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FSDPX vs. OEPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSDPX vs. OEPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Materials Portfolio (FSDPX) and Oil Equipment & Services UltraSector ProFund (OEPIX). The values are adjusted to include any dividend payments, if applicable.

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FSDPX vs. OEPIX - 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%
OEPIX
Oil Equipment & Services UltraSector ProFund
65.25%-1.85%-15.41%-3.76%88.50%14.90%-91.88%-4.45%-58.58%-22.70%

Returns By Period

In the year-to-date period, FSDPX achieves a 9.58% return, which is significantly lower than OEPIX's 65.25% return. Over the past 10 years, FSDPX has outperformed OEPIX with an annualized return of 8.22%, while OEPIX has yielded a comparatively lower -20.24% 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%

OEPIX

1D
-4.86%
1M
3.27%
YTD
65.25%
6M
96.48%
1Y
90.65%
3Y*
15.75%
5Y*
17.42%
10Y*
-20.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSDPX vs. OEPIX - Expense Ratio Comparison

FSDPX has a 0.74% expense ratio, which is lower than OEPIX's 1.65% expense ratio.


Return for Risk

FSDPX vs. OEPIX — 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

OEPIX
OEPIX Risk / Return Rank: 7676
Overall Rank
OEPIX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
OEPIX Sortino Ratio Rank: 7979
Sortino Ratio Rank
OEPIX Omega Ratio Rank: 7676
Omega Ratio Rank
OEPIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
OEPIX Martin Ratio Rank: 5858
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. OEPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Materials Portfolio (FSDPX) and Oil Equipment & Services UltraSector ProFund (OEPIX). 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.


FSDPXOEPIXDifference

Sharpe ratio

Return per unit of total volatility

1.04

1.52

-0.48

Sortino ratio

Return per unit of downside risk

1.54

1.97

-0.43

Omega ratio

Gain probability vs. loss probability

1.21

1.29

-0.08

Calmar ratio

Return relative to maximum drawdown

1.38

2.18

-0.79

Martin ratio

Return relative to average drawdown

4.68

5.61

-0.92

FSDPX vs. OEPIX - Sharpe Ratio Comparison

The current FSDPX Sharpe Ratio is 1.04, which is lower than the OEPIX Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of FSDPX and OEPIX, 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


FSDPXOEPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

1.52

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.30

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

-0.30

+0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

-0.25

+0.67

Correlation

The correlation between FSDPX and OEPIX is 0.68, 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

FSDPX vs. OEPIX - Dividend Comparison

FSDPX's dividend yield for the trailing twelve months is around 1.77%, more than OEPIX's 0.53% 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%
OEPIX
Oil Equipment & Services UltraSector ProFund
0.53%0.87%0.00%0.00%0.00%0.00%0.16%0.00%2.56%2.36%0.05%0.00%

Drawdowns

FSDPX vs. OEPIX - Drawdown Comparison

The maximum FSDPX drawdown since its inception was -64.19%, smaller than the maximum OEPIX drawdown of -99.30%. Use the drawdown chart below to compare losses from any high point for FSDPX and OEPIX.


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Drawdown Indicators


FSDPXOEPIXDifference

Max Drawdown

Largest peak-to-trough decline

-64.19%

-99.30%

+35.11%

Max Drawdown (1Y)

Largest decline over 1 year

-13.53%

-39.36%

+25.83%

Max Drawdown (5Y)

Largest decline over 5 years

-25.39%

-65.50%

+40.11%

Max Drawdown (10Y)

Largest decline over 10 years

-49.89%

-97.79%

+47.90%

Current Drawdown

Current decline from peak

-7.63%

-97.86%

+90.23%

Average Drawdown

Average peak-to-trough decline

-11.33%

-71.84%

+60.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.00%

15.28%

-11.28%

Volatility

FSDPX vs. OEPIX - Volatility Comparison

The current volatility for Fidelity Select Materials Portfolio (FSDPX) is 6.64%, while Oil Equipment & Services UltraSector ProFund (OEPIX) has a volatility of 11.57%. This indicates that FSDPX experiences smaller price fluctuations and is considered to be less risky than OEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSDPXOEPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.64%

11.57%

-4.93%

Volatility (6M)

Calculated over the trailing 6-month period

13.61%

33.14%

-19.53%

Volatility (1Y)

Calculated over the trailing 1-year period

20.54%

60.15%

-39.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.29%

57.70%

-37.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.64%

66.61%

-44.97%