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FSENX vs. SMLPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSENX vs. SMLPX - Performance Comparison

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

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Returns By Period

In the year-to-date period, FSENX achieves a 26.95% return, which is significantly higher than SMLPX's 20.65% return. Over the past 10 years, FSENX has underperformed SMLPX with an annualized return of 9.05%, while SMLPX has yielded a comparatively higher 9.63% annualized return.


FSENX

1D
1.50%
1M
-8.15%
YTD
26.95%
6M
27.81%
1Y
37.23%
3Y*
17.69%
5Y*
20.70%
10Y*
9.05%

SMLPX

1D
0.99%
1M
-4.45%
YTD
20.65%
6M
20.65%
1Y
24.20%
3Y*
25.45%
5Y*
16.88%
10Y*
9.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSENX vs. SMLPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSENX
Fidelity Select Energy Portfolio
26.95%10.56%4.26%0.94%62.98%55.31%-32.51%9.90%-24.94%-2.65%
SMLPX
Salient MLP & Energy Infrastructure Fund
20.65%5.22%37.87%14.06%14.69%22.69%-17.25%16.36%-18.10%-6.80%

Correlation

The correlation between FSENX and SMLPX is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.65

Correlation (3Y)
Calculated over the trailing 3-year period

0.69

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (10Y)
Calculated over the trailing 10-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2012

0.78

The correlation between FSENX and SMLPX shifts across timeframes, from 0.65 (1 year) to 0.80 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

FSENX vs. SMLPX — Risk / Return Rank

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

FSENX
FSENX Risk / Return Rank: 4141
Overall Rank
FSENX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
FSENX Sortino Ratio Rank: 3434
Sortino Ratio Rank
FSENX Omega Ratio Rank: 3131
Omega Ratio Rank
FSENX Calmar Ratio Rank: 5757
Calmar Ratio Rank
FSENX Martin Ratio Rank: 4545
Martin Ratio Rank

SMLPX
SMLPX Risk / Return Rank: 4646
Overall Rank
SMLPX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SMLPX Sortino Ratio Rank: 3737
Sortino Ratio Rank
SMLPX Omega Ratio Rank: 3333
Omega Ratio Rank
SMLPX Calmar Ratio Rank: 8181
Calmar Ratio Rank
SMLPX Martin Ratio Rank: 4242
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. SMLPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Energy Portfolio (FSENX) and Salient MLP & Energy Infrastructure Fund (SMLPX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FSENXSMLPXDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.27

1.28

-0.01

Calmar ratioReturn relative to maximum drawdown

2.78

3.52

-0.74

Martin ratioReturn relative to average drawdown

8.92

8.39

+0.53

FSENX vs. SMLPX - Sharpe Ratio Comparison

The current FSENX Sharpe Ratio is 1.67, which is comparable to the SMLPX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of FSENX and SMLPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FSENX vs. SMLPX - Drawdown Comparison

The maximum FSENX drawdown since its inception was -76.24%, roughly equal to the maximum SMLPX drawdown of -73.06%. Use the drawdown chart below to compare losses from any high point for FSENX and SMLPX.


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Drawdown Indicators


FSENXSMLPXDifference

Max Drawdown

Largest peak-to-trough decline

-76.24%

-73.06%

-3.18%

Max Drawdown (1Y)

Largest decline over 1 year

-12.09%

-6.57%

-5.52%

Max Drawdown (3Y)

Largest decline over 3 years

-25.85%

-17.59%

-8.26%

Max Drawdown (5Y)

Largest decline over 5 years

-28.02%

-21.32%

-6.70%

Max Drawdown (10Y)

Largest decline over 10 years

-72.11%

-60.49%

-11.62%

Current Drawdown

Current decline from peak

-10.77%

-4.52%

-6.25%

Average Drawdown

Average peak-to-trough decline

-17.00%

-27.05%

+10.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.80%

2.75%

+1.05%

Volatility

FSENX vs. SMLPX - Volatility Comparison

Fidelity Select Energy Portfolio (FSENX) has a higher volatility of 6.83% compared to Salient MLP & Energy Infrastructure Fund (SMLPX) at 4.99%. This indicates that FSENX's price experiences larger fluctuations and is considered to be riskier than SMLPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSENXSMLPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.83%

4.99%

+1.84%

Volatility (6M)

Calculated over the trailing 6-month period

15.84%

10.65%

+5.19%

Volatility (1Y)

Calculated over the trailing 1-year period

20.11%

14.07%

+6.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.23%

19.93%

+7.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.95%

24.14%

+6.81%

FSENX vs. SMLPX - Expense Ratio Comparison

FSENX has a 0.77% expense ratio, which is lower than SMLPX's 1.35% expense ratio.


Dividends

FSENX vs. SMLPX - Dividend Comparison

FSENX's dividend yield for the trailing twelve months is around 1.69%, less than SMLPX's 3.76% yield.


PositionTTM20252024202320222021202020192018201720162015
FSENX
Fidelity Select Energy Portfolio
1.69%1.95%1.95%1.98%2.50%2.25%3.43%1.84%1.48%1.74%0.62%1.29%
SMLPX
Salient MLP & Energy Infrastructure Fund
3.76%4.45%4.48%5.75%2.19%3.69%5.82%4.54%6.21%6.09%6.31%8.63%

Frequently Asked Questions


FSENX and SMLPX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSENX has higher volatility (6.83%) compared to SMLPX (4.99%). In terms of maximum drawdown, FSENX dropped -76.24% vs SMLPX's -73.06%.

FSENX currently has the higher Sharpe Ratio (1.67 vs 1.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FSENX and SMLPX

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