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FSDPX vs. QQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSDPX vs. QQQ - Performance Comparison

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

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FSDPX vs. QQQ - 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%
QQQ
Invesco QQQ ETF
-5.93%20.77%25.58%54.86%-32.58%27.42%48.62%38.96%-0.13%32.66%

Returns By Period

In the year-to-date period, FSDPX achieves a 9.58% return, which is significantly higher than QQQ's -5.93% return. Over the past 10 years, FSDPX has underperformed QQQ with an annualized return of 8.22%, while QQQ has yielded a comparatively higher 18.85% 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%

QQQ

1D
3.39%
1M
-4.84%
YTD
-5.93%
6M
-3.62%
1Y
23.68%
3Y*
22.32%
5Y*
12.88%
10Y*
18.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSDPX vs. QQQ - Expense Ratio Comparison

FSDPX has a 0.74% expense ratio, which is higher than QQQ's 0.18% expense ratio.


Return for Risk

FSDPX vs. QQQ — 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

QQQ
QQQ Risk / Return Rank: 6969
Overall Rank
QQQ Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 6868
Sortino Ratio Rank
QQQ Omega Ratio Rank: 6767
Omega Ratio Rank
QQQ Calmar Ratio Rank: 7676
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7373
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. QQQ - Risk-Adjusted Trends Comparison

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


FSDPXQQQDifference

Sharpe ratio

Return per unit of total volatility

1.04

1.05

-0.01

Sortino ratio

Return per unit of downside risk

1.54

1.63

-0.09

Omega ratio

Gain probability vs. loss probability

1.21

1.23

-0.03

Calmar ratio

Return relative to maximum drawdown

1.38

1.88

-0.49

Martin ratio

Return relative to average drawdown

4.68

6.95

-2.27

FSDPX vs. QQQ - Sharpe Ratio Comparison

The current FSDPX Sharpe Ratio is 1.04, which is comparable to the QQQ Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of FSDPX and QQQ, 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


FSDPXQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

1.05

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.58

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.85

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.37

+0.05

Correlation

The correlation between FSDPX and QQQ is 0.58, 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. QQQ - Dividend Comparison

FSDPX's dividend yield for the trailing twelve months is around 1.77%, more than QQQ's 0.49% 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%
QQQ
Invesco QQQ ETF
0.49%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%

Drawdowns

FSDPX vs. QQQ - Drawdown Comparison

The maximum FSDPX drawdown since its inception was -64.19%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for FSDPX and QQQ.


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Drawdown Indicators


FSDPXQQQDifference

Max Drawdown

Largest peak-to-trough decline

-64.19%

-82.97%

+18.78%

Max Drawdown (1Y)

Largest decline over 1 year

-13.53%

-12.62%

-0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-25.39%

-35.12%

+9.73%

Max Drawdown (10Y)

Largest decline over 10 years

-49.89%

-35.12%

-14.77%

Current Drawdown

Current decline from peak

-7.63%

-8.98%

+1.35%

Average Drawdown

Average peak-to-trough decline

-11.33%

-32.99%

+21.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.00%

3.41%

+0.59%

Volatility

FSDPX vs. QQQ - Volatility Comparison

Fidelity Select Materials Portfolio (FSDPX) and Invesco QQQ ETF (QQQ) have volatilities of 6.64% and 6.51%, 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.


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Volatility by Period


FSDPXQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.64%

6.51%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

13.61%

12.77%

+0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

20.54%

22.67%

-2.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.29%

22.39%

-2.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.64%

22.25%

-0.61%