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FSELX vs. FTIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSELX vs. FTIHX - Performance Comparison

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

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FSELX vs. FTIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSELX
Fidelity Select Semiconductors Portfolio
7.19%52.17%49.68%78.49%-35.27%59.16%44.33%64.50%-12.01%34.51%
FTIHX
Fidelity Total International Index Fund
1.79%32.59%4.98%15.49%-16.29%8.45%11.09%21.50%-14.40%25.88%

Returns By Period

In the year-to-date period, FSELX achieves a 7.19% return, which is significantly higher than FTIHX's 1.79% return.


FSELX

1D
7.19%
1M
-4.24%
YTD
7.19%
6M
13.70%
1Y
97.02%
3Y*
46.40%
5Y*
31.60%
10Y*
32.33%

FTIHX

1D
2.98%
1M
-7.01%
YTD
1.79%
6M
5.81%
1Y
27.20%
3Y*
15.30%
5Y*
7.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSELX vs. FTIHX - Expense Ratio Comparison

FSELX has a 0.68% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


Return for Risk

FSELX vs. FTIHX — Risk / Return Rank

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

FSELX
FSELX Risk / Return Rank: 9696
Overall Rank
FSELX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FSELX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FSELX Omega Ratio Rank: 9191
Omega Ratio Rank
FSELX Calmar Ratio Rank: 9898
Calmar Ratio Rank
FSELX Martin Ratio Rank: 9898
Martin Ratio Rank

FTIHX
FTIHX Risk / Return Rank: 8686
Overall Rank
FTIHX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FTIHX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FTIHX Omega Ratio Rank: 8585
Omega Ratio Rank
FTIHX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FTIHX Martin Ratio Rank: 8787
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. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Semiconductors Portfolio (FSELX) and Fidelity Total International Index Fund (FTIHX). 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.


FSELXFTIHXDifference

Sharpe ratio

Return per unit of total volatility

2.40

1.74

+0.65

Sortino ratio

Return per unit of downside risk

3.02

2.32

+0.71

Omega ratio

Gain probability vs. loss probability

1.43

1.35

+0.07

Calmar ratio

Return relative to maximum drawdown

5.65

2.38

+3.27

Martin ratio

Return relative to average drawdown

22.93

9.30

+13.62

FSELX vs. FTIHX - Sharpe Ratio Comparison

The current FSELX Sharpe Ratio is 2.40, which is higher than the FTIHX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of FSELX and FTIHX, 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


FSELXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

1.74

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.48

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.56

-0.06

Correlation

The correlation between FSELX and FTIHX is 0.64, 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. FTIHX - Dividend Comparison

FSELX's dividend yield for the trailing twelve months is around 10.36%, more than FTIHX's 2.73% yield.


TTM20252024202320222021202020192018201720162015
FSELX
Fidelity Select Semiconductors Portfolio
10.36%11.11%7.97%7.20%6.69%6.99%8.13%3.36%26.80%14.44%3.82%15.22%
FTIHX
Fidelity Total International Index Fund
2.73%2.78%2.88%2.78%2.51%2.55%1.62%2.61%2.21%0.45%0.47%0.00%

Drawdowns

FSELX vs. FTIHX - Drawdown Comparison

The maximum FSELX drawdown since its inception was -82.54%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FSELX and FTIHX.


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Drawdown Indicators


FSELXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-82.54%

-35.75%

-46.79%

Max Drawdown (1Y)

Largest decline over 1 year

-17.23%

-11.25%

-5.98%

Max Drawdown (5Y)

Largest decline over 5 years

-46.37%

-29.99%

-16.38%

Max Drawdown (10Y)

Largest decline over 10 years

-46.37%

Current Drawdown

Current decline from peak

-8.22%

-8.61%

+0.39%

Average Drawdown

Average peak-to-trough decline

-28.82%

-7.31%

-21.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.24%

2.88%

+1.36%

Volatility

FSELX vs. FTIHX - Volatility Comparison

Fidelity Select Semiconductors Portfolio (FSELX) has a higher volatility of 12.78% compared to Fidelity Total International Index Fund (FTIHX) at 7.78%. This indicates that FSELX's price experiences larger fluctuations and is considered to be riskier than FTIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSELXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.78%

7.78%

+5.00%

Volatility (6M)

Calculated over the trailing 6-month period

25.83%

11.04%

+14.79%

Volatility (1Y)

Calculated over the trailing 1-year period

41.39%

16.05%

+25.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.69%

15.09%

+23.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.78%

16.02%

+18.76%