PortfoliosLab logo
FSCSX vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSCSX and VGT is 0.84, 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. VGT - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

FSCSX:

0.06

VGT:

0.48

Sortino Ratio

FSCSX:

0.26

VGT:

0.90

Omega Ratio

FSCSX:

1.04

VGT:

1.13

Calmar Ratio

FSCSX:

0.04

VGT:

0.57

Martin Ratio

FSCSX:

0.12

VGT:

1.84

Ulcer Index

FSCSX:

12.38%

VGT:

8.38%

Daily Std Dev

FSCSX:

26.46%

VGT:

30.11%

Max Drawdown

FSCSX:

-58.41%

VGT:

-54.63%

Current Drawdown

FSCSX:

-16.20%

VGT:

-5.17%

Returns By Period

In the year-to-date period, FSCSX achieves a 1.70% return, which is significantly higher than VGT's -1.30% return. Over the past 10 years, FSCSX has underperformed VGT with an annualized return of 9.18%, while VGT has yielded a comparatively higher 19.87% annualized return.


FSCSX

YTD

1.70%

1M

21.95%

6M

-5.92%

1Y

1.00%

3Y*

8.78%

5Y*

5.51%

10Y*

9.18%

VGT

YTD

-1.30%

1M

21.24%

6M

0.37%

1Y

14.26%

3Y*

22.87%

5Y*

20.03%

10Y*

19.87%

*Annualized

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. VGT - Expense Ratio Comparison

FSCSX has a 0.67% expense ratio, which is higher than VGT's 0.10% expense ratio.


Risk-Adjusted Performance

FSCSX vs. VGT — 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 2222
Overall Rank
The Sharpe Ratio Rank of FSCSX is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of FSCSX is 2525
Sortino Ratio Rank
The Omega Ratio Rank of FSCSX is 2424
Omega Ratio Rank
The Calmar Ratio Rank of FSCSX is 2222
Calmar Ratio Rank
The Martin Ratio Rank of FSCSX is 2121
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 5454
Overall Rank
The Sharpe Ratio Rank of VGT is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 5454
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 5555
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 6060
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 5353
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. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Software & IT Services Portfolio (FSCSX) and Vanguard Information Technology ETF (VGT). 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 0.06, which is lower than the VGT Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of FSCSX and VGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

FSCSX vs. VGT - Dividend Comparison

FSCSX's dividend yield for the trailing twelve months is around 1.53%, more than VGT's 0.52% 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%
VGT
Vanguard Information Technology ETF
0.52%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

Drawdowns

FSCSX vs. VGT - Drawdown Comparison

The maximum FSCSX drawdown since its inception was -58.41%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for FSCSX and VGT. For additional features, visit the drawdowns tool.


Loading data...

Volatility

FSCSX vs. VGT - Volatility Comparison

Fidelity Select Software & IT Services Portfolio (FSCSX) has a higher volatility of 7.69% compared to Vanguard Information Technology ETF (VGT) at 6.75%. This indicates that FSCSX's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...