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

Correlation

The correlation between FSCSX and VONG is 0.89, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

FSCSX vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Software & IT Services Portfolio (FSCSX) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
-14.86%
-7.39%
FSCSX
VONG

Key characteristics

Sharpe Ratio

FSCSX:

-0.82

VONG:

0.21

Sortino Ratio

FSCSX:

-0.97

VONG:

0.40

Omega Ratio

FSCSX:

0.87

VONG:

1.05

Calmar Ratio

FSCSX:

-0.60

VONG:

0.25

Martin Ratio

FSCSX:

-1.78

VONG:

0.84

Ulcer Index

FSCSX:

10.12%

VONG:

5.05%

Daily Std Dev

FSCSX:

22.03%

VONG:

20.12%

Max Drawdown

FSCSX:

-58.42%

VONG:

-32.72%

Current Drawdown

FSCSX:

-30.13%

VONG:

-17.16%

Returns By Period

In the year-to-date period, FSCSX achieves a -15.20% return, which is significantly lower than VONG's -13.65% return. Over the past 10 years, FSCSX has underperformed VONG with an annualized return of 7.50%, while VONG has yielded a comparatively higher 14.51% annualized return.


FSCSX

YTD

-15.20%

1M

-11.63%

6M

-13.53%

1Y

-17.87%

5Y*

6.76%

10Y*

7.50%

VONG

YTD

-13.65%

1M

-9.36%

6M

-6.37%

1Y

3.98%

5Y*

20.05%

10Y*

14.51%

*Annualized

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FSCSX vs. VONG - Expense Ratio Comparison

FSCSX has a 0.67% expense ratio, which is higher than VONG's 0.08% expense ratio.


Expense ratio chart for FSCSX: current value is 0.67%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSCSX: 0.67%
Expense ratio chart for VONG: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VONG: 0.08%

Risk-Adjusted Performance

FSCSX vs. VONG — 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 33
Overall Rank
The Sharpe Ratio Rank of FSCSX is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of FSCSX is 33
Sortino Ratio Rank
The Omega Ratio Rank of FSCSX is 44
Omega Ratio Rank
The Calmar Ratio Rank of FSCSX is 22
Calmar Ratio Rank
The Martin Ratio Rank of FSCSX is 33
Martin Ratio Rank

VONG
The Risk-Adjusted Performance Rank of VONG is 2929
Overall Rank
The Sharpe Ratio Rank of VONG is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of VONG is 2626
Sortino Ratio Rank
The Omega Ratio Rank of VONG is 2828
Omega Ratio Rank
The Calmar Ratio Rank of VONG is 3232
Calmar Ratio Rank
The Martin Ratio Rank of VONG is 3030
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. VONG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Software & IT Services Portfolio (FSCSX) and Vanguard Russell 1000 Growth ETF (VONG). 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 chart of Sharpe ratio for FSCSX, currently valued at -0.82, compared to the broader market-1.000.001.002.003.004.00
FSCSX: -0.82
VONG: 0.21
The chart of Sortino ratio for FSCSX, currently valued at -0.97, compared to the broader market-2.000.002.004.006.008.0010.00
FSCSX: -0.97
VONG: 0.40
The chart of Omega ratio for FSCSX, currently valued at 0.87, compared to the broader market1.002.003.00
FSCSX: 0.87
VONG: 1.05
The chart of Calmar ratio for FSCSX, currently valued at -0.60, compared to the broader market0.005.0010.0015.0020.00
FSCSX: -0.60
VONG: 0.25
The chart of Martin ratio for FSCSX, currently valued at -1.78, compared to the broader market0.0020.0040.0060.00
FSCSX: -1.78
VONG: 0.84

The current FSCSX Sharpe Ratio is -0.82, which is lower than the VONG Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of FSCSX and VONG, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.82
0.21
FSCSX
VONG

Dividends

FSCSX vs. VONG - Dividend Comparison

FSCSX has not paid dividends to shareholders, while VONG's dividend yield for the trailing twelve months is around 0.62%.


TTM20242023202220212020201920182017201620152014
FSCSX
Fidelity Select Software & IT Services Portfolio
0.00%0.00%0.00%0.00%0.00%0.55%0.23%0.04%0.00%0.03%2.35%10.43%
VONG
Vanguard Russell 1000 Growth ETF
0.62%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%

Drawdowns

FSCSX vs. VONG - Drawdown Comparison

The maximum FSCSX drawdown since its inception was -58.42%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for FSCSX and VONG. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-30.13%
-17.16%
FSCSX
VONG

Volatility

FSCSX vs. VONG - Volatility Comparison

Fidelity Select Software & IT Services Portfolio (FSCSX) and Vanguard Russell 1000 Growth ETF (VONG) have volatilities of 9.96% and 9.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%NovemberDecember2025FebruaryMarchApril
9.96%
9.63%
FSCSX
VONG