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

Correlation

The correlation between FSDPX and FSKAX is 0.81, 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.


-0.50.00.51.00.8

Performance

FSDPX vs. FSKAX - Performance Comparison

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

200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
157.75%
495.16%
FSDPX
FSKAX

Key characteristics

Sharpe Ratio

FSDPX:

-0.10

FSKAX:

2.03

Sortino Ratio

FSDPX:

-0.03

FSKAX:

2.71

Omega Ratio

FSDPX:

1.00

FSKAX:

1.38

Calmar Ratio

FSDPX:

-0.12

FSKAX:

3.04

Martin Ratio

FSDPX:

-0.33

FSKAX:

12.79

Ulcer Index

FSDPX:

4.43%

FSKAX:

2.05%

Daily Std Dev

FSDPX:

15.28%

FSKAX:

12.89%

Max Drawdown

FSDPX:

-64.19%

FSKAX:

-35.01%

Current Drawdown

FSDPX:

-10.51%

FSKAX:

-2.43%

Returns By Period

In the year-to-date period, FSDPX achieves a -1.11% return, which is significantly lower than FSKAX's 25.79% return. Over the past 10 years, FSDPX has underperformed FSKAX with an annualized return of 5.31%, while FSKAX has yielded a comparatively higher 12.27% annualized return.


FSDPX

YTD

-1.11%

1M

-9.16%

6M

-4.79%

1Y

-1.47%

5Y*

8.91%

10Y*

5.31%

FSKAX

YTD

25.79%

1M

-0.49%

6M

10.72%

1Y

26.16%

5Y*

14.12%

10Y*

12.27%

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. FSKAX - Expense Ratio Comparison

FSDPX has a 0.74% expense ratio, which is higher than FSKAX's 0.02% 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 FSKAX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

FSDPX vs. FSKAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Materials Portfolio (FSDPX) and Fidelity Total Market Index Fund (FSKAX). 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 -0.10, compared to the broader market-1.000.001.002.003.004.00-0.102.03
The chart of Sortino ratio for FSDPX, currently valued at -0.03, compared to the broader market-2.000.002.004.006.008.0010.00-0.032.71
The chart of Omega ratio for FSDPX, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.003.501.001.38
The chart of Calmar ratio for FSDPX, currently valued at -0.12, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.123.04
The chart of Martin ratio for FSDPX, currently valued at -0.33, compared to the broader market0.0020.0040.0060.00-0.3312.79
FSDPX
FSKAX

The current FSDPX Sharpe Ratio is -0.10, which is lower than the FSKAX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of FSDPX and FSKAX, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.10
2.03
FSDPX
FSKAX

Dividends

FSDPX vs. FSKAX - Dividend Comparison

FSDPX's dividend yield for the trailing twelve months is around 0.12%, less than FSKAX's 0.18% yield.


TTM20232022202120202019201820172016201520142013
FSDPX
Fidelity Select Materials Portfolio
0.12%1.37%1.08%0.71%0.68%1.22%1.50%0.85%1.05%1.15%4.03%3.02%
FSKAX
Fidelity Total Market Index Fund
0.18%1.41%1.62%1.15%1.45%1.80%2.06%1.66%1.82%1.96%1.63%1.54%

Drawdowns

FSDPX vs. FSKAX - Drawdown Comparison

The maximum FSDPX drawdown since its inception was -64.19%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for FSDPX and FSKAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.51%
-2.43%
FSDPX
FSKAX

Volatility

FSDPX vs. FSKAX - Volatility Comparison

Fidelity Select Materials Portfolio (FSDPX) and Fidelity Total Market Index Fund (FSKAX) have volatilities of 4.08% and 4.00%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.08%
4.00%
FSDPX
FSKAX
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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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