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FSHOX vs. FTIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSHOX vs. FTIHX - Performance Comparison

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

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FSHOX vs. FTIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSHOX
Fidelity Select Construction & Housing Portfolio
-0.37%5.24%15.28%30.85%-22.76%57.51%25.95%41.15%-15.87%26.25%
FTIHX
Fidelity Total International Index Fund
1.79%32.59%4.98%15.49%-16.29%8.45%11.09%21.50%-14.40%25.88%

Returns By Period

In the year-to-date period, FSHOX achieves a -0.37% return, which is significantly lower than FTIHX's 1.79% return.


FSHOX

1D
2.93%
1M
-10.25%
YTD
-0.37%
6M
-4.78%
1Y
11.08%
3Y*
14.60%
5Y*
9.78%
10Y*
14.12%

FTIHX

1D
2.98%
1M
-7.01%
YTD
1.79%
6M
5.81%
1Y
27.20%
3Y*
15.30%
5Y*
7.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSHOX vs. FTIHX - Expense Ratio Comparison

FSHOX has a 0.76% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


Return for Risk

FSHOX vs. FTIHX — Risk / Return Rank

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

FSHOX
FSHOX Risk / Return Rank: 2020
Overall Rank
FSHOX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
FSHOX Sortino Ratio Rank: 2222
Sortino Ratio Rank
FSHOX Omega Ratio Rank: 1616
Omega Ratio Rank
FSHOX Calmar Ratio Rank: 2424
Calmar Ratio Rank
FSHOX Martin Ratio Rank: 2121
Martin Ratio Rank

FTIHX
FTIHX Risk / Return Rank: 8686
Overall Rank
FTIHX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FTIHX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FTIHX Omega Ratio Rank: 8585
Omega Ratio Rank
FTIHX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FTIHX Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FSHOX vs. FTIHX - Risk-Adjusted Trends Comparison

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


FSHOXFTIHXDifference

Sharpe ratio

Return per unit of total volatility

0.53

1.74

-1.21

Sortino ratio

Return per unit of downside risk

0.95

2.32

-1.37

Omega ratio

Gain probability vs. loss probability

1.11

1.35

-0.24

Calmar ratio

Return relative to maximum drawdown

0.76

2.38

-1.62

Martin ratio

Return relative to average drawdown

2.33

9.30

-6.97

FSHOX vs. FTIHX - Sharpe Ratio Comparison

The current FSHOX Sharpe Ratio is 0.53, which is lower than the FTIHX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of FSHOX and FTIHX, 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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Sharpe Ratios by Period


FSHOXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

1.74

-1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.48

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.56

0.00

Correlation

The correlation between FSHOX and FTIHX is 0.63, 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.


Dividends

FSHOX vs. FTIHX - Dividend Comparison

FSHOX's dividend yield for the trailing twelve months is around 3.92%, more than FTIHX's 2.73% yield.


TTM20252024202320222021202020192018201720162015
FSHOX
Fidelity Select Construction & Housing Portfolio
3.92%3.91%4.05%0.82%0.80%5.45%4.73%7.91%15.47%13.62%3.61%3.26%
FTIHX
Fidelity Total International Index Fund
2.73%2.78%2.88%2.78%2.51%2.55%1.62%2.61%2.21%0.45%0.47%0.00%

Drawdowns

FSHOX vs. FTIHX - Drawdown Comparison

The maximum FSHOX drawdown since its inception was -61.68%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FSHOX and FTIHX.


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Drawdown Indicators


FSHOXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-61.68%

-35.75%

-25.93%

Max Drawdown (1Y)

Largest decline over 1 year

-16.54%

-11.25%

-5.29%

Max Drawdown (5Y)

Largest decline over 5 years

-33.23%

-29.99%

-3.24%

Max Drawdown (10Y)

Largest decline over 10 years

-43.67%

Current Drawdown

Current decline from peak

-14.10%

-8.61%

-5.49%

Average Drawdown

Average peak-to-trough decline

-9.85%

-7.31%

-2.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.38%

2.88%

+2.50%

Volatility

FSHOX vs. FTIHX - Volatility Comparison

Fidelity Select Construction & Housing Portfolio (FSHOX) and Fidelity Total International Index Fund (FTIHX) have volatilities of 7.70% and 7.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSHOXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.70%

7.78%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

13.92%

11.04%

+2.88%

Volatility (1Y)

Calculated over the trailing 1-year period

21.74%

16.05%

+5.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.45%

15.09%

+6.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.31%

16.02%

+6.29%