PortfoliosLab logoPortfoliosLab logo
FSLEX vs. SSO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSLEX vs. SSO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Environment and Alternative Energy Fund (FSLEX) and ProShares Ultra S&P500 (SSO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FSLEX vs. SSO - 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%
SSO
ProShares Ultra S&P500
-10.23%26.19%43.48%46.65%-38.98%60.57%21.54%63.45%-14.60%44.35%

Returns By Period

In the year-to-date period, FSLEX achieves a -3.79% return, which is significantly higher than SSO's -10.23% return. Over the past 10 years, FSLEX has underperformed SSO with an annualized return of 12.60%, while SSO has yielded a comparatively higher 21.06% 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%

SSO

1D
5.75%
1M
-10.37%
YTD
-10.23%
6M
-7.08%
1Y
26.35%
3Y*
28.27%
5Y*
15.34%
10Y*
21.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FSLEX vs. SSO - Expense Ratio Comparison

FSLEX has a 0.79% expense ratio, which is lower than SSO's 0.87% expense ratio.


Return for Risk

FSLEX vs. SSO — 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

SSO
SSO Risk / Return Rank: 5151
Overall Rank
SSO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SSO Sortino Ratio Rank: 4949
Sortino Ratio Rank
SSO Omega Ratio Rank: 5353
Omega Ratio Rank
SSO Calmar Ratio Rank: 5353
Calmar Ratio Rank
SSO Martin Ratio Rank: 5858
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. SSO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Environment and Alternative Energy Fund (FSLEX) and ProShares Ultra S&P500 (SSO). 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.


FSLEXSSODifference

Sharpe ratio

Return per unit of total volatility

1.22

0.73

+0.49

Sortino ratio

Return per unit of downside risk

1.82

1.23

+0.58

Omega ratio

Gain probability vs. loss probability

1.25

1.19

+0.07

Calmar ratio

Return relative to maximum drawdown

1.76

1.20

+0.56

Martin ratio

Return relative to average drawdown

7.52

5.18

+2.35

FSLEX vs. SSO - Sharpe Ratio Comparison

The current FSLEX Sharpe Ratio is 1.22, which is higher than the SSO Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of FSLEX and SSO, 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 graphics...

Sharpe Ratios by Period


FSLEXSSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

0.73

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.46

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.59

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.38

-0.06

Correlation

The correlation between FSLEX and SSO is 0.88, 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. SSO - Dividend Comparison

FSLEX's dividend yield for the trailing twelve months is around 0.38%, less than SSO's 0.82% 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%
SSO
ProShares Ultra S&P500
0.82%0.68%0.85%0.18%0.50%0.18%0.20%0.50%0.75%0.39%0.51%0.63%

Drawdowns

FSLEX vs. SSO - Drawdown Comparison

The maximum FSLEX drawdown since its inception was -50.21%, smaller than the maximum SSO drawdown of -84.67%. Use the drawdown chart below to compare losses from any high point for FSLEX and SSO.


Loading graphics...

Drawdown Indicators


FSLEXSSODifference

Max Drawdown

Largest peak-to-trough decline

-50.21%

-84.67%

+34.46%

Max Drawdown (1Y)

Largest decline over 1 year

-13.76%

-23.17%

+9.41%

Max Drawdown (5Y)

Largest decline over 5 years

-32.67%

-46.73%

+14.06%

Max Drawdown (10Y)

Largest decline over 10 years

-39.77%

-59.34%

+19.57%

Current Drawdown

Current decline from peak

-11.41%

-13.46%

+2.05%

Average Drawdown

Average peak-to-trough decline

-13.99%

-19.72%

+5.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

5.38%

-2.16%

Volatility

FSLEX vs. SSO - Volatility Comparison

The current volatility for Fidelity Environment and Alternative Energy Fund (FSLEX) is 6.22%, while ProShares Ultra S&P500 (SSO) has a volatility of 10.60%. This indicates that FSLEX experiences smaller price fluctuations and is considered to be less risky than SSO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FSLEXSSODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.22%

10.60%

-4.38%

Volatility (6M)

Calculated over the trailing 6-month period

12.26%

18.95%

-6.69%

Volatility (1Y)

Calculated over the trailing 1-year period

22.17%

36.45%

-14.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.57%

33.66%

-13.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.39%

35.86%

-14.47%