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

Key characteristics


FSHOXFSPSX
YTD Return18.91%10.22%
1Y Return30.59%17.92%
3Y Return (Ann)13.02%3.35%
5Y Return (Ann)19.73%7.54%
10Y Return (Ann)15.87%5.30%
Sharpe Ratio1.591.52
Daily Std Dev20.11%12.59%
Max Drawdown-60.78%-33.69%
Current Drawdown0.00%-1.81%

Correlation

-0.50.00.51.00.6

The correlation between FSHOX and FSPSX is 0.65, 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.

Performance

FSHOX vs. FSPSX - Performance Comparison

In the year-to-date period, FSHOX achieves a 18.91% return, which is significantly higher than FSPSX's 10.22% return. Over the past 10 years, FSHOX has outperformed FSPSX with an annualized return of 15.87%, while FSPSX has yielded a comparatively lower 5.30% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%400.00%600.00%800.00%AprilMayJuneJulyAugustSeptember
810.14%
149.63%
FSHOX
FSPSX

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FSHOX vs. FSPSX - Expense Ratio Comparison

FSHOX has a 0.76% expense ratio, which is higher than FSPSX's 0.04% 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 FSPSX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

FSHOX vs. FSPSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Construction & Housing Portfolio (FSHOX) and Fidelity International Index Fund (FSPSX). 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.


FSHOX
Sharpe ratio
The chart of Sharpe ratio for FSHOX, currently valued at 1.59, compared to the broader market-1.000.001.002.003.004.005.001.59
Sortino ratio
The chart of Sortino ratio for FSHOX, currently valued at 2.28, compared to the broader market0.005.0010.002.28
Omega ratio
The chart of Omega ratio for FSHOX, currently valued at 1.36, compared to the broader market1.002.003.004.001.36
Calmar ratio
The chart of Calmar ratio for FSHOX, currently valued at 1.49, compared to the broader market0.005.0010.0015.0020.001.49
Martin ratio
The chart of Martin ratio for FSHOX, currently valued at 5.87, compared to the broader market0.0020.0040.0060.0080.00100.005.87
FSPSX
Sharpe ratio
The chart of Sharpe ratio for FSPSX, currently valued at 1.52, compared to the broader market-1.000.001.002.003.004.005.001.52
Sortino ratio
The chart of Sortino ratio for FSPSX, currently valued at 2.16, compared to the broader market0.005.0010.002.16
Omega ratio
The chart of Omega ratio for FSPSX, currently valued at 1.20, compared to the broader market1.002.003.004.001.20
Calmar ratio
The chart of Calmar ratio for FSPSX, currently valued at 1.34, compared to the broader market0.005.0010.0015.0020.001.34
Martin ratio
The chart of Martin ratio for FSPSX, currently valued at 7.34, compared to the broader market0.0020.0040.0060.0080.00100.007.34

FSHOX vs. FSPSX - Sharpe Ratio Comparison

The current FSHOX Sharpe Ratio is 1.59, which roughly equals the FSPSX Sharpe Ratio of 1.52. The chart below compares the 12-month rolling Sharpe Ratio of FSHOX and FSPSX.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50AprilMayJuneJulyAugustSeptember
1.59
1.52
FSHOX
FSPSX

Dividends

FSHOX vs. FSPSX - Dividend Comparison

FSHOX's dividend yield for the trailing twelve months is around 1.57%, less than FSPSX's 2.88% yield.


TTM20232022202120202019201820172016201520142013
FSHOX
Fidelity Select Construction & Housing Portfolio
1.57%0.82%0.80%5.45%4.73%7.91%15.68%13.62%3.61%3.30%11.79%8.70%
FSPSX
Fidelity International Index Fund
2.88%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%3.53%2.59%

Drawdowns

FSHOX vs. FSPSX - Drawdown Comparison

The maximum FSHOX drawdown since its inception was -60.78%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FSHOX and FSPSX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember0
-1.81%
FSHOX
FSPSX

Volatility

FSHOX vs. FSPSX - Volatility Comparison

Fidelity Select Construction & Housing Portfolio (FSHOX) has a higher volatility of 5.62% compared to Fidelity International Index Fund (FSPSX) at 4.10%. This indicates that FSHOX's price experiences larger fluctuations and is considered to be riskier than FSPSX 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%AprilMayJuneJulyAugustSeptember
5.62%
4.10%
FSHOX
FSPSX