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FSLEX vs. DSI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSLEX vs. DSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Environment and Alternative Energy Fund (FSLEX) and iShares MSCI KLD 400 Social ETF (DSI). The values are adjusted to include any dividend payments, if applicable.

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FSLEX vs. DSI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSLEX
Fidelity Environment and Alternative Energy Fund
-3.79%20.38%20.01%26.29%-26.05%30.30%21.56%26.86%-13.49%24.94%
DSI
iShares MSCI KLD 400 Social ETF
-5.70%18.03%22.38%28.51%-21.71%31.32%20.94%31.15%-3.90%20.89%

Returns By Period

In the year-to-date period, FSLEX achieves a -3.79% return, which is significantly higher than DSI's -5.70% return. Over the past 10 years, FSLEX has underperformed DSI with an annualized return of 12.60%, while DSI has yielded a comparatively higher 13.59% annualized return.


FSLEX

1D
-1.41%
1M
-10.23%
YTD
-3.79%
6M
-3.23%
1Y
26.76%
3Y*
17.00%
5Y*
9.21%
10Y*
12.60%

DSI

1D
3.11%
1M
-5.33%
YTD
-5.70%
6M
-3.27%
1Y
19.52%
3Y*
17.10%
5Y*
10.67%
10Y*
13.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSLEX vs. DSI - Expense Ratio Comparison

FSLEX has a 0.79% expense ratio, which is higher than DSI's 0.25% expense ratio.


Return for Risk

FSLEX vs. DSI — Risk / Return Rank

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

FSLEX
FSLEX Risk / Return Rank: 7474
Overall Rank
FSLEX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FSLEX Sortino Ratio Rank: 7474
Sortino Ratio Rank
FSLEX Omega Ratio Rank: 6969
Omega Ratio Rank
FSLEX Calmar Ratio Rank: 7676
Calmar Ratio Rank
FSLEX Martin Ratio Rank: 7878
Martin Ratio Rank

DSI
DSI Risk / Return Rank: 6666
Overall Rank
DSI Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
DSI Sortino Ratio Rank: 6666
Sortino Ratio Rank
DSI Omega Ratio Rank: 6565
Omega Ratio Rank
DSI Calmar Ratio Rank: 7070
Calmar Ratio Rank
DSI Martin Ratio Rank: 7070
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.

FSLEX vs. DSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Environment and Alternative Energy Fund (FSLEX) and iShares MSCI KLD 400 Social ETF (DSI). 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.


FSLEXDSIDifference

Sharpe ratio

Return per unit of total volatility

1.22

1.04

+0.18

Sortino ratio

Return per unit of downside risk

1.82

1.61

+0.21

Omega ratio

Gain probability vs. loss probability

1.25

1.23

+0.02

Calmar ratio

Return relative to maximum drawdown

1.76

1.73

+0.03

Martin ratio

Return relative to average drawdown

7.52

6.82

+0.70

FSLEX vs. DSI - Sharpe Ratio Comparison

The current FSLEX Sharpe Ratio is 1.22, which is comparable to the DSI Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of FSLEX and DSI, 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


FSLEXDSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

1.04

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.60

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.73

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.51

-0.19

Correlation

The correlation between FSLEX and DSI is 0.85, 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.


Dividends

FSLEX vs. DSI - Dividend Comparison

FSLEX's dividend yield for the trailing twelve months is around 0.38%, less than DSI's 1.00% yield.


TTM20252024202320222021202020192018201720162015
FSLEX
Fidelity Environment and Alternative Energy Fund
0.38%0.37%0.41%0.39%0.69%7.74%6.41%2.17%6.39%6.19%1.29%3.01%
DSI
iShares MSCI KLD 400 Social ETF
1.00%0.92%1.03%1.19%1.39%0.99%1.22%1.40%1.63%1.28%1.51%1.46%

Drawdowns

FSLEX vs. DSI - Drawdown Comparison

The maximum FSLEX drawdown since its inception was -50.21%, smaller than the maximum DSI drawdown of -54.23%. Use the drawdown chart below to compare losses from any high point for FSLEX and DSI.


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Drawdown Indicators


FSLEXDSIDifference

Max Drawdown

Largest peak-to-trough decline

-50.21%

-54.23%

+4.02%

Max Drawdown (1Y)

Largest decline over 1 year

-13.76%

-11.54%

-2.22%

Max Drawdown (5Y)

Largest decline over 5 years

-32.67%

-28.36%

-4.31%

Max Drawdown (10Y)

Largest decline over 10 years

-39.77%

-34.10%

-5.67%

Current Drawdown

Current decline from peak

-11.41%

-8.28%

-3.13%

Average Drawdown

Average peak-to-trough decline

-13.99%

-7.58%

-6.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

2.93%

+0.29%

Volatility

FSLEX vs. DSI - Volatility Comparison

Fidelity Environment and Alternative Energy Fund (FSLEX) has a higher volatility of 6.22% compared to iShares MSCI KLD 400 Social ETF (DSI) at 5.65%. This indicates that FSLEX's price experiences larger fluctuations and is considered to be riskier than DSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSLEXDSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.22%

5.65%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

12.26%

10.21%

+2.05%

Volatility (1Y)

Calculated over the trailing 1-year period

22.17%

18.76%

+3.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.57%

17.88%

+2.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.39%

18.68%

+2.71%