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FSLEX vs. QQQM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSLEX vs. QQQM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Environment and Alternative Energy Fund (FSLEX) and Invesco NASDAQ 100 ETF (QQQM). The values are adjusted to include any dividend payments, if applicable.

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FSLEX vs. QQQM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FSLEX
Fidelity Environment and Alternative Energy Fund
-3.79%20.38%20.01%26.29%-26.05%30.30%17.30%
QQQM
Invesco NASDAQ 100 ETF
-5.92%20.85%25.68%55.01%-32.52%27.45%6.67%

Returns By Period

In the year-to-date period, FSLEX achieves a -3.79% return, which is significantly higher than QQQM's -5.92% 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%

QQQM

1D
3.37%
1M
-4.84%
YTD
-5.92%
6M
-3.59%
1Y
23.76%
3Y*
22.41%
5Y*
12.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSLEX vs. QQQM - Expense Ratio Comparison

FSLEX has a 0.79% expense ratio, which is higher than QQQM's 0.15% expense ratio.


Return for Risk

FSLEX vs. QQQM — 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

QQQM
QQQM Risk / Return Rank: 7070
Overall Rank
QQQM Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
QQQM Sortino Ratio Rank: 6969
Sortino Ratio Rank
QQQM Omega Ratio Rank: 6868
Omega Ratio Rank
QQQM Calmar Ratio Rank: 7676
Calmar Ratio Rank
QQQM Martin Ratio Rank: 7373
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. QQQM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Environment and Alternative Energy Fund (FSLEX) and Invesco NASDAQ 100 ETF (QQQM). 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.


FSLEXQQQMDifference

Sharpe ratio

Return per unit of total volatility

1.22

1.06

+0.16

Sortino ratio

Return per unit of downside risk

1.82

1.65

+0.17

Omega ratio

Gain probability vs. loss probability

1.25

1.24

+0.02

Calmar ratio

Return relative to maximum drawdown

1.76

1.89

-0.13

Martin ratio

Return relative to average drawdown

7.52

6.96

+0.56

FSLEX vs. QQQM - Sharpe Ratio Comparison

The current FSLEX Sharpe Ratio is 1.22, which is comparable to the QQQM Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of FSLEX and QQQM, 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


FSLEXQQQMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

1.06

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.59

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.63

-0.31

Correlation

The correlation between FSLEX and QQQM is 0.82, 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. QQQM - Dividend Comparison

FSLEX's dividend yield for the trailing twelve months is around 0.38%, less than QQQM's 0.53% 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%
QQQM
Invesco NASDAQ 100 ETF
0.53%0.50%0.61%0.65%0.83%0.40%0.16%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FSLEX vs. QQQM - Drawdown Comparison

The maximum FSLEX drawdown since its inception was -50.21%, which is greater than QQQM's maximum drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for FSLEX and QQQM.


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Drawdown Indicators


FSLEXQQQMDifference

Max Drawdown

Largest peak-to-trough decline

-50.21%

-35.04%

-15.17%

Max Drawdown (1Y)

Largest decline over 1 year

-13.76%

-12.55%

-1.21%

Max Drawdown (5Y)

Largest decline over 5 years

-32.67%

-35.04%

+2.37%

Max Drawdown (10Y)

Largest decline over 10 years

-39.77%

Current Drawdown

Current decline from peak

-11.41%

-8.99%

-2.42%

Average Drawdown

Average peak-to-trough decline

-13.99%

-8.47%

-5.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

3.41%

-0.19%

Volatility

FSLEX vs. QQQM - Volatility Comparison

Fidelity Environment and Alternative Energy Fund (FSLEX) and Invesco NASDAQ 100 ETF (QQQM) have volatilities of 6.22% and 6.48%, 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


FSLEXQQQMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.22%

6.48%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

12.26%

12.73%

-0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

22.17%

22.42%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.57%

22.25%

-1.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.39%

22.27%

-0.88%