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FSELX vs. TWN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSELX vs. TWN - Performance Comparison

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

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FSELX vs. TWN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSELX
Fidelity Select Semiconductors Portfolio
10.34%52.17%49.68%78.49%-35.27%59.16%44.33%64.50%-12.01%34.51%
TWN
The Taiwan Fund Inc.
19.11%54.11%32.76%51.73%-38.54%58.14%40.71%47.00%-19.15%33.80%

Returns By Period

In the year-to-date period, FSELX achieves a 10.34% return, which is significantly lower than TWN's 19.11% return. Over the past 10 years, FSELX has outperformed TWN with an annualized return of 32.84%, while TWN has yielded a comparatively lower 23.82% annualized return.


FSELX

1D
0.27%
1M
0.99%
YTD
10.34%
6M
15.28%
1Y
124.52%
3Y*
48.26%
5Y*
32.36%
10Y*
32.84%

TWN

1D
-2.51%
1M
0.16%
YTD
19.11%
6M
29.69%
1Y
123.49%
3Y*
46.67%
5Y*
26.46%
10Y*
23.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSELX vs. TWN - Expense Ratio Comparison


Return for Risk

FSELX vs. TWN — Risk / Return Rank

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

FSELX
FSELX Risk / Return Rank: 9595
Overall Rank
FSELX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FSELX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FSELX Omega Ratio Rank: 9090
Omega Ratio Rank
FSELX Calmar Ratio Rank: 9999
Calmar Ratio Rank
FSELX Martin Ratio Rank: 9898
Martin Ratio Rank

TWN
TWN Risk / Return Rank: 9898
Overall Rank
TWN Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
TWN Sortino Ratio Rank: 9898
Sortino Ratio Rank
TWN Omega Ratio Rank: 9797
Omega Ratio Rank
TWN Calmar Ratio Rank: 9999
Calmar Ratio Rank
TWN 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. TWN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Semiconductors Portfolio (FSELX) and The Taiwan Fund Inc. (TWN). 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.


FSELXTWNDifference

Sharpe ratio

Return per unit of total volatility

2.44

4.37

-1.93

Sortino ratio

Return per unit of downside risk

3.06

4.73

-1.67

Omega ratio

Gain probability vs. loss probability

1.43

1.68

-0.24

Calmar ratio

Return relative to maximum drawdown

5.97

6.88

-0.91

Martin ratio

Return relative to average drawdown

24.05

32.19

-8.14

FSELX vs. TWN - Sharpe Ratio Comparison

The current FSELX Sharpe Ratio is 2.44, which is lower than the TWN Sharpe Ratio of 4.37. The chart below compares the historical Sharpe Ratios of FSELX and TWN, 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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Sharpe Ratios by Period


FSELXTWNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.44

4.37

-1.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

1.14

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.95

1.09

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.20

+0.31

Correlation

The correlation between FSELX and TWN is 0.39, 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. TWN - Dividend Comparison

FSELX's dividend yield for the trailing twelve months is around 10.07%, more than TWN's 9.75% yield.


TTM20252024202320222021202020192018201720162015
FSELX
Fidelity Select Semiconductors Portfolio
10.07%11.11%7.97%7.20%6.69%6.99%8.13%3.36%26.80%14.44%3.82%15.22%
TWN
The Taiwan Fund Inc.
9.75%11.62%19.14%1.26%0.00%7.78%12.91%8.26%11.27%3.16%0.00%0.00%

Drawdowns

FSELX vs. TWN - Drawdown Comparison

The maximum FSELX drawdown since its inception was -82.54%, roughly equal to the maximum TWN drawdown of -79.52%. Use the drawdown chart below to compare losses from any high point for FSELX and TWN.


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Drawdown Indicators


FSELXTWNDifference

Max Drawdown

Largest peak-to-trough decline

-82.54%

-79.52%

-3.02%

Max Drawdown (1Y)

Largest decline over 1 year

-14.38%

-9.09%

-5.29%

Max Drawdown (5Y)

Largest decline over 5 years

-46.37%

-51.72%

+5.35%

Max Drawdown (10Y)

Largest decline over 10 years

-46.37%

-51.72%

+5.35%

Current Drawdown

Current decline from peak

-5.52%

-3.71%

-1.81%

Average Drawdown

Average peak-to-trough decline

-28.81%

-37.57%

+8.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.27%

3.53%

+0.74%

Volatility

FSELX vs. TWN - Volatility Comparison

Fidelity Select Semiconductors Portfolio (FSELX) has a higher volatility of 12.37% compared to The Taiwan Fund Inc. (TWN) at 10.55%. This indicates that FSELX's price experiences larger fluctuations and is considered to be riskier than TWN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSELXTWNDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.37%

10.55%

+1.82%

Volatility (6M)

Calculated over the trailing 6-month period

25.89%

18.05%

+7.84%

Volatility (1Y)

Calculated over the trailing 1-year period

41.44%

26.30%

+15.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.66%

23.29%

+15.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.78%

21.94%

+12.84%