FSCPX vs. USLUX
Compare and contrast key facts about Fidelity Select Consumer Discretionary Portfolio (FSCPX) and U.S. Global Investors Global Luxury Goods Fund (USLUX).
FSCPX is managed by Fidelity. It was launched on Jun 28, 1990. USLUX is managed by US Global. It was launched on May 2, 1995.
Performance
FSCPX vs. USLUX - Performance Comparison
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FSCPX vs. USLUX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSCPX Fidelity Select Consumer Discretionary Portfolio | -11.31% | 7.88% | 24.56% | 41.81% | -34.88% | 19.23% | 35.68% | 27.06% | -1.03% | 21.70% |
USLUX U.S. Global Investors Global Luxury Goods Fund | -13.20% | 17.87% | 14.26% | 23.79% | -23.91% | 25.14% | 20.76% | 13.72% | -8.30% | 19.19% |
Returns By Period
In the year-to-date period, FSCPX achieves a -11.31% return, which is significantly higher than USLUX's -13.20% return. Over the past 10 years, FSCPX has outperformed USLUX with an annualized return of 10.93%, while USLUX has yielded a comparatively lower 8.72% annualized return.
FSCPX
- 1D
- -0.03%
- 1M
- -9.97%
- YTD
- -11.31%
- 6M
- -9.98%
- 1Y
- 11.11%
- 3Y*
- 13.49%
- 5Y*
- 4.30%
- 10Y*
- 10.93%
USLUX
- 1D
- 0.32%
- 1M
- -14.11%
- YTD
- -13.20%
- 6M
- -9.28%
- 1Y
- 5.15%
- 3Y*
- 6.96%
- 5Y*
- 5.60%
- 10Y*
- 8.72%
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FSCPX vs. USLUX - Expense Ratio Comparison
FSCPX has a 0.76% expense ratio, which is lower than USLUX's 1.55% expense ratio.
Return for Risk
FSCPX vs. USLUX — Risk / Return Rank
FSCPX
USLUX
FSCPX vs. USLUX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Consumer Discretionary Portfolio (FSCPX) and U.S. Global Investors Global Luxury Goods Fund (USLUX). 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.
| FSCPX | USLUX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.45 | 0.21 | +0.24 |
Sortino ratioReturn per unit of downside risk | 0.85 | 0.47 | +0.37 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.06 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.47 | 0.19 | +0.28 |
Martin ratioReturn relative to average drawdown | 1.63 | 0.69 | +0.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FSCPX | USLUX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.45 | 0.21 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.27 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.45 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.17 | +0.35 |
Correlation
The correlation between FSCPX and USLUX is 0.75, 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.
Dividends
FSCPX vs. USLUX - Dividend Comparison
FSCPX's dividend yield for the trailing twelve months is around 6.52%, less than USLUX's 9.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSCPX Fidelity Select Consumer Discretionary Portfolio | 6.52% | 5.78% | 7.41% | 2.17% | 13.79% | 9.08% | 1.16% | 2.22% | 3.32% | 3.72% | 0.90% | 3.81% |
USLUX U.S. Global Investors Global Luxury Goods Fund | 9.08% | 7.88% | 9.94% | 2.71% | 6.40% | 15.37% | 0.12% | 2.31% | 16.18% | 13.87% | 8.35% | 8.01% |
Drawdowns
FSCPX vs. USLUX - Drawdown Comparison
The maximum FSCPX drawdown since its inception was -57.76%, smaller than the maximum USLUX drawdown of -77.61%. Use the drawdown chart below to compare losses from any high point for FSCPX and USLUX.
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Drawdown Indicators
| FSCPX | USLUX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.76% | -77.61% | +19.85% |
Max Drawdown (1Y)Largest decline over 1 year | -15.99% | -15.68% | -0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -39.23% | -33.85% | -5.38% |
Max Drawdown (10Y)Largest decline over 10 years | -39.23% | -34.51% | -4.72% |
Current DrawdownCurrent decline from peak | -15.99% | -15.42% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -8.56% | -42.29% | +33.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.62% | 4.22% | +0.40% |
Volatility
FSCPX vs. USLUX - Volatility Comparison
Fidelity Select Consumer Discretionary Portfolio (FSCPX) and U.S. Global Investors Global Luxury Goods Fund (USLUX) have volatilities of 6.45% and 6.23%, 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.
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Volatility by Period
| FSCPX | USLUX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.45% | 6.23% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 13.51% | 12.99% | +0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.70% | 21.90% | +2.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.67% | 20.52% | +4.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.59% | 19.45% | +3.14% |