FSELX vs. SOXX
Compare and contrast key facts about Fidelity Select Semiconductors Portfolio (FSELX) and iShares PHLX Semiconductor ETF (SOXX).
FSELX is managed by Fidelity. It was launched on Jul 29, 1985. SOXX is a passively managed fund by iShares that tracks the performance of the PHLX Semiconductor Sector Index. It was launched on Jul 10, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSELX or SOXX.
Performance
FSELX vs. SOXX - Performance Comparison
Returns By Period
In the year-to-date period, FSELX achieves a 37.98% return, which is significantly higher than SOXX's 10.51% return. Over the past 10 years, FSELX has underperformed SOXX with an annualized return of 17.99%, while SOXX has yielded a comparatively higher 23.12% annualized return.
FSELX
37.98%
-3.46%
5.09%
41.32%
22.76%
17.99%
SOXX
10.51%
-7.10%
-7.12%
24.59%
22.96%
23.12%
Key characteristics
| FSELX | SOXX | |
|---|---|---|
| Sharpe Ratio | 1.13 | 0.72 |
| Sortino Ratio | 1.65 | 1.15 |
| Omega Ratio | 1.21 | 1.15 |
| Calmar Ratio | 1.68 | 0.99 |
| Martin Ratio | 4.77 | 2.48 |
| Ulcer Index | 8.57% | 9.94% |
| Daily Std Dev | 36.04% | 34.29% |
| Max Drawdown | -81.70% | -70.21% |
| Current Drawdown | -11.60% | -20.25% |
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FSELX vs. SOXX - Expense Ratio Comparison
FSELX has a 0.68% expense ratio, which is higher than SOXX's 0.46% expense ratio.
Correlation
The correlation between FSELX and SOXX is 0.96, 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.
Risk-Adjusted Performance
FSELX vs. SOXX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Semiconductors Portfolio (FSELX) and iShares PHLX Semiconductor ETF (SOXX). 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.
Dividends
FSELX vs. SOXX - Dividend Comparison
FSELX's dividend yield for the trailing twelve months is around 0.07%, less than SOXX's 0.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSELX Fidelity Select Semiconductors Portfolio | 0.07% | 0.10% | 0.18% | 0.04% | 0.51% | 0.76% | 0.76% | 1.04% | 0.71% | 16.31% | 3.48% | 0.61% |
SOXX iShares PHLX Semiconductor ETF | 0.69% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% | 1.18% |
Drawdowns
FSELX vs. SOXX - Drawdown Comparison
The maximum FSELX drawdown since its inception was -81.70%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for FSELX and SOXX. For additional features, visit the drawdowns tool.
Volatility
FSELX vs. SOXX - Volatility Comparison
Fidelity Select Semiconductors Portfolio (FSELX) has a higher volatility of 9.31% compared to iShares PHLX Semiconductor ETF (SOXX) at 8.72%. This indicates that FSELX's price experiences larger fluctuations and is considered to be riskier than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.