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FSELX vs. FZOLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSELX vs. FZOLX - Performance Comparison

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

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Returns By Period

In the year-to-date period, FSELX achieves a 75.83% return, which is significantly higher than FZOLX's 1.26% return.


FSELX

1D
-7.03%
1M
5.81%
YTD
75.83%
6M
72.55%
1Y
132.39%
3Y*
65.08%
5Y*
43.80%
10Y*
39.03%

FZOLX

1D
0.00%
1M
0.22%
YTD
1.26%
6M
1.70%
1Y
4.05%
3Y*
5.21%
5Y*
3.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSELX vs. FZOLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FSELX
Fidelity Select Semiconductors Portfolio
75.83%52.17%49.68%78.49%-35.27%59.16%27.53%
FZOLX
Fidelity SAI Low Duration Income Fund
1.26%4.85%5.59%5.72%0.34%-0.04%0.11%

Correlation

The correlation between FSELX and FZOLX is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.04

Correlation (3Y)
Calculated over the trailing 3-year period

-0.06

Correlation (5Y)
Calculated over the trailing 5-year period

-0.04

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2020

-0.03

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Return for Risk

FSELX vs. FZOLX — 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: 9999
Sharpe Ratio Rank
FSELX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FSELX Omega Ratio Rank: 8686
Omega Ratio Rank
FSELX Calmar Ratio Rank: 9999
Calmar Ratio Rank
FSELX Martin Ratio Rank: 9898
Martin Ratio Rank

FZOLX
FZOLX Risk / Return Rank: 9999
Overall Rank
FZOLX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FZOLX Sortino Ratio Rank: 9999
Sortino Ratio Rank
FZOLX Omega Ratio Rank: 9999
Omega Ratio Rank
FZOLX Calmar Ratio Rank: 9999
Calmar Ratio Rank
FZOLX Martin Ratio Rank: 9999
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. FZOLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Semiconductors Portfolio (FSELX) and Fidelity SAI Low Duration Income Fund (FZOLX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FSELXFZOLXDifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

-5.53

Omega ratioGain probability vs. loss probability

1.55

3.22

-1.68

Calmar ratioReturn relative to maximum drawdown

9.82

13.61

-3.78

Martin ratioReturn relative to average drawdown

35.04

69.93

-34.89

FSELX vs. FZOLX - Sharpe Ratio Comparison

The current FSELX Sharpe Ratio is 3.85, which is comparable to the FZOLX Sharpe Ratio of 3.17. The chart below compares the historical Sharpe Ratios of FSELX and FZOLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FSELX vs. FZOLX - Drawdown Comparison

The maximum FSELX drawdown since its inception was -82.54%, which is greater than FZOLX's maximum drawdown of -1.10%. Use the drawdown chart below to compare losses from any high point for FSELX and FZOLX.


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Drawdown Indicators


FSELXFZOLXDifference

Max Drawdown

Largest peak-to-trough decline

-82.54%

-1.10%

-81.44%

Max Drawdown (1Y)

Largest decline over 1 year

-14.38%

-0.30%

-14.08%

Max Drawdown (3Y)

Largest decline over 3 years

-36.31%

-0.30%

-36.01%

Max Drawdown (5Y)

Largest decline over 5 years

-46.37%

-1.10%

-45.27%

Max Drawdown (10Y)

Largest decline over 10 years

-46.37%

Current Drawdown

Current decline from peak

-7.03%

-0.10%

-6.93%

Average Drawdown

Average peak-to-trough decline

-28.67%

-0.13%

-28.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.02%

0.06%

+3.96%

Volatility

FSELX vs. FZOLX - Volatility Comparison

Fidelity Select Semiconductors Portfolio (FSELX) has a higher volatility of 19.62% compared to Fidelity SAI Low Duration Income Fund (FZOLX) at 0.37%. This indicates that FSELX's price experiences larger fluctuations and is considered to be riskier than FZOLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSELXFZOLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.62%

0.37%

+19.25%

Volatility (6M)

Calculated over the trailing 6-month period

29.87%

0.90%

+28.97%

Volatility (1Y)

Calculated over the trailing 1-year period

36.66%

1.29%

+35.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.70%

1.22%

+38.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.44%

1.15%

+34.29%

FSELX vs. FZOLX - Expense Ratio Comparison

FSELX has a 0.68% expense ratio, which is higher than FZOLX's 0.22% expense ratio.


Dividends

FSELX vs. FZOLX - Dividend Comparison

FSELX's dividend yield for the trailing twelve months is around 9.32%, more than FZOLX's 5.09% yield.


PositionTTM20252024202320222021202020192018201720162015
FSELX
Fidelity Select Semiconductors Portfolio
9.32%11.11%7.97%7.20%6.69%6.99%8.13%3.36%26.80%14.44%3.82%15.22%
FZOLX
Fidelity SAI Low Duration Income Fund
5.09%5.26%5.15%4.03%1.14%0.16%0.01%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FSELX and FZOLX have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSELX has higher volatility (19.62%) compared to FZOLX (0.37%). In terms of maximum drawdown, FSELX dropped -82.54% vs FZOLX's -1.10%.

FSELX currently has the higher Sharpe Ratio (3.85 vs 3.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FSELX and FZOLX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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