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FSENX vs. FENY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSENX vs. FENY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Energy Portfolio (FSENX) and Fidelity MSCI Energy Index ETF (FENY). The values are adjusted to include any dividend payments, if applicable.

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FSENX vs. FENY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSENX
Fidelity Select Energy Portfolio
40.53%10.56%4.26%0.94%62.98%55.31%-32.51%9.90%-24.94%-2.65%
FENY
Fidelity MSCI Energy Index ETF
38.13%7.27%6.62%-0.04%62.94%55.62%-33.15%9.11%-19.99%-2.30%

Returns By Period

In the year-to-date period, FSENX achieves a 40.53% return, which is significantly higher than FENY's 38.13% return. Both investments have delivered pretty close results over the past 10 years, with FSENX having a 11.42% annualized return and FENY not far behind at 11.01%.


FSENX

1D
-1.22%
1M
10.46%
YTD
40.53%
6M
42.43%
1Y
47.28%
3Y*
19.38%
5Y*
26.59%
10Y*
11.42%

FENY

1D
-1.13%
1M
10.37%
YTD
38.13%
6M
39.46%
1Y
37.23%
3Y*
18.44%
5Y*
24.19%
10Y*
11.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSENX vs. FENY - Expense Ratio Comparison

FSENX has a 0.77% expense ratio, which is higher than FENY's 0.08% expense ratio.


Return for Risk

FSENX vs. FENY — Risk / Return Rank

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

FSENX
FSENX Risk / Return Rank: 8888
Overall Rank
FSENX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FSENX Sortino Ratio Rank: 8989
Sortino Ratio Rank
FSENX Omega Ratio Rank: 8787
Omega Ratio Rank
FSENX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FSENX Martin Ratio Rank: 8383
Martin Ratio Rank

FENY
FENY Risk / Return Rank: 7676
Overall Rank
FENY Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FENY Sortino Ratio Rank: 7878
Sortino Ratio Rank
FENY Omega Ratio Rank: 7979
Omega Ratio Rank
FENY Calmar Ratio Rank: 7979
Calmar Ratio Rank
FENY Martin Ratio Rank: 6363
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.

FSENX vs. FENY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Energy Portfolio (FSENX) and Fidelity MSCI Energy Index ETF (FENY). 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.


FSENXFENYDifference

Sharpe ratio

Return per unit of total volatility

1.98

1.50

+0.49

Sortino ratio

Return per unit of downside risk

2.47

1.91

+0.56

Omega ratio

Gain probability vs. loss probability

1.37

1.29

+0.08

Calmar ratio

Return relative to maximum drawdown

2.37

2.03

+0.35

Martin ratio

Return relative to average drawdown

8.33

5.81

+2.52

FSENX vs. FENY - Sharpe Ratio Comparison

The current FSENX Sharpe Ratio is 1.98, which is higher than the FENY Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of FSENX and FENY, 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


FSENXFENYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

1.50

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.92

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.37

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.21

+0.11

Correlation

The correlation between FSENX and FENY is 0.98, 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.


Dividends

FSENX vs. FENY - Dividend Comparison

FSENX's dividend yield for the trailing twelve months is around 1.38%, less than FENY's 2.31% yield.


TTM20252024202320222021202020192018201720162015
FSENX
Fidelity Select Energy Portfolio
1.38%1.95%1.95%1.98%2.50%2.25%3.43%1.84%1.48%1.74%0.62%1.29%
FENY
Fidelity MSCI Energy Index ETF
2.31%3.18%3.05%3.33%3.33%3.69%4.60%6.43%3.21%2.94%2.29%3.05%

Drawdowns

FSENX vs. FENY - Drawdown Comparison

The maximum FSENX drawdown since its inception was -76.24%, roughly equal to the maximum FENY drawdown of -74.35%. Use the drawdown chart below to compare losses from any high point for FSENX and FENY.


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Drawdown Indicators


FSENXFENYDifference

Max Drawdown

Largest peak-to-trough decline

-76.24%

-74.35%

-1.89%

Max Drawdown (1Y)

Largest decline over 1 year

-19.96%

-19.11%

-0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-28.02%

-26.64%

-1.38%

Max Drawdown (10Y)

Largest decline over 10 years

-72.11%

-69.07%

-3.04%

Current Drawdown

Current decline from peak

-1.22%

-2.21%

+0.99%

Average Drawdown

Average peak-to-trough decline

-17.06%

-23.35%

+6.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.69%

6.66%

-0.97%

Volatility

FSENX vs. FENY - Volatility Comparison

Fidelity Select Energy Portfolio (FSENX) and Fidelity MSCI Energy Index ETF (FENY) have volatilities of 5.09% and 4.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSENXFENYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

4.97%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

13.62%

13.84%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

24.68%

25.03%

-0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.41%

26.56%

+0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.99%

29.70%

+1.29%