PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FSELX vs. VITAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSELX and VITAX is 0.87, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

FSELX vs. VITAX - Performance Comparison

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

800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
725.14%
1,247.55%
FSELX
VITAX

Key characteristics

Sharpe Ratio

FSELX:

-0.26

VITAX:

0.20

Sortino Ratio

FSELX:

-0.09

VITAX:

0.42

Omega Ratio

FSELX:

0.99

VITAX:

1.05

Calmar Ratio

FSELX:

-0.37

VITAX:

0.29

Martin Ratio

FSELX:

-0.87

VITAX:

0.81

Ulcer Index

FSELX:

11.58%

VITAX:

5.90%

Daily Std Dev

FSELX:

39.50%

VITAX:

24.08%

Max Drawdown

FSELX:

-81.70%

VITAX:

-54.81%

Current Drawdown

FSELX:

-26.79%

VITAX:

-15.46%

Returns By Period

In the year-to-date period, FSELX achieves a -17.21% return, which is significantly lower than VITAX's -11.97% return. Over the past 10 years, FSELX has underperformed VITAX with an annualized return of 14.57%, while VITAX has yielded a comparatively higher 19.14% annualized return.


FSELX

YTD

-17.21%

1M

-11.58%

6M

-14.87%

1Y

-11.04%

5Y*

23.58%

10Y*

14.57%

VITAX

YTD

-11.97%

1M

-8.51%

6M

-4.16%

1Y

4.66%

5Y*

22.56%

10Y*

19.14%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FSELX vs. VITAX - Expense Ratio Comparison

FSELX has a 0.68% expense ratio, which is higher than VITAX's 0.10% expense ratio.


FSELX
Fidelity Select Semiconductors Portfolio
Expense ratio chart for FSELX: current value is 0.68%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSELX: 0.68%
Expense ratio chart for VITAX: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VITAX: 0.10%

Risk-Adjusted Performance

FSELX vs. VITAX — Risk-Adjusted Performance Rank

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

FSELX
The Risk-Adjusted Performance Rank of FSELX is 1717
Overall Rank
The Sharpe Ratio Rank of FSELX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of FSELX is 2323
Sortino Ratio Rank
The Omega Ratio Rank of FSELX is 2323
Omega Ratio Rank
The Calmar Ratio Rank of FSELX is 88
Calmar Ratio Rank
The Martin Ratio Rank of FSELX is 1414
Martin Ratio Rank

VITAX
The Risk-Adjusted Performance Rank of VITAX is 4646
Overall Rank
The Sharpe Ratio Rank of VITAX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of VITAX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of VITAX is 4444
Omega Ratio Rank
The Calmar Ratio Rank of VITAX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of VITAX is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSELX vs. VITAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Semiconductors Portfolio (FSELX) and Vanguard Information Technology Index Fund Admiral Shares (VITAX). 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.


Sharpe ratio
The chart of Sharpe ratio for FSELX, currently valued at -0.26, compared to the broader market-1.000.001.002.003.00
FSELX: -0.26
VITAX: 0.20
The chart of Sortino ratio for FSELX, currently valued at -0.09, compared to the broader market0.002.004.006.008.00
FSELX: -0.09
VITAX: 0.42
The chart of Omega ratio for FSELX, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.003.50
FSELX: 0.99
VITAX: 1.05
The chart of Calmar ratio for FSELX, currently valued at -0.37, compared to the broader market0.002.004.006.008.0010.0012.00
FSELX: -0.37
VITAX: 0.29
The chart of Martin ratio for FSELX, currently valued at -0.87, compared to the broader market0.0010.0020.0030.0040.0050.0060.00
FSELX: -0.87
VITAX: 0.81

The current FSELX Sharpe Ratio is -0.26, which is lower than the VITAX Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of FSELX and VITAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.26
0.20
FSELX
VITAX

Dividends

FSELX vs. VITAX - Dividend Comparison

FSELX has not paid dividends to shareholders, while VITAX's dividend yield for the trailing twelve months is around 0.45%.


TTM20242023202220212020201920182017201620152014
FSELX
Fidelity Select Semiconductors Portfolio
0.00%0.00%0.10%0.18%0.04%0.51%0.76%0.76%1.04%0.71%16.31%3.48%
VITAX
Vanguard Information Technology Index Fund Admiral Shares
0.45%0.60%0.65%0.91%0.64%0.82%1.11%1.30%0.99%1.31%1.28%1.12%

Drawdowns

FSELX vs. VITAX - Drawdown Comparison

The maximum FSELX drawdown since its inception was -81.70%, which is greater than VITAX's maximum drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for FSELX and VITAX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-26.79%
-15.46%
FSELX
VITAX

Volatility

FSELX vs. VITAX - Volatility Comparison

Fidelity Select Semiconductors Portfolio (FSELX) has a higher volatility of 12.23% compared to Vanguard Information Technology Index Fund Admiral Shares (VITAX) at 8.72%. This indicates that FSELX's price experiences larger fluctuations and is considered to be riskier than VITAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
12.23%
8.72%
FSELX
VITAX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab