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FSDPX vs. FSELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSDPX and FSELX is 0.55, 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.


-0.50.00.51.00.5

Performance

FSDPX vs. FSELX - Performance Comparison

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

2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,694.02%
11,113.48%
FSDPX
FSELX

Key characteristics

Sharpe Ratio

FSDPX:

-0.57

FSELX:

1.18

Sortino Ratio

FSDPX:

-0.64

FSELX:

1.70

Omega Ratio

FSDPX:

0.91

FSELX:

1.21

Calmar Ratio

FSDPX:

-0.56

FSELX:

1.76

Martin Ratio

FSDPX:

-2.14

FSELX:

4.90

Ulcer Index

FSDPX:

4.56%

FSELX:

8.77%

Daily Std Dev

FSDPX:

17.16%

FSELX:

36.28%

Max Drawdown

FSDPX:

-64.19%

FSELX:

-81.70%

Current Drawdown

FSDPX:

-17.53%

FSELX:

-7.71%

Returns By Period

In the year-to-date period, FSDPX achieves a -8.87% return, which is significantly lower than FSELX's 44.04% return. Over the past 10 years, FSDPX has underperformed FSELX with an annualized return of 4.45%, while FSELX has yielded a comparatively higher 17.45% annualized return.


FSDPX

YTD

-8.87%

1M

-16.47%

6M

-11.98%

1Y

-9.93%

5Y*

7.28%

10Y*

4.45%

FSELX

YTD

44.04%

1M

1.87%

6M

-0.57%

1Y

42.80%

5Y*

22.98%

10Y*

17.45%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FSDPX vs. FSELX - Expense Ratio Comparison

FSDPX has a 0.74% expense ratio, which is higher than FSELX's 0.68% expense ratio.


FSDPX
Fidelity Select Materials Portfolio
Expense ratio chart for FSDPX: current value at 0.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.74%
Expense ratio chart for FSELX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%

Risk-Adjusted Performance

FSDPX vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Materials Portfolio (FSDPX) and Fidelity Select Semiconductors Portfolio (FSELX). 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.


Sharpe ratio
The chart of Sharpe ratio for FSDPX, currently valued at -0.57, compared to the broader market-1.000.001.002.003.004.00-0.571.18
The chart of Sortino ratio for FSDPX, currently valued at -0.64, compared to the broader market-2.000.002.004.006.008.0010.00-0.641.70
The chart of Omega ratio for FSDPX, currently valued at 0.91, compared to the broader market0.501.001.502.002.503.003.500.911.21
The chart of Calmar ratio for FSDPX, currently valued at -0.56, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.561.76
The chart of Martin ratio for FSDPX, currently valued at -2.14, compared to the broader market0.0010.0020.0030.0040.0050.0060.00-2.144.90
FSDPX
FSELX

The current FSDPX Sharpe Ratio is -0.57, which is lower than the FSELX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of FSDPX and FSELX, 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.57
1.18
FSDPX
FSELX

Dividends

FSDPX vs. FSELX - Dividend Comparison

FSDPX's dividend yield for the trailing twelve months is around 0.13%, while FSELX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FSDPX
Fidelity Select Materials Portfolio
0.13%1.37%1.08%0.71%0.68%1.22%1.50%0.85%1.05%1.15%4.03%3.02%
FSELX
Fidelity Select Semiconductors Portfolio
0.00%0.10%0.18%0.04%0.51%0.76%0.76%1.04%0.71%16.31%3.48%0.61%

Drawdowns

FSDPX vs. FSELX - Drawdown Comparison

The maximum FSDPX drawdown since its inception was -64.19%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for FSDPX and FSELX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.53%
-7.71%
FSDPX
FSELX

Volatility

FSDPX vs. FSELX - Volatility Comparison

Fidelity Select Materials Portfolio (FSDPX) and Fidelity Select Semiconductors Portfolio (FSELX) have volatilities of 8.57% and 8.78%, 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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.57%
8.78%
FSDPX
FSELX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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