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

Correlation

The correlation between FSCPX and FSRPX is 0.88, 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.


-0.50.00.51.00.9

Performance

FSCPX vs. FSRPX - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
19.58%
11.46%
FSCPX
FSRPX

Key characteristics

Sharpe Ratio

FSCPX:

1.34

FSRPX:

0.63

Sortino Ratio

FSCPX:

1.81

FSRPX:

0.87

Omega Ratio

FSCPX:

1.24

FSRPX:

1.13

Calmar Ratio

FSCPX:

0.85

FSRPX:

0.33

Martin Ratio

FSCPX:

6.05

FSRPX:

1.63

Ulcer Index

FSCPX:

4.08%

FSRPX:

6.76%

Daily Std Dev

FSCPX:

18.44%

FSRPX:

17.66%

Max Drawdown

FSCPX:

-57.37%

FSRPX:

-55.00%

Current Drawdown

FSCPX:

-7.42%

FSRPX:

-18.74%

Returns By Period

In the year-to-date period, FSCPX achieves a 24.88% return, which is significantly higher than FSRPX's 17.64% return. Over the past 10 years, FSCPX has underperformed FSRPX with an annualized return of 8.66%, while FSRPX has yielded a comparatively higher 9.79% annualized return.


FSCPX

YTD

24.88%

1M

7.07%

6M

19.58%

1Y

23.99%

5Y*

8.46%

10Y*

8.66%

FSRPX

YTD

17.64%

1M

6.31%

6M

11.46%

1Y

17.46%

5Y*

5.83%

10Y*

9.79%

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. FSRPX - Expense Ratio Comparison

FSCPX has a 0.76% expense ratio, which is higher than FSRPX's 0.72% 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 FSRPX: current value at 0.72% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.72%

Risk-Adjusted Performance

FSCPX vs. FSRPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Consumer Discretionary Portfolio (FSCPX) and Fidelity Select Retailing Portfolio (FSRPX). 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-1.000.001.002.003.004.001.340.63
The chart of Sortino ratio for FSCPX, currently valued at 1.81, compared to the broader market-2.000.002.004.006.008.0010.001.810.87
The chart of Omega ratio for FSCPX, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.003.501.241.13
The chart of Calmar ratio for FSCPX, currently valued at 0.85, compared to the broader market0.002.004.006.008.0010.0012.0014.000.850.33
The chart of Martin ratio for FSCPX, currently valued at 6.05, compared to the broader market0.0020.0040.0060.006.051.63
FSCPX
FSRPX

The current FSCPX Sharpe Ratio is 1.34, which is higher than the FSRPX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of FSCPX and FSRPX, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.34
0.63
FSCPX
FSRPX

Dividends

FSCPX vs. FSRPX - Dividend Comparison

Neither FSCPX nor FSRPX has paid dividends to shareholders.


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%
FSRPX
Fidelity Select Retailing Portfolio
0.00%0.34%0.35%0.00%0.00%0.28%0.18%0.23%0.14%1.32%4.06%2.41%

Drawdowns

FSCPX vs. FSRPX - Drawdown Comparison

The maximum FSCPX drawdown since its inception was -57.37%, roughly equal to the maximum FSRPX drawdown of -55.00%. Use the drawdown chart below to compare losses from any high point for FSCPX and FSRPX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.42%
-18.74%
FSCPX
FSRPX

Volatility

FSCPX vs. FSRPX - Volatility Comparison

Fidelity Select Consumer Discretionary Portfolio (FSCPX) has a higher volatility of 6.32% compared to Fidelity Select Retailing Portfolio (FSRPX) at 5.48%. This indicates that FSCPX's price experiences larger fluctuations and is considered to be riskier than FSRPX 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%
5.48%
FSCPX
FSRPX
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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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