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FSCSX vs. FNILX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSCSX and FNILX is 0.86, 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

FSCSX vs. FNILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Software & IT Services Portfolio (FSCSX) and Fidelity ZERO Large Cap Index Fund (FNILX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FSCSX:

0.40

FNILX:

0.73

Sortino Ratio

FSCSX:

0.73

FNILX:

1.13

Omega Ratio

FSCSX:

1.10

FNILX:

1.17

Calmar Ratio

FSCSX:

0.37

FNILX:

0.75

Martin Ratio

FSCSX:

1.16

FNILX:

2.86

Ulcer Index

FSCSX:

8.70%

FNILX:

5.00%

Daily Std Dev

FSCSX:

25.63%

FNILX:

19.89%

Max Drawdown

FSCSX:

-58.42%

FNILX:

-33.75%

Current Drawdown

FSCSX:

-5.74%

FNILX:

-2.69%

Returns By Period

In the year-to-date period, FSCSX achieves a 1.70% return, which is significantly lower than FNILX's 1.91% return.


FSCSX

YTD

1.70%

1M

21.95%

6M

2.91%

1Y

10.18%

3Y*

16.95%

5Y*

13.15%

10Y*

17.10%

FNILX

YTD

1.91%

1M

13.28%

6M

1.92%

1Y

14.36%

3Y*

17.34%

5Y*

16.63%

10Y*

N/A

*Annualized

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FSCSX vs. FNILX - Expense Ratio Comparison

FSCSX has a 0.67% expense ratio, which is higher than FNILX's 0.00% expense ratio.


Risk-Adjusted Performance

FSCSX vs. FNILX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FSCSX
The Risk-Adjusted Performance Rank of FSCSX is 4343
Overall Rank
The Sharpe Ratio Rank of FSCSX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of FSCSX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of FSCSX is 4242
Omega Ratio Rank
The Calmar Ratio Rank of FSCSX is 4848
Calmar Ratio Rank
The Martin Ratio Rank of FSCSX is 3939
Martin Ratio Rank

FNILX
The Risk-Adjusted Performance Rank of FNILX is 6969
Overall Rank
The Sharpe Ratio Rank of FNILX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of FNILX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of FNILX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of FNILX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FNILX is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSCSX vs. FNILX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Software & IT Services Portfolio (FSCSX) and Fidelity ZERO Large Cap Index Fund (FNILX). 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.


The current FSCSX Sharpe Ratio is 0.40, which is lower than the FNILX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of FSCSX and FNILX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

FSCSX vs. FNILX - Dividend Comparison

FSCSX's dividend yield for the trailing twelve months is around 1.53%, more than FNILX's 1.07% yield.


TTM20242023202220212020201920182017201620152014
FSCSX
Fidelity Select Software & IT Services Portfolio
1.53%0.00%0.00%0.00%0.00%0.55%0.23%0.04%0.00%0.03%2.35%10.43%
FNILX
Fidelity ZERO Large Cap Index Fund
1.07%1.09%1.34%1.53%0.95%1.20%1.17%0.41%0.00%0.00%0.00%0.00%

Drawdowns

FSCSX vs. FNILX - Drawdown Comparison

The maximum FSCSX drawdown since its inception was -58.42%, which is greater than FNILX's maximum drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for FSCSX and FNILX. For additional features, visit the drawdowns tool.


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Volatility

FSCSX vs. FNILX - Volatility Comparison

Fidelity Select Software & IT Services Portfolio (FSCSX) has a higher volatility of 7.86% compared to Fidelity ZERO Large Cap Index Fund (FNILX) at 5.53%. This indicates that FSCSX's price experiences larger fluctuations and is considered to be riskier than FNILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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