FSCPX vs. VCDAX
Compare and contrast key facts about Fidelity Select Consumer Discretionary Portfolio (FSCPX) and Vanguard Consumer Discretionary Index Fund Admiral Shares (VCDAX).
FSCPX is managed by Fidelity Investments. It was launched on Jun 28, 1990. VCDAX is managed by Vanguard. It was launched on Jul 14, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSCPX or VCDAX.
Performance
FSCPX vs. VCDAX - Performance Comparison
Returns By Period
In the year-to-date period, FSCPX achieves a 15.60% return, which is significantly lower than VCDAX's 18.82% return. Over the past 10 years, FSCPX has underperformed VCDAX with an annualized return of 7.91%, while VCDAX has yielded a comparatively higher 13.78% annualized return.
FSCPX
15.60%
4.78%
12.87%
25.91%
7.48%
7.91%
VCDAX
18.82%
6.46%
16.71%
30.02%
15.83%
13.78%
Key characteristics
| FSCPX | VCDAX | |
|---|---|---|
| Sharpe Ratio | 1.44 | 1.63 |
| Sortino Ratio | 1.97 | 2.25 |
| Omega Ratio | 1.25 | 1.28 |
| Calmar Ratio | 0.79 | 1.42 |
| Martin Ratio | 6.24 | 8.19 |
| Ulcer Index | 4.11% | 3.50% |
| Daily Std Dev | 17.80% | 17.54% |
| Max Drawdown | -57.37% | -61.66% |
| Current Drawdown | -14.30% | -2.95% |
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FSCPX vs. VCDAX - Expense Ratio Comparison
FSCPX has a 0.76% expense ratio, which is higher than VCDAX's 0.10% expense ratio.
Correlation
The correlation between FSCPX and VCDAX is 0.97, 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.
Risk-Adjusted Performance
FSCPX vs. VCDAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Consumer Discretionary Portfolio (FSCPX) and Vanguard Consumer Discretionary Index Fund Admiral Shares (VCDAX). 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. VCDAX - Dividend Comparison
FSCPX's dividend yield for the trailing twelve months is around 0.04%, less than VCDAX's 0.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSCPX Fidelity Select Consumer Discretionary Portfolio | 0.04% | 0.04% | 0.05% | 0.00% | 0.00% | 0.22% | 0.37% | 0.33% | 0.90% | 2.70% | 4.98% | 8.57% |
VCDAX Vanguard Consumer Discretionary Index Fund Admiral Shares | 0.76% | 0.84% | 0.98% | 0.79% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.33% | 1.22% | 0.86% |
Drawdowns
FSCPX vs. VCDAX - Drawdown Comparison
The maximum FSCPX drawdown since its inception was -57.37%, smaller than the maximum VCDAX drawdown of -61.66%. Use the drawdown chart below to compare losses from any high point for FSCPX and VCDAX. For additional features, visit the drawdowns tool.
Volatility
FSCPX vs. VCDAX - Volatility Comparison
The current volatility for Fidelity Select Consumer Discretionary Portfolio (FSCPX) is 6.08%, while Vanguard Consumer Discretionary Index Fund Admiral Shares (VCDAX) has a volatility of 6.44%. This indicates that FSCPX experiences smaller price fluctuations and is considered to be less risky than VCDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.