FSELX vs. XSD
Compare and contrast key facts about Fidelity Select Semiconductors Portfolio (FSELX) and SPDR S&P Semiconductor ETF (XSD).
FSELX is managed by Fidelity. It was launched on Jul 29, 1985. XSD is a passively managed fund by State Street that tracks the performance of the S&P Semiconductor Select Industry. It was launched on Jan 31, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSELX or XSD.
Performance
FSELX vs. XSD - Performance Comparison
Returns By Period
In the year-to-date period, FSELX achieves a 37.98% return, which is significantly higher than XSD's 0.33% return. Over the past 10 years, FSELX has underperformed XSD with an annualized return of 17.99%, while XSD has yielded a comparatively higher 20.61% annualized return.
FSELX
37.98%
-3.46%
5.09%
41.32%
22.76%
17.99%
XSD
0.33%
-7.04%
-5.52%
15.14%
18.08%
20.61%
Key characteristics
| FSELX | XSD | |
|---|---|---|
| Sharpe Ratio | 1.13 | 0.42 |
| Sortino Ratio | 1.65 | 0.80 |
| Omega Ratio | 1.21 | 1.10 |
| Calmar Ratio | 1.68 | 0.55 |
| Martin Ratio | 4.77 | 1.49 |
| Ulcer Index | 8.57% | 9.67% |
| Daily Std Dev | 36.04% | 34.02% |
| Max Drawdown | -81.70% | -64.56% |
| Current Drawdown | -11.60% | -17.76% |
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FSELX vs. XSD - Expense Ratio Comparison
FSELX has a 0.68% expense ratio, which is higher than XSD's 0.35% expense ratio.
Correlation
The correlation between FSELX and XSD is 0.93, 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. XSD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Semiconductors Portfolio (FSELX) and SPDR S&P Semiconductor ETF (XSD). 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. XSD - Dividend Comparison
FSELX's dividend yield for the trailing twelve months is around 0.07%, less than XSD's 0.26% 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% |
XSD SPDR S&P Semiconductor ETF | 0.26% | 0.31% | 0.44% | 0.10% | 0.26% | 0.51% | 1.16% | 0.59% | 0.64% | 0.58% | 0.46% | 0.52% |
Drawdowns
FSELX vs. XSD - Drawdown Comparison
The maximum FSELX drawdown since its inception was -81.70%, which is greater than XSD's maximum drawdown of -64.56%. Use the drawdown chart below to compare losses from any high point for FSELX and XSD. For additional features, visit the drawdowns tool.
Volatility
FSELX vs. XSD - Volatility Comparison
The current volatility for Fidelity Select Semiconductors Portfolio (FSELX) is 9.31%, while SPDR S&P Semiconductor ETF (XSD) has a volatility of 10.57%. This indicates that FSELX experiences smaller price fluctuations and is considered to be less risky than XSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.