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FSENX vs. FENY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSENX and FENY is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

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.

10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
24.06%
34.30%
FSENX
FENY

Key characteristics

Sharpe Ratio

FSENX:

-0.61

FENY:

-0.45

Sortino Ratio

FSENX:

-0.68

FENY:

-0.45

Omega Ratio

FSENX:

0.90

FENY:

0.94

Calmar Ratio

FSENX:

-0.62

FENY:

-0.53

Martin Ratio

FSENX:

-1.78

FENY:

-1.50

Ulcer Index

FSENX:

9.02%

FENY:

7.65%

Daily Std Dev

FSENX:

26.30%

FENY:

25.37%

Max Drawdown

FSENX:

-76.56%

FENY:

-74.35%

Current Drawdown

FSENX:

-18.33%

FENY:

-14.83%

Returns By Period

In the year-to-date period, FSENX achieves a -5.90% return, which is significantly lower than FENY's -4.54% return. Over the past 10 years, FSENX has underperformed FENY with an annualized return of 2.84%, while FENY has yielded a comparatively higher 3.23% annualized return.


FSENX

YTD

-5.90%

1M

-10.02%

6M

-8.88%

1Y

-16.02%

5Y*

23.92%

10Y*

2.84%

FENY

YTD

-4.54%

1M

-10.64%

6M

-6.98%

1Y

-11.29%

5Y*

23.63%

10Y*

3.23%

*Annualized

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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.


Expense ratio chart for FSENX: current value is 0.77%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSENX: 0.77%
Expense ratio chart for FENY: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FENY: 0.08%

Risk-Adjusted Performance

FSENX vs. FENY — Risk-Adjusted Performance Rank

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

FSENX
The Risk-Adjusted Performance Rank of FSENX is 22
Overall Rank
The Sharpe Ratio Rank of FSENX is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of FSENX is 33
Sortino Ratio Rank
The Omega Ratio Rank of FSENX is 33
Omega Ratio Rank
The Calmar Ratio Rank of FSENX is 11
Calmar Ratio Rank
The Martin Ratio Rank of FSENX is 00
Martin Ratio Rank

FENY
The Risk-Adjusted Performance Rank of FENY is 44
Overall Rank
The Sharpe Ratio Rank of FENY is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of FENY is 66
Sortino Ratio Rank
The Omega Ratio Rank of FENY is 66
Omega Ratio Rank
The Calmar Ratio Rank of FENY is 22
Calmar Ratio Rank
The Martin Ratio Rank of FENY is 22
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.

FSENX vs. FENY - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for FSENX, currently valued at -0.61, compared to the broader market-1.000.001.002.003.00
FSENX: -0.61
FENY: -0.45
The chart of Sortino ratio for FSENX, currently valued at -0.68, compared to the broader market-2.000.002.004.006.008.00
FSENX: -0.68
FENY: -0.45
The chart of Omega ratio for FSENX, currently valued at 0.90, compared to the broader market0.501.001.502.002.503.00
FSENX: 0.90
FENY: 0.94
The chart of Calmar ratio for FSENX, currently valued at -0.62, compared to the broader market0.002.004.006.008.0010.00
FSENX: -0.62
FENY: -0.53
The chart of Martin ratio for FSENX, currently valued at -1.78, compared to the broader market0.0010.0020.0030.0040.0050.00
FSENX: -1.78
FENY: -1.50

The current FSENX Sharpe Ratio is -0.61, which is lower than the FENY Sharpe Ratio of -0.45. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.61
-0.45
FSENX
FENY

Dividends

FSENX vs. FENY - Dividend Comparison

FSENX's dividend yield for the trailing twelve months is around 1.95%, less than FENY's 3.28% yield.


TTM20242023202220212020201920182017201620152014
FSENX
Fidelity Select Energy Portfolio
1.95%1.95%1.98%2.50%2.25%3.43%1.84%1.48%1.74%0.62%1.35%10.67%
FENY
Fidelity MSCI Energy Index ETF
3.28%3.05%3.33%3.33%3.69%4.60%6.43%3.21%2.94%2.29%3.05%1.91%

Drawdowns

FSENX vs. FENY - Drawdown Comparison

The maximum FSENX drawdown since its inception was -76.56%, 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. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.33%
-14.83%
FSENX
FENY

Volatility

FSENX vs. FENY - Volatility Comparison

Fidelity Select Energy Portfolio (FSENX) and Fidelity MSCI Energy Index ETF (FENY) have volatilities of 18.33% and 17.64%, 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
18.33%
17.64%
FSENX
FENY