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FSDPX vs. FFGCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSDPX vs. FFGCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Materials Portfolio (FSDPX) and Fidelity Global Commodity Stock Fund (FFGCX). The values are adjusted to include any dividend payments, if applicable.

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FSDPX vs. FFGCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSDPX
Fidelity Select Materials Portfolio
9.58%11.32%-2.95%7.29%-9.86%31.66%21.78%12.40%-23.74%25.99%
FFGCX
Fidelity Global Commodity Stock Fund
22.87%28.66%2.98%-5.18%20.69%26.08%6.04%17.82%-13.21%17.18%

Returns By Period

In the year-to-date period, FSDPX achieves a 9.58% return, which is significantly lower than FFGCX's 22.87% return. Over the past 10 years, FSDPX has underperformed FFGCX with an annualized return of 8.22%, while FFGCX has yielded a comparatively higher 13.82% annualized return.


FSDPX

1D
0.35%
1M
-7.63%
YTD
9.58%
6M
9.12%
1Y
20.48%
3Y*
7.08%
5Y*
6.45%
10Y*
8.22%

FFGCX

1D
0.25%
1M
-1.60%
YTD
22.87%
6M
31.25%
1Y
52.48%
3Y*
17.71%
5Y*
15.78%
10Y*
13.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSDPX vs. FFGCX - Expense Ratio Comparison

FSDPX has a 0.74% expense ratio, which is lower than FFGCX's 0.94% expense ratio.


Return for Risk

FSDPX vs. FFGCX — Risk / Return Rank

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

FSDPX
FSDPX Risk / Return Rank: 5555
Overall Rank
FSDPX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FSDPX Sortino Ratio Rank: 6060
Sortino Ratio Rank
FSDPX Omega Ratio Rank: 5252
Omega Ratio Rank
FSDPX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FSDPX Martin Ratio Rank: 4747
Martin Ratio Rank

FFGCX
FFGCX Risk / Return Rank: 9696
Overall Rank
FFGCX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FFGCX Sortino Ratio Rank: 9595
Sortino Ratio Rank
FFGCX Omega Ratio Rank: 9494
Omega Ratio Rank
FFGCX Calmar Ratio Rank: 9696
Calmar Ratio Rank
FFGCX Martin Ratio Rank: 9797
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.

FSDPX vs. FFGCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Materials Portfolio (FSDPX) and Fidelity Global Commodity Stock Fund (FFGCX). 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.


FSDPXFFGCXDifference

Sharpe ratio

Return per unit of total volatility

1.04

2.57

-1.53

Sortino ratio

Return per unit of downside risk

1.54

3.09

-1.55

Omega ratio

Gain probability vs. loss probability

1.21

1.49

-0.28

Calmar ratio

Return relative to maximum drawdown

1.38

3.46

-2.07

Martin ratio

Return relative to average drawdown

4.68

17.89

-13.21

FSDPX vs. FFGCX - Sharpe Ratio Comparison

The current FSDPX Sharpe Ratio is 1.04, which is lower than the FFGCX Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of FSDPX and FFGCX, 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


FSDPXFFGCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

2.57

-1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.74

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.62

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.35

+0.08

Correlation

The correlation between FSDPX and FFGCX is 0.83, 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.


Dividends

FSDPX vs. FFGCX - Dividend Comparison

FSDPX's dividend yield for the trailing twelve months is around 1.77%, less than FFGCX's 2.06% yield.


TTM20252024202320222021202020192018201720162015
FSDPX
Fidelity Select Materials Portfolio
1.77%1.94%12.46%5.46%3.34%0.71%0.68%1.22%12.89%5.08%1.05%2.42%
FFGCX
Fidelity Global Commodity Stock Fund
2.06%2.53%2.62%2.01%1.84%3.39%1.61%2.98%2.22%0.36%1.53%2.86%

Drawdowns

FSDPX vs. FFGCX - Drawdown Comparison

The maximum FSDPX drawdown since its inception was -64.19%, which is greater than FFGCX's maximum drawdown of -57.23%. Use the drawdown chart below to compare losses from any high point for FSDPX and FFGCX.


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Drawdown Indicators


FSDPXFFGCXDifference

Max Drawdown

Largest peak-to-trough decline

-64.19%

-57.23%

-6.96%

Max Drawdown (1Y)

Largest decline over 1 year

-13.53%

-14.64%

+1.11%

Max Drawdown (5Y)

Largest decline over 5 years

-25.39%

-27.22%

+1.83%

Max Drawdown (10Y)

Largest decline over 10 years

-49.89%

-48.43%

-1.46%

Current Drawdown

Current decline from peak

-7.63%

-2.30%

-5.33%

Average Drawdown

Average peak-to-trough decline

-11.33%

-19.54%

+8.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.00%

2.83%

+1.17%

Volatility

FSDPX vs. FFGCX - Volatility Comparison

Fidelity Select Materials Portfolio (FSDPX) has a higher volatility of 6.64% compared to Fidelity Global Commodity Stock Fund (FFGCX) at 6.10%. This indicates that FSDPX's price experiences larger fluctuations and is considered to be riskier than FFGCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSDPXFFGCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.64%

6.10%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

13.61%

13.74%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

20.54%

20.49%

+0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.29%

21.53%

-1.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.64%

22.54%

-0.90%