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FSLEX vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

FSLEX vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Environment and Alternative Energy Fund (FSLEX) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FSLEX

1D
2.90%
1M
-0.71%
YTD
13.30%
6M
12.05%
1Y
30.90%
3Y*
21.66%
5Y*
11.78%
10Y*
14.20%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSLEX vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSLEX
Fidelity Environment and Alternative Energy Fund
13.30%20.38%20.01%26.29%-26.05%30.30%21.56%26.86%-13.49%24.94%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

FSLEX vs. USD=X — Risk / Return Rank

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

FSLEX
FSLEX Risk / Return Rank: 5959
Overall Rank
FSLEX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FSLEX Sortino Ratio Rank: 5151
Sortino Ratio Rank
FSLEX Omega Ratio Rank: 5050
Omega Ratio Rank
FSLEX Calmar Ratio Rank: 7070
Calmar Ratio Rank
FSLEX Martin Ratio Rank: 6868
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Environment and Alternative Energy Fund (FSLEX) and USD Cash (USD=X). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FSLEXUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

2.63

Martin ratioReturn relative to average drawdown

10.32

FSLEX vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

FSLEX vs. USD=X - Drawdown Comparison

The maximum FSLEX drawdown since its inception was -50.21%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for FSLEX and USD=X.


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Drawdown Indicators


FSLEXUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-50.21%

0.00%

-50.21%

Max Drawdown (1Y)

Largest decline over 1 year

-11.41%

0.00%

-11.41%

Max Drawdown (3Y)

Largest decline over 3 years

-24.04%

0.00%

-24.04%

Max Drawdown (5Y)

Largest decline over 5 years

-32.67%

0.00%

-32.67%

Max Drawdown (10Y)

Largest decline over 10 years

-39.77%

0.00%

-39.77%

Current Drawdown

Current decline from peak

-3.45%

0.00%

-3.45%

Average Drawdown

Average peak-to-trough decline

-13.92%

0.00%

-13.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

0.00%

+2.90%

Volatility

FSLEX vs. USD=X - Volatility Comparison

Fidelity Environment and Alternative Energy Fund (FSLEX) has a higher volatility of 7.18% compared to USD Cash (USD=X) at 0.00%. This indicates that FSLEX's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSLEXUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.18%

0.00%

+7.18%

Volatility (6M)

Calculated over the trailing 6-month period

13.72%

0.00%

+13.72%

Volatility (1Y)

Calculated over the trailing 1-year period

17.12%

0.00%

+17.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.80%

0.00%

+20.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.53%

0.00%

+21.53%

Frequently Asked Questions


FSLEX has higher volatility (7.18%) compared to USD=X (0.00%). In terms of maximum drawdown, FSLEX dropped -50.21% vs USD=X's 0.00%.

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