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

Correlation

The correlation between FSHOX and FNILX is 0.79, 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.


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.

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Key characteristics

Sharpe Ratio

FSHOX:

-0.07

FNILX:

0.53

Sortino Ratio

FSHOX:

0.15

FNILX:

0.91

Omega Ratio

FSHOX:

1.02

FNILX:

1.13

Calmar Ratio

FSHOX:

-0.01

FNILX:

0.57

Martin Ratio

FSHOX:

-0.01

FNILX:

2.20

Ulcer Index

FSHOX:

10.39%

FNILX:

4.96%

Daily Std Dev

FSHOX:

22.25%

FNILX:

19.59%

Max Drawdown

FSHOX:

-60.78%

FNILX:

-33.75%

Current Drawdown

FSHOX:

-16.93%

FNILX:

-7.76%

Returns By Period

In the year-to-date period, FSHOX achieves a -3.95% return, which is significantly lower than FNILX's -3.39% return.


FSHOX

YTD

-3.95%

1M

4.97%

6M

-14.09%

1Y

-1.62%

5Y*

17.97%

10Y*

7.80%

FNILX

YTD

-3.39%

1M

4.01%

6M

-4.92%

1Y

10.40%

5Y*

15.79%

10Y*

N/A

*Annualized

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FSHOX vs. FNILX - Expense Ratio Comparison

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


Risk-Adjusted Performance

FSHOX vs. FNILX — Risk-Adjusted Performance Rank

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

FSHOX
The Risk-Adjusted Performance Rank of FSHOX is 2020
Overall Rank
The Sharpe Ratio Rank of FSHOX is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of FSHOX is 2222
Sortino Ratio Rank
The Omega Ratio Rank of FSHOX is 2121
Omega Ratio Rank
The Calmar Ratio Rank of FSHOX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of FSHOX is 2121
Martin Ratio Rank

FNILX
The Risk-Adjusted Performance Rank of FNILX is 6464
Overall Rank
The Sharpe Ratio Rank of FNILX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of FNILX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FNILX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FNILX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of FNILX is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current FSHOX Sharpe Ratio is -0.07, which is lower than the FNILX Sharpe Ratio of 0.53. 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.


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Dividends

FSHOX vs. FNILX - Dividend Comparison

FSHOX's dividend yield for the trailing twelve months is around 3.25%, more than FNILX's 1.13% yield.


TTM20242023202220212020201920182017201620152014
FSHOX
Fidelity Select Construction & Housing Portfolio
3.25%4.05%0.82%0.80%5.45%4.73%7.91%15.68%13.62%3.61%3.30%11.79%
FNILX
Fidelity ZERO Large Cap Index Fund
1.13%1.09%1.34%1.53%0.95%1.20%1.17%0.53%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.


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Volatility

FSHOX vs. FNILX - Volatility Comparison


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