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FSHCX vs. VGHCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSHCX and VGHCX is 0.70, 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.


-0.50.00.51.00.7

Performance

FSHCX vs. VGHCX - Performance Comparison

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

2,500.00%3,000.00%3,500.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
3,129.77%
2,431.73%
FSHCX
VGHCX

Key characteristics

Sharpe Ratio

FSHCX:

-0.92

VGHCX:

-0.34

Sortino Ratio

FSHCX:

-1.18

VGHCX:

-0.37

Omega Ratio

FSHCX:

0.85

VGHCX:

0.95

Calmar Ratio

FSHCX:

-0.66

VGHCX:

-0.24

Martin Ratio

FSHCX:

-2.00

VGHCX:

-0.76

Ulcer Index

FSHCX:

7.69%

VGHCX:

5.30%

Daily Std Dev

FSHCX:

16.77%

VGHCX:

12.02%

Max Drawdown

FSHCX:

-57.77%

VGHCX:

-45.86%

Current Drawdown

FSHCX:

-22.63%

VGHCX:

-16.37%

Returns By Period

In the year-to-date period, FSHCX achieves a -16.42% return, which is significantly lower than VGHCX's -3.59% return. Over the past 10 years, FSHCX has outperformed VGHCX with an annualized return of 3.51%, while VGHCX has yielded a comparatively lower -0.56% annualized return.


FSHCX

YTD

-16.42%

1M

-8.94%

6M

-8.66%

1Y

-15.80%

5Y*

1.65%

10Y*

3.51%

VGHCX

YTD

-3.59%

1M

-0.96%

6M

-6.63%

1Y

-4.71%

5Y*

-0.01%

10Y*

-0.56%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FSHCX vs. VGHCX - Expense Ratio Comparison

FSHCX has a 0.71% expense ratio, which is higher than VGHCX's 0.30% expense ratio.


FSHCX
Fidelity Select Health Care Services Portfolio
Expense ratio chart for FSHCX: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%
Expense ratio chart for VGHCX: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Risk-Adjusted Performance

FSHCX vs. VGHCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Health Care Services Portfolio (FSHCX) and Vanguard Health Care Fund Investor Shares (VGHCX). 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.


Sharpe ratio
The chart of Sharpe ratio for FSHCX, currently valued at -0.92, compared to the broader market-1.000.001.002.003.004.00-0.92-0.34
The chart of Sortino ratio for FSHCX, currently valued at -1.18, compared to the broader market-2.000.002.004.006.008.0010.00-1.18-0.37
The chart of Omega ratio for FSHCX, currently valued at 0.85, compared to the broader market0.501.001.502.002.503.003.500.850.95
The chart of Calmar ratio for FSHCX, currently valued at -0.66, compared to the broader market0.005.0010.0015.00-0.66-0.24
The chart of Martin ratio for FSHCX, currently valued at -2.00, compared to the broader market0.0020.0040.0060.00-2.00-0.76
FSHCX
VGHCX

The current FSHCX Sharpe Ratio is -0.92, which is lower than the VGHCX Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of FSHCX and VGHCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.92
-0.34
FSHCX
VGHCX

Dividends

FSHCX vs. VGHCX - Dividend Comparison

FSHCX's dividend yield for the trailing twelve months is around 0.43%, less than VGHCX's 0.89% yield.


TTM20232022202120202019201820172016201520142013
FSHCX
Fidelity Select Health Care Services Portfolio
0.43%0.35%0.23%0.21%0.76%0.27%0.12%0.11%0.16%1.91%3.52%5.98%
VGHCX
Vanguard Health Care Fund Investor Shares
0.89%0.84%0.78%0.86%0.87%1.17%1.22%1.00%1.00%1.18%1.00%1.26%

Drawdowns

FSHCX vs. VGHCX - Drawdown Comparison

The maximum FSHCX drawdown since its inception was -57.77%, which is greater than VGHCX's maximum drawdown of -45.86%. Use the drawdown chart below to compare losses from any high point for FSHCX and VGHCX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-22.63%
-16.37%
FSHCX
VGHCX

Volatility

FSHCX vs. VGHCX - Volatility Comparison

Fidelity Select Health Care Services Portfolio (FSHCX) has a higher volatility of 6.49% compared to Vanguard Health Care Fund Investor Shares (VGHCX) at 3.60%. This indicates that FSHCX's price experiences larger fluctuations and is considered to be riskier than VGHCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
6.49%
3.60%
FSHCX
VGHCX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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