FSELX vs. FBGX

Last updated Apr 1, 2026

Compare and contrast key facts about Fidelity Select Semiconductors Portfolio (FSELX) and UBS AG FI Enhanced Large Cap Growth ETN (FBGX).

FSELX is managed by Fidelity. It was launched on Jul 29, 1985. FBGX is a passively managed fund by UBS that tracks the performance of the Russell 1000 Growth Index (200%). It was launched on Jun 11, 2014.

Performance

FSELX vs. FBGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Semiconductors Portfolio (FSELX) and UBS AG FI Enhanced Large Cap Growth ETN (FBGX). The values are adjusted to include any dividend payments, if applicable.

FSELX vs. FBGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FSELX Fidelity Select Semiconductors Portfolio	0.00%	52.17%	49.68%	78.49%	-35.27%	59.16%	44.33%	64.50%	-12.01%	34.51%
FBGX UBS AG FI Enhanced Large Cap Growth ETN	0.00%	0.00%	35.73%	83.74%	-56.41%	57.04%	65.79%	75.84%	-16.58%	64.01%

Returns By Period

FSELX

• 1D: -4.27%
• 1M: -9.75%
• YTD: 0.00%
• 6M: 7.40%
• 1Y: 85.27%
• 3Y*: 43.05%
• 5Y*: 30.67%
• 10Y*: 31.42%

FBGX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FSELX vs. FBGX - Expense Ratio Comparison

FSELX has a 0.68% expense ratio, which is lower than FBGX's 1.29% expense ratio.

FBGX

UBS AG FI Enhanced Large Cap Growth ETN

FSELX

Fidelity Select Semiconductors Portfolio

Return for Risk

FSELX vs. FBGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FSELX

FSELX Risk / Return Rank: 94
FSELX Sharpe Ratio Rank: 93
FSELX Sortino Ratio Rank: 92
FSELX Omega Ratio Rank: 89
FSELX Calmar Ratio Rank: 98
FSELX Martin Ratio Rank: 98

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.

FSELX vs. FBGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Semiconductors Portfolio (FSELX) and UBS AG FI Enhanced Large Cap Growth ETN (FBGX). 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.

	FSELX	FBGX	Difference
Sharpe ratio Return per unit of total volatility	2.07	—	—
Sortino ratio Return per unit of downside risk	2.72	—	—
Omega ratio Gain probability vs. loss probability	1.38	—	—
Calmar ratio Return relative to maximum drawdown	4.58	—	—
Martin ratio Return relative to average drawdown	18.71	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	FSELX	FBGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.07	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.80	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.91	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	—	—

Correlation

The correlation between FSELX and FBGX is 0.69, 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

FSELX vs. FBGX - Dividend Comparison

FSELX's dividend yield for the trailing twelve months is around 11.11%, while FBGX has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FSELX Fidelity Select Semiconductors Portfolio	11.11%	11.11%	7.97%	7.20%	6.69%	6.99%	8.13%	3.36%	26.80%	14.44%	3.82%	15.22%
FBGX UBS AG FI Enhanced Large Cap Growth ETN	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	FSELX	FBGX	Difference
Max Drawdown Largest peak-to-trough decline	-82.54%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-17.23%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-46.37%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-46.37%	—	—
Current Drawdown Current decline from peak	-14.38%	—	—
Average Drawdown Average peak-to-trough decline	-28.82%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	4.21%	—	—

Volatility

Volatility by Period

	FSELX	FBGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.47%	—	—
Volatility (6M) Calculated over the trailing 6-month period	24.91%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	40.89%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.58%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.71%	—	—