FSELX vs. FELIX

In the year-to-date period, FSELX achieves a -8.16% return, which is significantly lower than FELIX's -3.33% return. Over the past 10 years, FSELX has underperformed FELIX with an annualized return of 15.34%, while FELIX has yielded a comparatively higher 19.21% annualized return.

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FSELX has a 0.68% expense ratio, which is lower than FELIX's 0.75% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Semiconductors Portfolio (FSELX) and Fidelity Advisor Semiconductors Fund Class I (FELIX). 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.

The current FSELX Sharpe Ratio is -0.02, which is lower than the FELIX Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of FSELX and FELIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither FSELX nor FELIX has paid dividends to shareholders.

The maximum FSELX drawdown since its inception was -81.70%, roughly equal to the maximum FELIX drawdown of -77.87%. Use the drawdown chart below to compare losses from any high point for FSELX and FELIX. For additional features, visit the drawdowns tool.

Fidelity Select Semiconductors Portfolio (FSELX) and Fidelity Advisor Semiconductors Fund Class I (FELIX) have volatilities of 12.41% and 12.27%, 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.