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

Correlation

The correlation between FSCSX and FSPTX 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.


-0.50.00.51.00.9

Performance

FSCSX vs. FSPTX - Performance Comparison

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

6,000.00%8,000.00%10,000.00%12,000.00%14,000.00%16,000.00%18,000.00%JulyAugustSeptemberOctoberNovemberDecember
17,288.06%
7,212.96%
FSCSX
FSPTX

Key characteristics

Sharpe Ratio

FSCSX:

0.12

FSPTX:

1.23

Sortino Ratio

FSCSX:

0.28

FSPTX:

1.71

Omega Ratio

FSCSX:

1.04

FSPTX:

1.22

Calmar Ratio

FSCSX:

0.09

FSPTX:

1.84

Martin Ratio

FSCSX:

0.28

FSPTX:

6.15

Ulcer Index

FSCSX:

8.30%

FSPTX:

4.79%

Daily Std Dev

FSCSX:

19.83%

FSPTX:

23.93%

Max Drawdown

FSCSX:

-58.42%

FSPTX:

-84.32%

Current Drawdown

FSCSX:

-9.01%

FSPTX:

-8.67%

Returns By Period

In the year-to-date period, FSCSX achieves a 9.47% return, which is significantly lower than FSPTX's 29.25% return. Over the past 10 years, FSCSX has underperformed FSPTX with an annualized return of 10.44%, while FSPTX has yielded a comparatively higher 12.91% annualized return.


FSCSX

YTD

9.47%

1M

3.03%

6M

15.52%

1Y

1.75%

5Y*

9.02%

10Y*

10.44%

FSPTX

YTD

29.25%

1M

-1.29%

6M

1.82%

1Y

29.07%

5Y*

13.38%

10Y*

12.91%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FSCSX vs. FSPTX - Expense Ratio Comparison

Both FSCSX and FSPTX have an expense ratio of 0.67%.


FSCSX
Fidelity Select Software & IT Services Portfolio
Expense ratio chart for FSCSX: current value at 0.67% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.67%
Expense ratio chart for FSPTX: current value at 0.67% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.67%

Risk-Adjusted Performance

FSCSX vs. FSPTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Software & IT Services Portfolio (FSCSX) and Fidelity Select Technology Portfolio (FSPTX). 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.


Sharpe ratio
The chart of Sharpe ratio for FSCSX, currently valued at 0.12, compared to the broader market-1.000.001.002.003.004.000.121.23
The chart of Sortino ratio for FSCSX, currently valued at 0.28, compared to the broader market-2.000.002.004.006.008.0010.000.281.71
The chart of Omega ratio for FSCSX, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.003.501.041.22
The chart of Calmar ratio for FSCSX, currently valued at 0.09, compared to the broader market0.005.0010.0015.000.091.84
The chart of Martin ratio for FSCSX, currently valued at 0.28, compared to the broader market0.0020.0040.0060.000.286.15
FSCSX
FSPTX

The current FSCSX Sharpe Ratio is 0.12, which is lower than the FSPTX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of FSCSX and FSPTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.12
1.23
FSCSX
FSPTX

Dividends

FSCSX vs. FSPTX - Dividend Comparison

Neither FSCSX nor FSPTX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FSCSX
Fidelity Select Software & IT Services Portfolio
0.00%0.00%0.00%0.00%0.55%0.23%0.04%0.00%0.03%2.35%10.43%4.72%
FSPTX
Fidelity Select Technology Portfolio
0.00%0.01%0.00%0.00%0.09%0.25%0.14%0.00%0.05%4.28%17.85%8.07%

Drawdowns

FSCSX vs. FSPTX - Drawdown Comparison

The maximum FSCSX drawdown since its inception was -58.42%, smaller than the maximum FSPTX drawdown of -84.32%. Use the drawdown chart below to compare losses from any high point for FSCSX and FSPTX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.01%
-8.67%
FSCSX
FSPTX

Volatility

FSCSX vs. FSPTX - Volatility Comparison

The current volatility for Fidelity Select Software & IT Services Portfolio (FSCSX) is 7.00%, while Fidelity Select Technology Portfolio (FSPTX) has a volatility of 7.45%. This indicates that FSCSX experiences smaller price fluctuations and is considered to be less risky than FSPTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.00%
7.45%
FSCSX
FSPTX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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