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FSENX vs. RYVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSENX vs. RYVIX - Performance Comparison

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

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FSENX vs. RYVIX - 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%
RYVIX
Rydex Energy Services Fund
40.63%2.29%-7.73%4.45%43.02%17.12%-36.94%-0.41%-45.58%-18.85%

Returns By Period

The year-to-date returns for both investments are quite close, with FSENX having a 39.52% return and RYVIX slightly higher at 40.63%. Over the past 10 years, FSENX has outperformed RYVIX with an annualized return of 11.34%, while RYVIX has yielded a comparatively lower -1.86% 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%

RYVIX

1D
0.69%
1M
1.82%
YTD
40.63%
6M
53.01%
1Y
53.34%
3Y*
15.21%
5Y*
13.51%
10Y*
-1.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSENX vs. RYVIX - Expense Ratio Comparison

FSENX has a 0.77% expense ratio, which is lower than RYVIX's 1.36% expense ratio.


Return for Risk

FSENX vs. RYVIX — 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

RYVIX
RYVIX Risk / Return Rank: 7070
Overall Rank
RYVIX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
RYVIX Sortino Ratio Rank: 7373
Sortino Ratio Rank
RYVIX Omega Ratio Rank: 6767
Omega Ratio Rank
RYVIX Calmar Ratio Rank: 7979
Calmar Ratio Rank
RYVIX Martin Ratio Rank: 5151
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. RYVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Energy Portfolio (FSENX) and Rydex Energy Services Fund (RYVIX). 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.


FSENXRYVIXDifference

Sharpe ratio

Return per unit of total volatility

1.89

1.51

+0.38

Sortino ratio

Return per unit of downside risk

2.38

2.01

+0.37

Omega ratio

Gain probability vs. loss probability

1.35

1.28

+0.07

Calmar ratio

Return relative to maximum drawdown

2.38

2.13

+0.25

Martin ratio

Return relative to average drawdown

8.35

5.92

+2.43

FSENX vs. RYVIX - Sharpe Ratio Comparison

The current FSENX Sharpe Ratio is 1.89, which is comparable to the RYVIX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of FSENX and RYVIX, 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


FSENXRYVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

1.51

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.38

+0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

-0.05

+0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.04

+0.28

Correlation

The correlation between FSENX and RYVIX 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. RYVIX - Dividend Comparison

FSENX's dividend yield for the trailing twelve months is around 1.39%, more than RYVIX's 0.39% 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%
RYVIX
Rydex Energy Services Fund
0.39%0.54%0.00%0.00%0.00%0.30%1.30%0.11%1.48%0.88%0.71%1.19%

Drawdowns

FSENX vs. RYVIX - Drawdown Comparison

The maximum FSENX drawdown since its inception was -76.24%, smaller than the maximum RYVIX drawdown of -94.06%. Use the drawdown chart below to compare losses from any high point for FSENX and RYVIX.


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Drawdown Indicators


FSENXRYVIXDifference

Max Drawdown

Largest peak-to-trough decline

-76.24%

-94.06%

+17.82%

Max Drawdown (1Y)

Largest decline over 1 year

-19.96%

-26.31%

+6.35%

Max Drawdown (5Y)

Largest decline over 5 years

-28.02%

-43.86%

+15.84%

Max Drawdown (10Y)

Largest decline over 10 years

-72.11%

-88.04%

+15.93%

Current Drawdown

Current decline from peak

-1.93%

-69.69%

+67.76%

Average Drawdown

Average peak-to-trough decline

-17.06%

-46.04%

+28.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.69%

9.44%

-3.75%

Volatility

FSENX vs. RYVIX - Volatility Comparison

The current volatility for Fidelity Select Energy Portfolio (FSENX) is 5.04%, while Rydex Energy Services Fund (RYVIX) has a volatility of 8.50%. This indicates that FSENX experiences smaller price fluctuations and is considered to be less risky than RYVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSENXRYVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.04%

8.50%

-3.46%

Volatility (6M)

Calculated over the trailing 6-month period

13.46%

21.12%

-7.66%

Volatility (1Y)

Calculated over the trailing 1-year period

24.64%

37.10%

-12.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.41%

35.72%

-8.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.99%

40.44%

-9.45%