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FSCSX vs. CCOYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSCSX vs. CCOYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Software & IT Services Portfolio (FSCSX) and Columbia Seligman Technology and Information Fund Institutional 3 Class (CCOYX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSCSX achieves a -6.42% return, which is significantly lower than CCOYX's 46.52% return.


FSCSX

1D
1.65%
1M
5.07%
6M
10.18%
YTD
-6.42%
1Y
-5.96%
3Y*
10.41%
5Y*
5.53%
10Y*
16.32%
ALL TIME*
15.58%

CCOYX

1D
0.43%
1M
-3.13%
6M
31.63%
YTD
46.52%
1Y
85.98%
3Y*
39.67%
5Y*
23.92%
10Y*
ALL TIME*
26.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

FSCSX vs. CCOYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSCSX
Fidelity Select Software & IT Services Portfolio
-6.42%6.96%19.66%51.72%-29.13%18.13%45.55%38.99%4.08%26.70%
CCOYX
Columbia Seligman Technology and Information Fund Institutional 3 Class
46.52%37.79%27.11%44.77%-30.92%39.45%44.92%54.68%-7.78%19.33%

Correlation

The correlation between FSCSX and CCOYX is 0.42, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.42

Correlation (3Y)
Balances recent behavior with more history.

0.64

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.75

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2017

0.79

Over the past year, the correlation between FSCSX and CCOYX has dropped to 0.42 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.

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Return for Risk

FSCSX vs. CCOYX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FSCSX
FSCSX Risk / Return Rank: 22
Overall Rank
FSCSX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FSCSX Sortino Ratio Rank: 22
Sortino Ratio Rank
FSCSX Omega Ratio Rank: 22
Omega Ratio Rank
FSCSX Calmar Ratio Rank: 22
Calmar Ratio Rank
FSCSX Martin Ratio Rank: 22
Martin Ratio Rank

CCOYX
CCOYX Risk / Return Rank: 9393
Overall Rank
CCOYX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
CCOYX Sortino Ratio Rank: 8888
Sortino Ratio Rank
CCOYX Omega Ratio Rank: 8686
Omega Ratio Rank
CCOYX Calmar Ratio Rank: 9898
Calmar Ratio Rank
CCOYX Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FSCSX vs. CCOYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Software & IT Services Portfolio (FSCSX) and Columbia Seligman Technology and Information Fund Institutional 3 Class (CCOYX). 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.


FSCSXCCOYXDifference
Sharpe ratioReturn per unit of total volatility

-3.11

Sortino ratioReturn per unit of downside risk

-3.47

Omega ratioGain probability vs. loss probability

0.97

1.43

-0.46

Calmar ratioReturn relative to maximum drawdown

-0.25

6.55

-6.80

Martin ratioReturn relative to average drawdown

-0.51

21.37

-21.89

FSCSX vs. CCOYX - Sharpe Ratio Comparison

The current FSCSX Sharpe Ratio is -0.29, which is lower than the CCOYX Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of FSCSX and CCOYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FSCSX vs. CCOYX - Drawdown Comparison

The maximum FSCSX drawdown since its inception was -64.66%, which is greater than CCOYX's maximum drawdown of -37.16%. Use the drawdown chart below to compare losses from any high point for FSCSX and CCOYX.


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Drawdown Indicators


FSCSXCCOYXDifference

Max Drawdown

Largest peak-to-trough decline

-64.66%

-37.16%

-27.50%

Max Drawdown (1Y)

Largest decline over 1 year

-34.24%

-12.76%

-21.48%

Max Drawdown (3Y)

Largest decline over 3 years

-34.24%

-29.08%

-5.16%

Max Drawdown (5Y)

Largest decline over 5 years

-37.06%

-37.16%

+0.10%

Max Drawdown (10Y)

Largest decline over 10 years

-37.06%

Current Drawdown

Current decline from peak

-11.77%

-8.12%

-3.65%

Average Drawdown

Average peak-to-trough decline

-13.24%

-7.64%

-5.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.66%

3.88%

+12.78%

Volatility

FSCSX vs. CCOYX - Volatility Comparison

The current volatility for Fidelity Select Software & IT Services Portfolio (FSCSX) is 7.36%, while Columbia Seligman Technology and Information Fund Institutional 3 Class (CCOYX) has a volatility of 9.66%. This indicates that FSCSX experiences smaller price fluctuations and is considered to be less risky than CCOYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSCSXCCOYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.36%

9.66%

-2.30%

Volatility (6M)

Calculated over the trailing 6-month period

25.36%

23.32%

+2.04%

Volatility (1Y)

Calculated over the trailing 1-year period

29.68%

29.58%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.84%

26.91%

-0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.76%

26.96%

-2.20%

FSCSX vs. CCOYX - Expense Ratio Comparison

FSCSX has a 0.67% expense ratio, which is lower than CCOYX's 0.82% expense ratio.


Dividends

FSCSX vs. CCOYX - Dividend Comparison

FSCSX's dividend yield for the trailing twelve months is around 21.47%, more than CCOYX's 5.51% yield.


PositionTTM20252024202320222021202020192018201720162015
CCOYX
Columbia Seligman Technology and Information Fund Institutional 3 Class
5.51%8.08%12.32%4.60%8.17%10.62%9.52%10.61%11.42%10.60%0.00%0.00%
FSCSX
Fidelity Select Software & IT Services Portfolio
21.47%15.40%19.17%7.72%9.06%6.54%5.10%12.70%6.20%7.15%3.98%5.22%

Frequently Asked Questions


FSCSX and CCOYX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CCOYX has higher volatility (9.66%) compared to FSCSX (7.36%). In terms of maximum drawdown, FSCSX dropped -64.66% vs CCOYX's -37.16%.

CCOYX currently has the higher Sharpe Ratio (2.82 vs -0.29), 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.

Portfolio Optimizer

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