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FSENX vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSENX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Energy Portfolio (FSENX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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FSENX vs. VOO - 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%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, FSENX achieves a 40.53% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, FSENX has underperformed VOO with an annualized return of 11.42%, while VOO has yielded a comparatively higher 14.05% annualized return.


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%

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSENX vs. VOO - Expense Ratio Comparison

FSENX has a 0.77% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

FSENX vs. VOO — 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

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Energy Portfolio (FSENX) and Vanguard S&P 500 ETF (VOO). 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.


FSENXVOODifference

Sharpe ratio

Return per unit of total volatility

1.98

0.98

+1.00

Sortino ratio

Return per unit of downside risk

2.47

1.50

+0.98

Omega ratio

Gain probability vs. loss probability

1.37

1.23

+0.14

Calmar ratio

Return relative to maximum drawdown

2.37

1.53

+0.84

Martin ratio

Return relative to average drawdown

8.33

7.29

+1.03

FSENX vs. VOO - Sharpe Ratio Comparison

The current FSENX Sharpe Ratio is 1.98, which is higher than the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of FSENX and VOO, 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


FSENXVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

0.98

+1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.70

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.78

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.83

-0.51

Correlation

The correlation between FSENX and VOO is 0.57, 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.


Dividends

FSENX vs. VOO - Dividend Comparison

FSENX's dividend yield for the trailing twelve months is around 1.38%, more than VOO's 1.19% 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%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

FSENX vs. VOO - Drawdown Comparison

The maximum FSENX drawdown since its inception was -76.24%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FSENX and VOO.


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Drawdown Indicators


FSENXVOODifference

Max Drawdown

Largest peak-to-trough decline

-76.24%

-33.99%

-42.25%

Max Drawdown (1Y)

Largest decline over 1 year

-19.96%

-11.98%

-7.98%

Max Drawdown (5Y)

Largest decline over 5 years

-28.02%

-24.52%

-3.50%

Max Drawdown (10Y)

Largest decline over 10 years

-72.11%

-33.99%

-38.12%

Current Drawdown

Current decline from peak

-1.22%

-6.29%

+5.07%

Average Drawdown

Average peak-to-trough decline

-17.06%

-3.72%

-13.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.69%

2.52%

+3.17%

Volatility

FSENX vs. VOO - Volatility Comparison

Fidelity Select Energy Portfolio (FSENX) and Vanguard S&P 500 ETF (VOO) have volatilities of 5.09% and 5.29%, 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


FSENXVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

5.29%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

13.62%

9.44%

+4.18%

Volatility (1Y)

Calculated over the trailing 1-year period

24.68%

18.10%

+6.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.41%

16.82%

+10.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.99%

17.99%

+13.00%