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FSHCX vs. JAGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSHCX vs. JAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Health Care Services Portfolio (FSHCX) and Jaguar Health, Inc. (JAGX). The values are adjusted to include any dividend payments, if applicable.

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FSHCX vs. JAGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSHCX
Fidelity Select Health Care Services Portfolio
-11.13%3.85%-13.21%1.52%0.86%20.22%18.58%19.91%10.17%24.46%
JAGX
Jaguar Health, Inc.
-47.24%-96.31%-88.88%-97.68%-91.64%-57.46%1.75%-95.00%-89.10%-80.45%

Returns By Period

In the year-to-date period, FSHCX achieves a -11.13% return, which is significantly higher than JAGX's -47.24% return. Over the past 10 years, FSHCX has outperformed JAGX with an annualized return of 7.14%, while JAGX has yielded a comparatively lower -87.57% annualized return.


FSHCX

1D
2.38%
1M
-10.28%
YTD
-11.13%
6M
-9.79%
1Y
-18.95%
3Y*
-4.33%
5Y*
-1.51%
10Y*
7.14%

JAGX

1D
9.58%
1M
-49.31%
YTD
-47.24%
6M
-77.97%
1Y
-89.68%
3Y*
-91.95%
5Y*
-94.07%
10Y*
-87.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FSHCX vs. JAGX — Risk / Return Rank

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

FSHCX
FSHCX Risk / Return Rank: 11
Overall Rank
FSHCX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
FSHCX Sortino Ratio Rank: 11
Sortino Ratio Rank
FSHCX Omega Ratio Rank: 11
Omega Ratio Rank
FSHCX Calmar Ratio Rank: 11
Calmar Ratio Rank
FSHCX Martin Ratio Rank: 22
Martin Ratio Rank

JAGX
JAGX Risk / Return Rank: 1111
Overall Rank
JAGX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
JAGX Sortino Ratio Rank: 77
Sortino Ratio Rank
JAGX Omega Ratio Rank: 99
Omega Ratio Rank
JAGX Calmar Ratio Rank: 66
Calmar Ratio Rank
JAGX Martin Ratio Rank: 2020
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.

FSHCX vs. JAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Health Care Services Portfolio (FSHCX) and Jaguar Health, Inc. (JAGX). 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.


FSHCXJAGXDifference

Sharpe ratio

Return per unit of total volatility

-0.83

-0.59

-0.24

Sortino ratio

Return per unit of downside risk

-0.97

-1.28

+0.31

Omega ratio

Gain probability vs. loss probability

0.86

0.85

+0.01

Calmar ratio

Return relative to maximum drawdown

-0.65

-0.93

+0.28

Martin ratio

Return relative to average drawdown

-1.15

-1.11

-0.04

FSHCX vs. JAGX - Sharpe Ratio Comparison

The current FSHCX Sharpe Ratio is -0.83, which is lower than the JAGX Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of FSHCX and JAGX, 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


FSHCXJAGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.83

-0.59

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

-0.70

+0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

-0.51

+0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

-0.52

+1.04

Correlation

The correlation between FSHCX and JAGX is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FSHCX vs. JAGX - Dividend Comparison

FSHCX's dividend yield for the trailing twelve months is around 0.85%, while JAGX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
FSHCX
Fidelity Select Health Care Services Portfolio
0.85%0.75%16.63%0.57%5.32%7.09%0.76%0.27%12.92%13.41%4.62%4.06%
JAGX
Jaguar Health, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FSHCX vs. JAGX - Drawdown Comparison

The maximum FSHCX drawdown since its inception was -57.81%, smaller than the maximum JAGX drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for FSHCX and JAGX.


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Drawdown Indicators


FSHCXJAGXDifference

Max Drawdown

Largest peak-to-trough decline

-57.81%

-100.00%

+42.19%

Max Drawdown (1Y)

Largest decline over 1 year

-28.32%

-96.90%

+68.58%

Max Drawdown (5Y)

Largest decline over 5 years

-29.52%

-100.00%

+70.48%

Max Drawdown (10Y)

Largest decline over 10 years

-35.48%

-100.00%

+64.52%

Current Drawdown

Current decline from peak

-23.95%

-100.00%

+76.05%

Average Drawdown

Average peak-to-trough decline

-11.36%

-93.99%

+82.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.98%

81.05%

-65.07%

Volatility

FSHCX vs. JAGX - Volatility Comparison

The current volatility for Fidelity Select Health Care Services Portfolio (FSHCX) is 5.14%, while Jaguar Health, Inc. (JAGX) has a volatility of 38.27%. This indicates that FSHCX experiences smaller price fluctuations and is considered to be less risky than JAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSHCXJAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.14%

38.27%

-33.13%

Volatility (6M)

Calculated over the trailing 6-month period

14.62%

116.91%

-102.29%

Volatility (1Y)

Calculated over the trailing 1-year period

23.10%

151.66%

-128.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.99%

135.45%

-116.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.41%

172.03%

-150.62%