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FSELX vs. FELIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSELX and FELIX is 0.99, 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.


-0.50.00.51.01.0

Performance

FSELX vs. FELIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Semiconductors Portfolio (FSELX) and Fidelity Advisor Semiconductors Fund Class I (FELIX). The values are adjusted to include any dividend payments, if applicable.

500.00%600.00%700.00%800.00%900.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
589.75%
886.92%
FSELX
FELIX

Key characteristics

Sharpe Ratio

FSELX:

0.93

FELIX:

1.24

Sortino Ratio

FSELX:

1.42

FELIX:

1.76

Omega Ratio

FSELX:

1.18

FELIX:

1.22

Calmar Ratio

FSELX:

1.39

FELIX:

1.85

Martin Ratio

FSELX:

3.87

FELIX:

5.01

Ulcer Index

FSELX:

8.72%

FELIX:

8.91%

Daily Std Dev

FSELX:

36.41%

FELIX:

36.09%

Max Drawdown

FSELX:

-81.70%

FELIX:

-71.17%

Current Drawdown

FSELX:

-11.44%

FELIX:

-7.73%

Returns By Period

In the year-to-date period, FSELX achieves a 38.23% return, which is significantly lower than FELIX's 44.18% return. Over the past 10 years, FSELX has underperformed FELIX with an annualized return of 16.98%, while FELIX has yielded a comparatively higher 20.97% annualized return.


FSELX

YTD

38.23%

1M

-1.64%

6M

-6.19%

1Y

39.26%

5Y*

22.02%

10Y*

16.98%

FELIX

YTD

44.18%

1M

3.87%

6M

-2.28%

1Y

45.15%

5Y*

26.65%

10Y*

20.97%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FSELX vs. FELIX - Expense Ratio Comparison

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


FELIX
Fidelity Advisor Semiconductors Fund Class I
Expense ratio chart for FELIX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for FSELX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%

Risk-Adjusted Performance

FSELX vs. FELIX - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for FSELX, currently valued at 0.93, compared to the broader market-1.000.001.002.003.004.000.931.24
The chart of Sortino ratio for FSELX, currently valued at 1.42, compared to the broader market-2.000.002.004.006.008.0010.001.421.76
The chart of Omega ratio for FSELX, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.003.501.181.22
The chart of Calmar ratio for FSELX, currently valued at 1.39, compared to the broader market0.002.004.006.008.0010.0012.0014.001.391.85
The chart of Martin ratio for FSELX, currently valued at 3.87, compared to the broader market0.0020.0040.0060.003.875.01
FSELX
FELIX

The current FSELX Sharpe Ratio is 0.93, which is comparable to the FELIX Sharpe Ratio of 1.24. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.93
1.24
FSELX
FELIX

Dividends

FSELX vs. FELIX - Dividend Comparison

Neither FSELX nor FELIX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FSELX
Fidelity Select Semiconductors Portfolio
0.00%0.10%0.18%0.04%0.51%0.76%0.76%1.04%0.71%16.31%3.48%0.61%
FELIX
Fidelity Advisor Semiconductors Fund Class I
0.00%0.00%0.00%0.00%0.29%0.34%0.89%0.75%0.44%10.62%0.11%0.00%

Drawdowns

FSELX vs. FELIX - Drawdown Comparison

The maximum FSELX drawdown since its inception was -81.70%, which is greater than FELIX's maximum drawdown of -71.17%. Use the drawdown chart below to compare losses from any high point for FSELX and FELIX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.44%
-7.73%
FSELX
FELIX

Volatility

FSELX vs. FELIX - Volatility Comparison

The current volatility for Fidelity Select Semiconductors Portfolio (FSELX) is 8.36%, while Fidelity Advisor Semiconductors Fund Class I (FELIX) has a volatility of 9.10%. This indicates that FSELX experiences smaller price fluctuations and is considered to be less risky than FELIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
8.36%
9.10%
FSELX
FELIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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