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FSHOX vs. FNILX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSHOX and FNILX is 0.78, 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.


-0.50.00.51.00.8

Performance

FSHOX vs. FNILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Construction & Housing Portfolio (FSHOX) and Fidelity ZERO Large Cap Index Fund (FNILX). The values are adjusted to include any dividend payments, if applicable.

90.00%100.00%110.00%120.00%130.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
112.08%
122.75%
FSHOX
FNILX

Key characteristics

Sharpe Ratio

FSHOX:

0.89

FNILX:

1.93

Sortino Ratio

FSHOX:

1.34

FNILX:

2.58

Omega Ratio

FSHOX:

1.16

FNILX:

1.35

Calmar Ratio

FSHOX:

1.51

FNILX:

2.87

Martin Ratio

FSHOX:

3.52

FNILX:

12.78

Ulcer Index

FSHOX:

4.70%

FNILX:

1.94%

Daily Std Dev

FSHOX:

18.62%

FNILX:

12.83%

Max Drawdown

FSHOX:

-60.78%

FNILX:

-33.75%

Current Drawdown

FSHOX:

-10.39%

FNILX:

-4.70%

Returns By Period

In the year-to-date period, FSHOX achieves a 15.58% return, which is significantly lower than FNILX's 23.98% return.


FSHOX

YTD

15.58%

1M

-5.95%

6M

7.43%

1Y

15.51%

5Y*

15.57%

10Y*

9.43%

FNILX

YTD

23.98%

1M

-1.18%

6M

7.07%

1Y

24.01%

5Y*

14.48%

10Y*

N/A

Compare stocks, funds, or ETFs

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


FSHOX vs. FNILX - Expense Ratio Comparison

FSHOX has a 0.76% expense ratio, which is higher than FNILX's 0.00% expense ratio.


FSHOX
Fidelity Select Construction & Housing Portfolio
Expense ratio chart for FSHOX: current value at 0.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.76%
Expense ratio chart for FNILX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

FSHOX vs. FNILX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Construction & Housing Portfolio (FSHOX) and Fidelity ZERO Large Cap Index Fund (FNILX). 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 FSHOX, currently valued at 0.89, compared to the broader market-1.000.001.002.003.004.000.891.93
The chart of Sortino ratio for FSHOX, currently valued at 1.34, compared to the broader market-2.000.002.004.006.008.0010.001.342.58
The chart of Omega ratio for FSHOX, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.003.501.161.35
The chart of Calmar ratio for FSHOX, currently valued at 1.51, compared to the broader market0.005.0010.0015.001.512.87
The chart of Martin ratio for FSHOX, currently valued at 3.52, compared to the broader market0.0020.0040.0060.003.5212.78
FSHOX
FNILX

The current FSHOX Sharpe Ratio is 0.89, which is lower than the FNILX Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of FSHOX and FNILX, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.89
1.93
FSHOX
FNILX

Dividends

FSHOX vs. FNILX - Dividend Comparison

FSHOX's dividend yield for the trailing twelve months is around 0.71%, more than FNILX's 0.02% yield.


TTM20232022202120202019201820172016201520142013
FSHOX
Fidelity Select Construction & Housing Portfolio
0.71%0.82%0.80%0.49%0.84%0.96%1.16%0.47%0.77%2.07%4.92%8.70%
FNILX
Fidelity ZERO Large Cap Index Fund
0.02%1.34%1.53%0.95%1.20%1.17%0.41%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FSHOX vs. FNILX - Drawdown Comparison

The maximum FSHOX drawdown since its inception was -60.78%, which is greater than FNILX's maximum drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for FSHOX and FNILX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.39%
-4.70%
FSHOX
FNILX

Volatility

FSHOX vs. FNILX - Volatility Comparison

Fidelity Select Construction & Housing Portfolio (FSHOX) has a higher volatility of 5.71% compared to Fidelity ZERO Large Cap Index Fund (FNILX) at 3.93%. This indicates that FSHOX's price experiences larger fluctuations and is considered to be riskier than FNILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.71%
3.93%
FSHOX
FNILX
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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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