FSCPX vs. FSRPX
Compare and contrast key facts about Fidelity Select Consumer Discretionary Portfolio (FSCPX) and Fidelity Select Retailing Portfolio (FSRPX).
FSCPX is managed by Fidelity Investments. It was launched on Jun 28, 1990. FSRPX is managed by Fidelity Investments. It was launched on Dec 15, 1985.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSCPX or FSRPX.
Key characteristics
| FSCPX | FSRPX | |
|---|---|---|
| YTD Return | 11.19% | 17.35% |
| 1Y Return | 30.54% | 34.22% |
| 3Y Return (Ann) | 2.03% | 2.25% |
| 5Y Return (Ann) | 11.48% | 12.87% |
| 10Y Return (Ann) | 12.18% | 15.54% |
| Sharpe Ratio | 1.53 | 2.16 |
| Sortino Ratio | 2.08 | 2.96 |
| Omega Ratio | 1.26 | 1.37 |
| Calmar Ratio | 0.94 | 1.08 |
| Martin Ratio | 7.38 | 11.08 |
| Ulcer Index | 3.74% | 2.90% |
| Daily Std Dev | 18.06% | 14.87% |
| Max Drawdown | -57.37% | -55.00% |
| Current Drawdown | -1.96% | -1.92% |
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.
Performance
FSCPX vs. FSRPX - Performance Comparison
In the year-to-date period, FSCPX achieves a 11.19% return, which is significantly lower than FSRPX's 17.35% return. Over the past 10 years, FSCPX has underperformed FSRPX with an annualized return of 12.18%, while FSRPX has yielded a comparatively higher 15.54% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FSCPX vs. FSRPX - Expense Ratio Comparison
FSCPX has a 0.76% expense ratio, which is higher than FSRPX's 0.72% expense ratio.
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.
Dividends
FSCPX vs. FSRPX - Dividend Comparison
FSCPX's dividend yield for the trailing twelve months is around 2.19%, less than FSRPX's 12.80% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSCPX Fidelity Select Consumer Discretionary Portfolio | 2.19% | 2.17% | 13.79% | 9.08% | 1.16% | 2.22% | 3.35% | 4.05% | 0.90% | 3.89% | 7.79% | 8.57% |
FSRPX Fidelity Select Retailing Portfolio | 12.80% | 7.40% | 2.90% | 15.92% | 6.82% | 2.13% | 2.17% | 3.60% | 0.14% | 1.32% | 7.99% | 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.
Volatility
FSCPX vs. FSRPX - Volatility Comparison
Fidelity Select Consumer Discretionary Portfolio (FSCPX) has a higher volatility of 4.11% compared to Fidelity Select Retailing Portfolio (FSRPX) at 3.39%. 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.