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FSELX vs. FSAGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSELX vs. FSAGX - Performance Comparison

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

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FSELX vs. FSAGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FSAGX
Fidelity Select Gold Portfolio
1.81%143.05%14.97%-0.37%-13.46%-10.44%26.83%35.50%-13.00%8.63%

Returns By Period

Over the past 10 years, FSELX has outperformed FSAGX with an annualized return of 31.42%, while FSAGX has yielded a comparatively lower 14.04% annualized return.


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%

FSAGX

1D
-0.23%
1M
-25.44%
YTD
1.81%
6M
14.65%
1Y
84.71%
3Y*
36.44%
5Y*
20.17%
10Y*
14.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSELX vs. FSAGX - Expense Ratio Comparison

FSELX has a 0.68% expense ratio, which is lower than FSAGX's 0.76% expense ratio.


Return for Risk

FSELX vs. FSAGX — Risk / Return Rank

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

FSELX
FSELX Risk / Return Rank: 9494
Overall Rank
FSELX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FSELX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FSELX Omega Ratio Rank: 8989
Omega Ratio Rank
FSELX Calmar Ratio Rank: 9898
Calmar Ratio Rank
FSELX Martin Ratio Rank: 9898
Martin Ratio Rank

FSAGX
FSAGX Risk / Return Rank: 9090
Overall Rank
FSAGX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FSAGX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FSAGX Omega Ratio Rank: 8585
Omega Ratio Rank
FSAGX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FSAGX Martin Ratio Rank: 9191
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.

FSELX vs. FSAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Semiconductors Portfolio (FSELX) and Fidelity Select Gold Portfolio (FSAGX). 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.


FSELXFSAGXDifference

Sharpe ratio

Return per unit of total volatility

2.07

2.02

+0.05

Sortino ratio

Return per unit of downside risk

2.72

2.29

+0.43

Omega ratio

Gain probability vs. loss probability

1.38

1.34

+0.04

Calmar ratio

Return relative to maximum drawdown

4.58

2.84

+1.74

Martin ratio

Return relative to average drawdown

18.71

10.66

+8.06

FSELX vs. FSAGX - Sharpe Ratio Comparison

The current FSELX Sharpe Ratio is 2.07, which is comparable to the FSAGX Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of FSELX and FSAGX, 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


FSELXFSAGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

2.02

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.62

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

0.43

+0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.22

+0.27

Correlation

The correlation between FSELX and FSAGX is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FSELX vs. FSAGX - Dividend Comparison

FSELX's dividend yield for the trailing twelve months is around 11.11%, more than FSAGX's 2.13% yield.


TTM20252024202320222021202020192018201720162015
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%
FSAGX
Fidelity Select Gold Portfolio
2.13%2.17%3.62%0.99%0.36%1.60%4.40%0.40%0.00%0.22%3.57%0.00%

Drawdowns

FSELX vs. FSAGX - Drawdown Comparison

The maximum FSELX drawdown since its inception was -82.54%, which is greater than FSAGX's maximum drawdown of -77.21%. Use the drawdown chart below to compare losses from any high point for FSELX and FSAGX.


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Drawdown Indicators


FSELXFSAGXDifference

Max Drawdown

Largest peak-to-trough decline

-82.54%

-77.21%

-5.33%

Max Drawdown (1Y)

Largest decline over 1 year

-17.23%

-29.85%

+12.62%

Max Drawdown (5Y)

Largest decline over 5 years

-46.37%

-45.94%

-0.43%

Max Drawdown (10Y)

Largest decline over 10 years

-46.37%

-50.57%

+4.20%

Current Drawdown

Current decline from peak

-14.38%

-25.44%

+11.06%

Average Drawdown

Average peak-to-trough decline

-28.82%

-33.41%

+4.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

7.95%

-3.74%

Volatility

FSELX vs. FSAGX - Volatility Comparison

The current volatility for Fidelity Select Semiconductors Portfolio (FSELX) is 10.47%, while Fidelity Select Gold Portfolio (FSAGX) has a volatility of 15.39%. This indicates that FSELX experiences smaller price fluctuations and is considered to be less risky than FSAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSELXFSAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.47%

15.39%

-4.92%

Volatility (6M)

Calculated over the trailing 6-month period

24.91%

35.05%

-10.14%

Volatility (1Y)

Calculated over the trailing 1-year period

40.89%

42.73%

-1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.58%

32.76%

+5.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.71%

33.05%

+1.66%