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FSENX vs. OEPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSENX vs. OEPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Energy Portfolio (FSENX) and Oil Equipment & Services UltraSector ProFund (OEPIX). The values are adjusted to include any dividend payments, if applicable.

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FSENX vs. OEPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSENX
Fidelity Select Energy Portfolio
39.52%10.56%4.26%0.94%62.98%55.31%-32.51%9.90%-24.94%-2.65%
OEPIX
Oil Equipment & Services UltraSector ProFund
67.38%-1.85%-15.41%-3.76%88.50%14.90%-91.88%-4.45%-58.58%-22.70%

Returns By Period

In the year-to-date period, FSENX achieves a 39.52% return, which is significantly lower than OEPIX's 67.38% return. Over the past 10 years, FSENX has outperformed OEPIX with an annualized return of 11.34%, while OEPIX has yielded a comparatively lower -20.13% annualized return.


FSENX

1D
-0.72%
1M
7.77%
YTD
39.52%
6M
41.43%
1Y
45.11%
3Y*
19.09%
5Y*
25.77%
10Y*
11.34%

OEPIX

1D
1.29%
1M
4.15%
YTD
67.38%
6M
92.98%
1Y
88.79%
3Y*
16.24%
5Y*
16.69%
10Y*
-20.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSENX vs. OEPIX - Expense Ratio Comparison

FSENX has a 0.77% expense ratio, which is lower than OEPIX's 1.65% expense ratio.


Return for Risk

FSENX vs. OEPIX — Risk / Return Rank

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

FSENX
FSENX Risk / Return Rank: 8686
Overall Rank
FSENX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FSENX Sortino Ratio Rank: 8787
Sortino Ratio Rank
FSENX Omega Ratio Rank: 8484
Omega Ratio Rank
FSENX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FSENX Martin Ratio Rank: 8282
Martin Ratio Rank

OEPIX
OEPIX Risk / Return Rank: 7474
Overall Rank
OEPIX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
OEPIX Sortino Ratio Rank: 7575
Sortino Ratio Rank
OEPIX Omega Ratio Rank: 7373
Omega Ratio Rank
OEPIX Calmar Ratio Rank: 8585
Calmar Ratio Rank
OEPIX Martin Ratio Rank: 5656
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. OEPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Energy Portfolio (FSENX) and Oil Equipment & Services UltraSector ProFund (OEPIX). 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.


FSENXOEPIXDifference

Sharpe ratio

Return per unit of total volatility

1.89

1.56

+0.33

Sortino ratio

Return per unit of downside risk

2.38

2.00

+0.38

Omega ratio

Gain probability vs. loss probability

1.35

1.30

+0.05

Calmar ratio

Return relative to maximum drawdown

2.38

2.36

+0.02

Martin ratio

Return relative to average drawdown

8.35

6.09

+2.26

FSENX vs. OEPIX - Sharpe Ratio Comparison

The current FSENX Sharpe Ratio is 1.89, which is comparable to the OEPIX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of FSENX and OEPIX, 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


FSENXOEPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

1.56

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.29

+0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

-0.30

+0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

-0.25

+0.57

Correlation

The correlation between FSENX and OEPIX is 0.91, 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. OEPIX - Dividend Comparison

FSENX's dividend yield for the trailing twelve months is around 1.39%, more than OEPIX's 0.52% yield.


TTM20252024202320222021202020192018201720162015
FSENX
Fidelity Select Energy Portfolio
1.39%1.95%1.95%1.98%2.50%2.25%3.43%1.84%1.48%1.74%0.62%1.29%
OEPIX
Oil Equipment & Services UltraSector ProFund
0.52%0.87%0.00%0.00%0.00%0.00%0.16%0.00%2.56%2.36%0.05%0.00%

Drawdowns

FSENX vs. OEPIX - Drawdown Comparison

The maximum FSENX drawdown since its inception was -76.24%, smaller than the maximum OEPIX drawdown of -99.30%. Use the drawdown chart below to compare losses from any high point for FSENX and OEPIX.


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Drawdown Indicators


FSENXOEPIXDifference

Max Drawdown

Largest peak-to-trough decline

-76.24%

-99.30%

+23.06%

Max Drawdown (1Y)

Largest decline over 1 year

-19.96%

-39.36%

+19.40%

Max Drawdown (5Y)

Largest decline over 5 years

-28.02%

-65.50%

+37.48%

Max Drawdown (10Y)

Largest decline over 10 years

-72.11%

-97.79%

+25.68%

Current Drawdown

Current decline from peak

-1.93%

-97.83%

+95.90%

Average Drawdown

Average peak-to-trough decline

-17.06%

-71.84%

+54.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.69%

15.28%

-9.59%

Volatility

FSENX vs. OEPIX - Volatility Comparison

The current volatility for Fidelity Select Energy Portfolio (FSENX) is 5.04%, while Oil Equipment & Services UltraSector ProFund (OEPIX) has a volatility of 11.62%. This indicates that FSENX experiences smaller price fluctuations and is considered to be less risky than OEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSENXOEPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.04%

11.62%

-6.58%

Volatility (6M)

Calculated over the trailing 6-month period

13.46%

33.02%

-19.56%

Volatility (1Y)

Calculated over the trailing 1-year period

24.64%

60.04%

-35.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.41%

57.70%

-30.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.99%

66.60%

-35.61%