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FSLEX vs. SWTSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSLEX vs. SWTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Environment and Alternative Energy Fund (FSLEX) and Schwab Total Stock Market Index Fund (SWTSX). The values are adjusted to include any dividend payments, if applicable.

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FSLEX vs. SWTSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSLEX
Fidelity Environment and Alternative Energy Fund
-0.49%20.38%20.01%26.29%-26.05%30.30%21.56%26.86%-13.49%24.94%
SWTSX
Schwab Total Stock Market Index Fund
-4.03%17.04%23.84%26.05%-19.54%25.65%20.71%30.90%-5.35%21.08%

Returns By Period

In the year-to-date period, FSLEX achieves a -0.49% return, which is significantly higher than SWTSX's -4.03% return. Both investments have delivered pretty close results over the past 10 years, with FSLEX having a 12.98% annualized return and SWTSX not far ahead at 13.54%.


FSLEX

1D
3.43%
1M
-7.13%
YTD
-0.49%
6M
-0.80%
1Y
29.66%
3Y*
18.32%
5Y*
9.84%
10Y*
12.98%

SWTSX

1D
2.95%
1M
-5.07%
YTD
-4.03%
6M
-2.09%
1Y
17.61%
3Y*
17.81%
5Y*
10.46%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSLEX vs. SWTSX - Expense Ratio Comparison

FSLEX has a 0.79% expense ratio, which is higher than SWTSX's 0.03% expense ratio.


Return for Risk

FSLEX vs. SWTSX — Risk / Return Rank

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

FSLEX
FSLEX Risk / Return Rank: 8181
Overall Rank
FSLEX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FSLEX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FSLEX Omega Ratio Rank: 7474
Omega Ratio Rank
FSLEX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FSLEX Martin Ratio Rank: 8888
Martin Ratio Rank

SWTSX
SWTSX Risk / Return Rank: 5959
Overall Rank
SWTSX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SWTSX Sortino Ratio Rank: 5353
Sortino Ratio Rank
SWTSX Omega Ratio Rank: 5555
Omega Ratio Rank
SWTSX Calmar Ratio Rank: 6363
Calmar Ratio Rank
SWTSX Martin Ratio Rank: 7575
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. SWTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Environment and Alternative Energy Fund (FSLEX) and Schwab Total Stock Market Index Fund (SWTSX). 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.


FSLEXSWTSXDifference

Sharpe ratio

Return per unit of total volatility

1.40

0.97

+0.43

Sortino ratio

Return per unit of downside risk

2.05

1.49

+0.56

Omega ratio

Gain probability vs. loss probability

1.29

1.22

+0.06

Calmar ratio

Return relative to maximum drawdown

2.27

1.50

+0.77

Martin ratio

Return relative to average drawdown

9.59

7.18

+2.40

FSLEX vs. SWTSX - Sharpe Ratio Comparison

The current FSLEX Sharpe Ratio is 1.40, which is higher than the SWTSX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of FSLEX and SWTSX, 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


FSLEXSWTSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

0.97

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.60

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.73

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.41

-0.08

Correlation

The correlation between FSLEX and SWTSX is 0.86, 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. SWTSX - Dividend Comparison

FSLEX's dividend yield for the trailing twelve months is around 0.37%, less than SWTSX's 1.15% yield.


TTM20252024202320222021202020192018201720162015
FSLEX
Fidelity Environment and Alternative Energy Fund
0.37%0.37%0.41%0.39%0.69%7.74%6.41%2.17%6.39%6.19%1.29%3.01%
SWTSX
Schwab Total Stock Market Index Fund
1.15%1.10%1.24%1.41%1.62%1.46%1.63%1.92%2.58%1.83%2.32%2.79%

Drawdowns

FSLEX vs. SWTSX - Drawdown Comparison

The maximum FSLEX drawdown since its inception was -50.21%, smaller than the maximum SWTSX drawdown of -54.60%. Use the drawdown chart below to compare losses from any high point for FSLEX and SWTSX.


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Drawdown Indicators


FSLEXSWTSXDifference

Max Drawdown

Largest peak-to-trough decline

-50.21%

-54.60%

+4.39%

Max Drawdown (1Y)

Largest decline over 1 year

-13.76%

-12.42%

-1.34%

Max Drawdown (5Y)

Largest decline over 5 years

-32.67%

-25.40%

-7.27%

Max Drawdown (10Y)

Largest decline over 10 years

-39.77%

-35.01%

-4.76%

Current Drawdown

Current decline from peak

-8.38%

-6.20%

-2.18%

Average Drawdown

Average peak-to-trough decline

-13.99%

-10.63%

-3.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

2.59%

+0.67%

Volatility

FSLEX vs. SWTSX - Volatility Comparison

Fidelity Environment and Alternative Energy Fund (FSLEX) has a higher volatility of 7.33% compared to Schwab Total Stock Market Index Fund (SWTSX) at 5.52%. This indicates that FSLEX's price experiences larger fluctuations and is considered to be riskier than SWTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSLEXSWTSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.33%

5.52%

+1.81%

Volatility (6M)

Calculated over the trailing 6-month period

12.72%

9.87%

+2.85%

Volatility (1Y)

Calculated over the trailing 1-year period

22.37%

18.70%

+3.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.62%

17.45%

+3.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.42%

18.59%

+2.83%