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FSDAX vs. ROKT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSDAX and ROKT 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.


-0.50.00.51.0
Correlation: 0.7

Performance

FSDAX vs. ROKT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Defense & Aerospace Portfolio (FSDAX) and SPDR S&P Kensho Final Frontiers ETF (ROKT). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%100.00%120.00%NovemberDecember2025FebruaryMarchApril
19.88%
85.90%
FSDAX
ROKT

Key characteristics

Sharpe Ratio

FSDAX:

0.74

ROKT:

0.90

Sortino Ratio

FSDAX:

1.12

ROKT:

1.42

Omega Ratio

FSDAX:

1.16

ROKT:

1.19

Calmar Ratio

FSDAX:

1.06

ROKT:

0.98

Martin Ratio

FSDAX:

3.93

ROKT:

3.34

Ulcer Index

FSDAX:

4.36%

ROKT:

6.86%

Daily Std Dev

FSDAX:

23.10%

ROKT:

25.42%

Max Drawdown

FSDAX:

-60.20%

ROKT:

-43.16%

Current Drawdown

FSDAX:

-2.67%

ROKT:

-14.59%

Returns By Period

In the year-to-date period, FSDAX achieves a 9.20% return, which is significantly higher than ROKT's -7.31% return.


FSDAX

YTD

9.20%

1M

-1.17%

6M

2.00%

1Y

17.58%

5Y*

10.38%

10Y*

5.46%

ROKT

YTD

-7.31%

1M

-4.50%

6M

2.42%

1Y

22.55%

5Y*

14.76%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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FSDAX vs. ROKT - Expense Ratio Comparison

FSDAX has a 0.74% expense ratio, which is higher than ROKT's 0.45% expense ratio.


Expense ratio chart for FSDAX: current value is 0.74%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSDAX: 0.74%
Expense ratio chart for ROKT: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ROKT: 0.45%

Risk-Adjusted Performance

FSDAX vs. ROKT — Risk-Adjusted Performance Rank

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

FSDAX
The Risk-Adjusted Performance Rank of FSDAX is 7474
Overall Rank
The Sharpe Ratio Rank of FSDAX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of FSDAX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of FSDAX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of FSDAX is 8686
Calmar Ratio Rank
The Martin Ratio Rank of FSDAX is 7979
Martin Ratio Rank

ROKT
The Risk-Adjusted Performance Rank of ROKT is 7878
Overall Rank
The Sharpe Ratio Rank of ROKT is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of ROKT is 7979
Sortino Ratio Rank
The Omega Ratio Rank of ROKT is 7878
Omega Ratio Rank
The Calmar Ratio Rank of ROKT is 8282
Calmar Ratio Rank
The Martin Ratio Rank of ROKT is 7575
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.

FSDAX vs. ROKT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Defense & Aerospace Portfolio (FSDAX) and SPDR S&P Kensho Final Frontiers ETF (ROKT). 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 FSDAX, currently valued at 0.74, compared to the broader market-1.000.001.002.003.00
FSDAX: 0.74
ROKT: 0.90
The chart of Sortino ratio for FSDAX, currently valued at 1.12, compared to the broader market-2.000.002.004.006.008.00
FSDAX: 1.12
ROKT: 1.42
The chart of Omega ratio for FSDAX, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.00
FSDAX: 1.16
ROKT: 1.19
The chart of Calmar ratio for FSDAX, currently valued at 1.06, compared to the broader market0.002.004.006.008.0010.00
FSDAX: 1.06
ROKT: 0.98
The chart of Martin ratio for FSDAX, currently valued at 3.93, compared to the broader market0.0010.0020.0030.0040.0050.00
FSDAX: 3.93
ROKT: 3.34

The current FSDAX Sharpe Ratio is 0.74, which is comparable to the ROKT Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of FSDAX and ROKT, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.74
0.90
FSDAX
ROKT

Dividends

FSDAX vs. ROKT - Dividend Comparison

FSDAX's dividend yield for the trailing twelve months is around 4.05%, more than ROKT's 0.65% yield.


TTM20242023202220212020201920182017201620152014
FSDAX
Fidelity Select Defense & Aerospace Portfolio
4.05%0.79%0.64%0.42%0.00%0.30%1.19%0.68%0.41%0.89%4.62%4.99%
ROKT
SPDR S&P Kensho Final Frontiers ETF
0.65%0.57%0.62%0.54%1.79%0.48%0.74%0.16%0.00%0.00%0.00%0.00%

Drawdowns

FSDAX vs. ROKT - Drawdown Comparison

The maximum FSDAX drawdown since its inception was -60.20%, which is greater than ROKT's maximum drawdown of -43.16%. Use the drawdown chart below to compare losses from any high point for FSDAX and ROKT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.67%
-14.59%
FSDAX
ROKT

Volatility

FSDAX vs. ROKT - Volatility Comparison

Fidelity Select Defense & Aerospace Portfolio (FSDAX) and SPDR S&P Kensho Final Frontiers ETF (ROKT) have volatilities of 15.34% and 15.34%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.34%
15.34%
FSDAX
ROKT