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FSDAX vs. FNCMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSDAX vs. FNCMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Defense & Aerospace Portfolio (FSDAX) and Fidelity NASDAQ Composite Index Fund (FNCMX). The values are adjusted to include any dividend payments, if applicable.

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FSDAX vs. FNCMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSDAX
Fidelity Select Defense & Aerospace Portfolio
-3.56%50.03%15.83%16.29%6.83%4.91%-7.87%33.75%-6.83%34.15%
FNCMX
Fidelity NASDAQ Composite Index Fund
-10.43%21.11%29.48%45.13%-32.40%22.21%44.57%36.63%-3.07%28.35%

Returns By Period

In the year-to-date period, FSDAX achieves a -3.56% return, which is significantly higher than FNCMX's -10.43% return. Over the past 10 years, FSDAX has underperformed FNCMX with an annualized return of 14.95%, while FNCMX has yielded a comparatively higher 16.42% annualized return.


FSDAX

1D
-2.27%
1M
-14.26%
YTD
-3.56%
6M
-1.06%
1Y
34.57%
3Y*
23.65%
5Y*
15.00%
10Y*
14.95%

FNCMX

1D
-0.73%
1M
-8.22%
YTD
-10.43%
6M
-8.01%
1Y
20.91%
3Y*
20.31%
5Y*
10.35%
10Y*
16.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSDAX vs. FNCMX - Expense Ratio Comparison

FSDAX has a 0.74% expense ratio, which is higher than FNCMX's 0.29% expense ratio.


Return for Risk

FSDAX vs. FNCMX — Risk / Return Rank

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

FSDAX
FSDAX Risk / Return Rank: 8080
Overall Rank
FSDAX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FSDAX Sortino Ratio Rank: 8080
Sortino Ratio Rank
FSDAX Omega Ratio Rank: 7878
Omega Ratio Rank
FSDAX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FSDAX Martin Ratio Rank: 8080
Martin Ratio Rank

FNCMX
FNCMX Risk / Return Rank: 5353
Overall Rank
FNCMX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FNCMX Sortino Ratio Rank: 5555
Sortino Ratio Rank
FNCMX Omega Ratio Rank: 5353
Omega Ratio Rank
FNCMX Calmar Ratio Rank: 5757
Calmar Ratio Rank
FNCMX Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FSDAX vs. FNCMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Defense & Aerospace Portfolio (FSDAX) and Fidelity NASDAQ Composite Index Fund (FNCMX). 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.


FSDAXFNCMXDifference

Sharpe ratio

Return per unit of total volatility

1.48

0.91

+0.58

Sortino ratio

Return per unit of downside risk

2.02

1.44

+0.58

Omega ratio

Gain probability vs. loss probability

1.29

1.20

+0.09

Calmar ratio

Return relative to maximum drawdown

1.96

1.32

+0.64

Martin ratio

Return relative to average drawdown

7.81

4.92

+2.89

FSDAX vs. FNCMX - Sharpe Ratio Comparison

The current FSDAX Sharpe Ratio is 1.48, which is higher than the FNCMX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of FSDAX and FNCMX, 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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Sharpe Ratios by Period


FSDAXFNCMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

0.91

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.46

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.75

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.52

+0.10

Correlation

The correlation between FSDAX and FNCMX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FSDAX vs. FNCMX - Dividend Comparison

FSDAX's dividend yield for the trailing twelve months is around 4.65%, more than FNCMX's 0.57% yield.


TTM20252024202320222021202020192018201720162015
FSDAX
Fidelity Select Defense & Aerospace Portfolio
4.65%4.48%7.68%6.47%8.87%8.38%2.11%2.62%11.45%3.57%4.87%6.30%
FNCMX
Fidelity NASDAQ Composite Index Fund
0.57%0.51%0.61%0.67%0.88%0.47%0.67%4.41%1.93%0.03%1.01%1.50%

Drawdowns

FSDAX vs. FNCMX - Drawdown Comparison

The maximum FSDAX drawdown since its inception was -60.59%, which is greater than FNCMX's maximum drawdown of -55.08%. Use the drawdown chart below to compare losses from any high point for FSDAX and FNCMX.


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Drawdown Indicators


FSDAXFNCMXDifference

Max Drawdown

Largest peak-to-trough decline

-60.59%

-55.08%

-5.51%

Max Drawdown (1Y)

Largest decline over 1 year

-16.13%

-13.25%

-2.88%

Max Drawdown (5Y)

Largest decline over 5 years

-22.84%

-35.64%

+12.80%

Max Drawdown (10Y)

Largest decline over 10 years

-47.08%

-35.64%

-11.44%

Current Drawdown

Current decline from peak

-16.13%

-13.01%

-3.12%

Average Drawdown

Average peak-to-trough decline

-10.45%

-7.91%

-2.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.04%

3.56%

+0.48%

Volatility

FSDAX vs. FNCMX - Volatility Comparison

Fidelity Select Defense & Aerospace Portfolio (FSDAX) has a higher volatility of 7.71% compared to Fidelity NASDAQ Composite Index Fund (FNCMX) at 5.63%. This indicates that FSDAX's price experiences larger fluctuations and is considered to be riskier than FNCMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSDAXFNCMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.71%

5.63%

+2.08%

Volatility (6M)

Calculated over the trailing 6-month period

15.52%

12.48%

+3.04%

Volatility (1Y)

Calculated over the trailing 1-year period

23.22%

23.06%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.92%

22.42%

-2.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.07%

21.97%

+0.10%