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FSELX vs. GTTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSELX vs. GTTIX - Performance Comparison

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

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FSELX vs. GTTIX - 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%
GTTIX
Gabelli Global Content & Connectivity Fund Class I
-2.99%27.42%14.93%22.82%-28.59%5.17%16.44%16.44%-11.28%14.18%

Returns By Period

Over the past 10 years, FSELX has outperformed GTTIX with an annualized return of 31.42%, while GTTIX has yielded a comparatively lower 5.96% 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%

GTTIX

1D
-0.88%
1M
-7.81%
YTD
-2.99%
6M
-2.67%
1Y
19.49%
3Y*
16.42%
5Y*
4.59%
10Y*
5.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSELX vs. GTTIX - Expense Ratio Comparison

FSELX has a 0.68% expense ratio, which is lower than GTTIX's 0.90% expense ratio.


Return for Risk

FSELX vs. GTTIX — 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

GTTIX
GTTIX Risk / Return Rank: 6565
Overall Rank
GTTIX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
GTTIX Sortino Ratio Rank: 7171
Sortino Ratio Rank
GTTIX Omega Ratio Rank: 6060
Omega Ratio Rank
GTTIX Calmar Ratio Rank: 7575
Calmar Ratio Rank
GTTIX Martin Ratio Rank: 4545
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. GTTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Semiconductors Portfolio (FSELX) and Gabelli Global Content & Connectivity Fund Class I (GTTIX). 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.


FSELXGTTIXDifference

Sharpe ratio

Return per unit of total volatility

2.07

1.30

+0.77

Sortino ratio

Return per unit of downside risk

2.72

1.81

+0.90

Omega ratio

Gain probability vs. loss probability

1.38

1.24

+0.14

Calmar ratio

Return relative to maximum drawdown

4.58

1.78

+2.79

Martin ratio

Return relative to average drawdown

18.71

4.64

+14.07

FSELX vs. GTTIX - Sharpe Ratio Comparison

The current FSELX Sharpe Ratio is 2.07, which is higher than the GTTIX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of FSELX and GTTIX, 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


FSELXGTTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

1.30

+0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.28

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

0.37

+0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.41

+0.09

Correlation

The correlation between FSELX and GTTIX is 0.63, 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. GTTIX - Dividend Comparison

FSELX's dividend yield for the trailing twelve months is around 11.11%, less than GTTIX's 18.49% 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%
GTTIX
Gabelli Global Content & Connectivity Fund Class I
18.49%17.94%0.00%0.32%2.29%6.74%3.09%7.22%6.96%7.11%7.34%8.62%

Drawdowns

FSELX vs. GTTIX - Drawdown Comparison

The maximum FSELX drawdown since its inception was -82.54%, which is greater than GTTIX's maximum drawdown of -39.84%. Use the drawdown chart below to compare losses from any high point for FSELX and GTTIX.


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Drawdown Indicators


FSELXGTTIXDifference

Max Drawdown

Largest peak-to-trough decline

-82.54%

-39.84%

-42.70%

Max Drawdown (1Y)

Largest decline over 1 year

-17.23%

-9.45%

-7.78%

Max Drawdown (5Y)

Largest decline over 5 years

-46.37%

-39.84%

-6.53%

Max Drawdown (10Y)

Largest decline over 10 years

-46.37%

-39.84%

-6.53%

Current Drawdown

Current decline from peak

-14.38%

-7.99%

-6.39%

Average Drawdown

Average peak-to-trough decline

-28.82%

-8.22%

-20.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

3.67%

+0.54%

Volatility

FSELX vs. GTTIX - Volatility Comparison

Fidelity Select Semiconductors Portfolio (FSELX) has a higher volatility of 10.47% compared to Gabelli Global Content & Connectivity Fund Class I (GTTIX) at 4.71%. This indicates that FSELX's price experiences larger fluctuations and is considered to be riskier than GTTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSELXGTTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.47%

4.71%

+5.76%

Volatility (6M)

Calculated over the trailing 6-month period

24.91%

9.96%

+14.95%

Volatility (1Y)

Calculated over the trailing 1-year period

40.89%

14.62%

+26.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.58%

16.26%

+22.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.71%

16.30%

+18.41%