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

Correlation

The correlation between FSHOX and FSPCX is 0.67, 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

FSHOX vs. FSPCX - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.30%
9.96%
FSHOX
FSPCX

Key characteristics

Sharpe Ratio

FSHOX:

0.91

FSPCX:

1.48

Sortino Ratio

FSHOX:

1.37

FSPCX:

2.01

Omega Ratio

FSHOX:

1.16

FSPCX:

1.27

Calmar Ratio

FSHOX:

1.44

FSPCX:

2.10

Martin Ratio

FSHOX:

3.54

FSPCX:

6.30

Ulcer Index

FSHOX:

4.80%

FSPCX:

3.39%

Daily Std Dev

FSHOX:

18.67%

FSPCX:

14.40%

Max Drawdown

FSHOX:

-60.78%

FSPCX:

-69.12%

Current Drawdown

FSHOX:

-10.45%

FSPCX:

-8.34%

Returns By Period

In the year-to-date period, FSHOX achieves a 15.51% return, which is significantly lower than FSPCX's 23.77% return. Over the past 10 years, FSHOX has outperformed FSPCX with an annualized return of 9.26%, while FSPCX has yielded a comparatively lower 4.64% annualized return.


FSHOX

YTD

15.51%

1M

-5.68%

6M

8.30%

1Y

15.91%

5Y*

15.53%

10Y*

9.26%

FSPCX

YTD

23.77%

1M

-4.44%

6M

9.96%

1Y

25.12%

5Y*

8.94%

10Y*

4.64%

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. FSPCX - Expense Ratio Comparison

FSHOX has a 0.76% expense ratio, which is lower than FSPCX's 0.78% expense ratio.


FSPCX
Fidelity Select Insurance Portfolio
Expense ratio chart for FSPCX: current value at 0.78% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.78%
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%

Risk-Adjusted Performance

FSHOX vs. FSPCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Construction & Housing Portfolio (FSHOX) and Fidelity Select Insurance Portfolio (FSPCX). 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 0.91, compared to the broader market-1.000.001.002.003.004.000.911.48
The chart of Sortino ratio for FSHOX, currently valued at 1.37, compared to the broader market-2.000.002.004.006.008.0010.001.372.01
The chart of Omega ratio for FSHOX, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.003.501.161.27
The chart of Calmar ratio for FSHOX, currently valued at 1.44, compared to the broader market0.002.004.006.008.0010.0012.0014.001.442.10
The chart of Martin ratio for FSHOX, currently valued at 3.54, compared to the broader market0.0020.0040.0060.003.546.30
FSHOX
FSPCX

The current FSHOX Sharpe Ratio is 0.91, which is lower than the FSPCX Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of FSHOX and FSPCX, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.91
1.48
FSHOX
FSPCX

Dividends

FSHOX vs. FSPCX - Dividend Comparison

FSHOX has not paid dividends to shareholders, while FSPCX's dividend yield for the trailing twelve months is around 0.08%.


TTM20232022202120202019201820172016201520142013
FSHOX
Fidelity Select Construction & Housing Portfolio
0.00%0.82%0.80%0.49%0.84%0.96%1.16%0.47%0.77%2.07%4.92%8.70%
FSPCX
Fidelity Select Insurance Portfolio
0.08%1.11%0.74%1.29%1.61%1.40%2.17%1.21%1.15%1.97%6.93%8.51%

Drawdowns

FSHOX vs. FSPCX - Drawdown Comparison

The maximum FSHOX drawdown since its inception was -60.78%, smaller than the maximum FSPCX drawdown of -69.12%. Use the drawdown chart below to compare losses from any high point for FSHOX and FSPCX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.45%
-8.34%
FSHOX
FSPCX

Volatility

FSHOX vs. FSPCX - Volatility Comparison

Fidelity Select Construction & Housing Portfolio (FSHOX) has a higher volatility of 6.10% compared to Fidelity Select Insurance Portfolio (FSPCX) at 4.83%. This indicates that FSHOX's price experiences larger fluctuations and is considered to be riskier than FSPCX 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%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
6.10%
4.83%
FSHOX
FSPCX
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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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