FSDPX vs. VMIAX
Compare and contrast key facts about Fidelity Select Materials Portfolio (FSDPX) and Vanguard Materials Index Fund Admiral Shares (VMIAX).
FSDPX is managed by Fidelity. It was launched on Sep 28, 1986. VMIAX is managed by Vanguard. It was launched on Feb 11, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSDPX or VMIAX.
Key characteristics
| FSDPX | VMIAX | |
|---|---|---|
| YTD Return | 8.29% | 12.11% |
| 1Y Return | 18.76% | 26.34% |
| 3Y Return (Ann) | 1.77% | 4.11% |
| 5Y Return (Ann) | 11.14% | 12.00% |
| 10Y Return (Ann) | 6.28% | 8.90% |
| Sharpe Ratio | 1.31 | 1.92 |
| Sortino Ratio | 1.86 | 2.66 |
| Omega Ratio | 1.24 | 1.34 |
| Calmar Ratio | 1.43 | 2.21 |
| Martin Ratio | 5.14 | 9.38 |
| Ulcer Index | 3.94% | 2.96% |
| Daily Std Dev | 15.40% | 14.48% |
| Max Drawdown | -64.19% | -62.17% |
| Current Drawdown | -2.00% | -2.20% |
Correlation
The correlation between FSDPX and VMIAX is 0.97, 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.
Performance
FSDPX vs. VMIAX - Performance Comparison
In the year-to-date period, FSDPX achieves a 8.29% return, which is significantly lower than VMIAX's 12.11% return. Over the past 10 years, FSDPX has underperformed VMIAX with an annualized return of 6.28%, while VMIAX has yielded a comparatively higher 8.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FSDPX vs. VMIAX - Expense Ratio Comparison
FSDPX has a 0.74% expense ratio, which is higher than VMIAX's 0.10% expense ratio.
Risk-Adjusted Performance
FSDPX vs. VMIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Materials Portfolio (FSDPX) and Vanguard Materials Index Fund Admiral Shares (VMIAX). 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.
Dividends
FSDPX vs. VMIAX - Dividend Comparison
FSDPX's dividend yield for the trailing twelve months is around 1.37%, less than VMIAX's 1.53% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSDPX Fidelity Select Materials Portfolio | 1.37% | 1.37% | 1.08% | 0.71% | 0.68% | 1.22% | 1.50% | 0.85% | 1.05% | 1.15% | 4.03% | 3.02% |
VMIAX Vanguard Materials Index Fund Admiral Shares | 1.53% | 1.72% | 1.98% | 1.44% | 1.67% | 1.94% | 2.02% | 1.63% | 1.67% | 2.31% | 1.76% | 1.83% |
Drawdowns
FSDPX vs. VMIAX - Drawdown Comparison
The maximum FSDPX drawdown since its inception was -64.19%, roughly equal to the maximum VMIAX drawdown of -62.17%. Use the drawdown chart below to compare losses from any high point for FSDPX and VMIAX. For additional features, visit the drawdowns tool.
Volatility
FSDPX vs. VMIAX - Volatility Comparison
Fidelity Select Materials Portfolio (FSDPX) and Vanguard Materials Index Fund Admiral Shares (VMIAX) have volatilities of 3.91% and 3.74%, 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.