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FSMEX vs. FSHCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSMEX vs. FSHCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Medical Technology and Devices Portfolio (FSMEX) and Fidelity Select Health Care Services Portfolio (FSHCX). The values are adjusted to include any dividend payments, if applicable.

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FSMEX vs. FSHCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSMEX
Fidelity Select Medical Technology and Devices Portfolio
-17.58%8.13%18.37%0.62%-24.84%24.56%30.18%29.58%15.98%26.66%
FSHCX
Fidelity Select Health Care Services Portfolio
-13.20%3.85%-13.21%1.52%0.86%20.22%18.58%19.91%10.17%24.46%

Returns By Period

In the year-to-date period, FSMEX achieves a -17.58% return, which is significantly lower than FSHCX's -13.20% return. Over the past 10 years, FSMEX has outperformed FSHCX with an annualized return of 10.46%, while FSHCX has yielded a comparatively lower 6.88% annualized return.


FSMEX

1D
-0.58%
1M
-11.19%
YTD
-17.58%
6M
-11.01%
1Y
-8.83%
3Y*
0.36%
5Y*
-0.71%
10Y*
10.46%

FSHCX

1D
0.02%
1M
-11.93%
YTD
-13.20%
6M
-12.00%
1Y
-21.02%
3Y*
-5.07%
5Y*
-1.99%
10Y*
6.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSMEX vs. FSHCX - Expense Ratio Comparison

FSMEX has a 0.68% expense ratio, which is lower than FSHCX's 0.71% expense ratio.


Return for Risk

FSMEX vs. FSHCX — Risk / Return Rank

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

FSMEX
FSMEX Risk / Return Rank: 22
Overall Rank
FSMEX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FSMEX Sortino Ratio Rank: 22
Sortino Ratio Rank
FSMEX Omega Ratio Rank: 22
Omega Ratio Rank
FSMEX Calmar Ratio Rank: 22
Calmar Ratio Rank
FSMEX Martin Ratio Rank: 11
Martin Ratio Rank

FSHCX
FSHCX Risk / Return Rank: 11
Overall Rank
FSHCX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
FSHCX Sortino Ratio Rank: 11
Sortino Ratio Rank
FSHCX Omega Ratio Rank: 11
Omega Ratio Rank
FSHCX Calmar Ratio Rank: 11
Calmar Ratio Rank
FSHCX Martin Ratio Rank: 22
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.

FSMEX vs. FSHCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Medical Technology and Devices Portfolio (FSMEX) and Fidelity Select Health Care Services Portfolio (FSHCX). 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.


FSMEXFSHCXDifference

Sharpe ratio

Return per unit of total volatility

-0.41

-0.89

+0.48

Sortino ratio

Return per unit of downside risk

-0.46

-1.05

+0.59

Omega ratio

Gain probability vs. loss probability

0.94

0.85

+0.10

Calmar ratio

Return relative to maximum drawdown

-0.48

-0.73

+0.25

Martin ratio

Return relative to average drawdown

-1.55

-1.29

-0.26

FSMEX vs. FSHCX - Sharpe Ratio Comparison

The current FSMEX Sharpe Ratio is -0.41, which is higher than the FSHCX Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of FSMEX and FSHCX, 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


FSMEXFSHCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.41

-0.89

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

-0.11

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.32

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.52

+0.13

Correlation

The correlation between FSMEX and FSHCX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FSMEX vs. FSHCX - Dividend Comparison

FSMEX's dividend yield for the trailing twelve months is around 12.78%, more than FSHCX's 0.87% yield.


TTM20252024202320222021202020192018201720162015
FSMEX
Fidelity Select Medical Technology and Devices Portfolio
12.78%10.53%17.04%0.00%1.80%8.12%6.65%1.77%7.47%6.26%5.84%16.35%
FSHCX
Fidelity Select Health Care Services Portfolio
0.87%0.75%16.63%0.57%5.32%7.09%0.76%0.27%12.92%13.41%4.62%4.06%

Drawdowns

FSMEX vs. FSHCX - Drawdown Comparison

The maximum FSMEX drawdown since its inception was -40.34%, smaller than the maximum FSHCX drawdown of -57.81%. Use the drawdown chart below to compare losses from any high point for FSMEX and FSHCX.


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Drawdown Indicators


FSMEXFSHCXDifference

Max Drawdown

Largest peak-to-trough decline

-40.34%

-57.81%

+17.47%

Max Drawdown (1Y)

Largest decline over 1 year

-21.04%

-28.32%

+7.28%

Max Drawdown (5Y)

Largest decline over 5 years

-40.34%

-29.52%

-10.82%

Max Drawdown (10Y)

Largest decline over 10 years

-40.34%

-35.48%

-4.86%

Current Drawdown

Current decline from peak

-22.82%

-25.72%

+2.90%

Average Drawdown

Average peak-to-trough decline

-7.66%

-11.36%

+3.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.50%

15.92%

-9.42%

Volatility

FSMEX vs. FSHCX - Volatility Comparison

Fidelity Select Medical Technology and Devices Portfolio (FSMEX) has a higher volatility of 5.85% compared to Fidelity Select Health Care Services Portfolio (FSHCX) at 4.32%. This indicates that FSMEX's price experiences larger fluctuations and is considered to be riskier than FSHCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSMEXFSHCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

4.32%

+1.53%

Volatility (6M)

Calculated over the trailing 6-month period

12.32%

14.42%

-2.10%

Volatility (1Y)

Calculated over the trailing 1-year period

21.03%

23.02%

-1.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.75%

18.96%

+1.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.59%

21.40%

-0.81%