | -15.27% | 21.66% | 18.59% | 28.78% | -7.65% | 29.09% |
Correlation
The correlation between FSCPX and FDLSX is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.68 |
Correlation (3Y) Balances recent behavior with more history. | 0.72 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 1990 | 0.84 |
The correlation between FSCPX and FDLSX shifts across timeframes, from 0.68 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FSCPX vs. FDLSX — Risk / Return Rank
FSCPX
FDLSX
FSCPX vs. FDLSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Consumer Discretionary Portfolio (FSCPX) and Fidelity Select Leisure Portfolio (FDLSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FSCPX | FDLSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.93 | ||
| Sortino ratioReturn per unit of downside risk | +1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 0.88 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.22 | -0.59 | +0.82 |
| Martin ratioReturn relative to average drawdown | 0.63 | -0.96 | +1.59 |
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Drawdowns
FSCPX vs. FDLSX - Drawdown Comparison
The maximum FSCPX drawdown since its inception was -57.76%, which is greater than FDLSX's maximum drawdown of -51.58%. Use the drawdown chart below to compare losses from any high point for FSCPX and FDLSX.
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Drawdown Indicators
| FSCPX | FDLSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.76% | -51.58% | -6.18% |
Max Drawdown (1Y)Largest decline over 1 year | -15.99% | -27.94% | +11.95% |
Max Drawdown (3Y)Largest decline over 3 years | -27.71% | -28.33% | +0.62% |
Max Drawdown (5Y)Largest decline over 5 years | -39.23% | -28.33% | -10.90% |
Max Drawdown (10Y)Largest decline over 10 years | -39.23% | -48.44% | +9.21% |
Current DrawdownCurrent decline from peak | -8.84% | -17.51% | +8.67% |
Average DrawdownAverage peak-to-trough decline | -8.54% | -8.98% | +0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.63% | 17.32% | -11.69% |
Volatility
FSCPX vs. FDLSX - Volatility Comparison
Fidelity Select Consumer Discretionary Portfolio (FSCPX) has a higher volatility of 6.29% compared to Fidelity Select Leisure Portfolio (FDLSX) at 5.69%. This indicates that FSCPX's price experiences larger fluctuations and is considered to be riskier than FDLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSCPX | FDLSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.29% | 5.69% | +0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 15.08% | 15.67% | -0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.93% | 22.12% | -2.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.98% | 21.61% | +3.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.81% | 22.38% | +0.43% |
FSCPX vs. FDLSX - Expense Ratio Comparison
FSCPX has a 0.76% expense ratio, which is higher than FDLSX's 0.74% expense ratio.
Dividends
FSCPX vs. FDLSX - Dividend Comparison
FSCPX's dividend yield for the trailing twelve months is around 9.55%, more than FDLSX's 5.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDLSX Fidelity Select Leisure Portfolio | 5.13% | 9.12% | 7.41% | 1.64% | 3.32% | 22.77% | 2.36% | 6.43% | 19.76% | 6.33% | 1.01% | 5.42% |
FSCPX Fidelity Select Consumer Discretionary Portfolio | 9.55% | 5.78% | 7.41% | 2.17% | 13.79% | 9.08% | 1.16% | 2.22% | 3.32% | 3.72% | 0.90% | 3.81% |
Frequently Asked Questions
FSCPX and FDLSX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSCPX has higher volatility (6.29%) compared to FDLSX (5.69%). In terms of maximum drawdown, FSCPX dropped -57.76% vs FDLSX's -51.58%.
FSCPX currently has the higher Sharpe Ratio (0.18 vs -0.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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