PortfoliosLab logo
FSLEX vs. FSCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSLEX and FSCO is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

FSLEX vs. FSCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Environment and Alternative Energy Fund (FSLEX) and FS Credit Opportunities Corp. (FSCO). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

FSLEX:

0.47

FSCO:

1.17

Sortino Ratio

FSLEX:

0.75

FSCO:

1.51

Omega Ratio

FSLEX:

1.10

FSCO:

1.24

Calmar Ratio

FSLEX:

0.42

FSCO:

1.41

Martin Ratio

FSLEX:

1.43

FSCO:

7.50

Ulcer Index

FSLEX:

7.11%

FSCO:

3.35%

Daily Std Dev

FSLEX:

24.42%

FSCO:

23.22%

Max Drawdown

FSLEX:

-50.16%

FSCO:

-25.11%

Current Drawdown

FSLEX:

-4.77%

FSCO:

-1.32%

Returns By Period

In the year-to-date period, FSLEX achieves a 1.32% return, which is significantly lower than FSCO's 8.14% return.


FSLEX

YTD

1.32%

1M

10.40%

6M

-2.05%

1Y

9.63%

3Y*

14.22%

5Y*

17.34%

10Y*

10.61%

FSCO

YTD

8.14%

1M

6.04%

6M

13.77%

1Y

26.36%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FSLEX vs. FSCO — Risk-Adjusted Performance Rank

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

FSLEX
The Risk-Adjusted Performance Rank of FSLEX is 4444
Overall Rank
The Sharpe Ratio Rank of FSLEX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of FSLEX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of FSLEX is 4343
Omega Ratio Rank
The Calmar Ratio Rank of FSLEX is 4949
Calmar Ratio Rank
The Martin Ratio Rank of FSLEX is 4242
Martin Ratio Rank

FSCO
The Risk-Adjusted Performance Rank of FSCO is 8585
Overall Rank
The Sharpe Ratio Rank of FSCO is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of FSCO is 7878
Sortino Ratio Rank
The Omega Ratio Rank of FSCO is 8282
Omega Ratio Rank
The Calmar Ratio Rank of FSCO is 8888
Calmar Ratio Rank
The Martin Ratio Rank of FSCO is 9292
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.

FSLEX vs. FSCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Environment and Alternative Energy Fund (FSLEX) and FS Credit Opportunities Corp. (FSCO). 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 FSLEX Sharpe Ratio is 0.47, which is lower than the FSCO Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of FSLEX and FSCO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FSLEX vs. FSCO - Dividend Comparison

FSLEX's dividend yield for the trailing twelve months is around 0.38%, less than FSCO's 10.55% yield.


TTM20242023202220212020201920182017201620152014
FSLEX
Fidelity Environment and Alternative Energy Fund
0.38%0.41%0.39%0.69%7.74%6.41%2.17%6.39%6.36%1.29%3.01%14.18%
FSCO
FS Credit Opportunities Corp.
10.55%10.47%11.26%1.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FSLEX vs. FSCO - Drawdown Comparison

The maximum FSLEX drawdown since its inception was -50.16%, which is greater than FSCO's maximum drawdown of -25.11%. Use the drawdown chart below to compare losses from any high point for FSLEX and FSCO.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FSLEX vs. FSCO - Volatility Comparison

Fidelity Environment and Alternative Energy Fund (FSLEX) and FS Credit Opportunities Corp. (FSCO) have volatilities of 5.09% and 5.32%, 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.


Loading data...