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FSMEX vs. XLV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSMEX vs. XLV - Performance Comparison

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

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FSMEX vs. XLV - 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%
XLV
State Street Health Care Select Sector SPDR ETF
-4.90%14.50%2.47%2.07%-2.08%26.04%13.30%20.45%6.28%21.77%

Returns By Period

In the year-to-date period, FSMEX achieves a -17.58% return, which is significantly lower than XLV's -4.90% return. Over the past 10 years, FSMEX has outperformed XLV with an annualized return of 10.46%, while XLV has yielded a comparatively lower 9.72% 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%

XLV

1D
1.94%
1M
-8.11%
YTD
-4.90%
6M
6.23%
1Y
2.20%
3Y*
5.98%
5Y*
6.42%
10Y*
9.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSMEX vs. XLV - Expense Ratio Comparison

FSMEX has a 0.68% expense ratio, which is higher than XLV's 0.08% expense ratio.


Return for Risk

FSMEX vs. XLV — 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

XLV
XLV Risk / Return Rank: 1616
Overall Rank
XLV Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
XLV Sortino Ratio Rank: 1515
Sortino Ratio Rank
XLV Omega Ratio Rank: 1515
Omega Ratio Rank
XLV Calmar Ratio Rank: 1919
Calmar Ratio Rank
XLV Martin Ratio Rank: 1717
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. XLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Medical Technology and Devices Portfolio (FSMEX) and State Street Health Care Select Sector SPDR ETF (XLV). 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.


FSMEXXLVDifference

Sharpe ratio

Return per unit of total volatility

-0.41

0.12

-0.53

Sortino ratio

Return per unit of downside risk

-0.46

0.30

-0.75

Omega ratio

Gain probability vs. loss probability

0.94

1.04

-0.09

Calmar ratio

Return relative to maximum drawdown

-0.48

0.28

-0.76

Martin ratio

Return relative to average drawdown

-1.55

0.57

-2.12

FSMEX vs. XLV - Sharpe Ratio Comparison

The current FSMEX Sharpe Ratio is -0.41, which is lower than the XLV Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of FSMEX and XLV, 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


FSMEXXLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.41

0.12

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.44

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.59

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.46

+0.19

Correlation

The correlation between FSMEX and XLV is 0.75, 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

FSMEX vs. XLV - Dividend Comparison

FSMEX's dividend yield for the trailing twelve months is around 12.78%, more than XLV's 1.71% 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%
XLV
State Street Health Care Select Sector SPDR ETF
1.71%1.60%1.67%1.59%1.47%1.33%1.49%2.17%1.57%1.47%1.60%1.43%

Drawdowns

FSMEX vs. XLV - Drawdown Comparison

The maximum FSMEX drawdown since its inception was -40.34%, roughly equal to the maximum XLV drawdown of -39.17%. Use the drawdown chart below to compare losses from any high point for FSMEX and XLV.


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Drawdown Indicators


FSMEXXLVDifference

Max Drawdown

Largest peak-to-trough decline

-40.34%

-39.17%

-1.17%

Max Drawdown (1Y)

Largest decline over 1 year

-21.04%

-10.76%

-10.28%

Max Drawdown (5Y)

Largest decline over 5 years

-40.34%

-17.11%

-23.23%

Max Drawdown (10Y)

Largest decline over 10 years

-40.34%

-28.40%

-11.94%

Current Drawdown

Current decline from peak

-22.82%

-8.11%

-14.71%

Average Drawdown

Average peak-to-trough decline

-7.66%

-7.12%

-0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.50%

5.75%

+0.75%

Volatility

FSMEX vs. XLV - Volatility Comparison

Fidelity Select Medical Technology and Devices Portfolio (FSMEX) has a higher volatility of 5.85% compared to State Street Health Care Select Sector SPDR ETF (XLV) at 4.73%. This indicates that FSMEX's price experiences larger fluctuations and is considered to be riskier than XLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSMEXXLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

4.73%

+1.12%

Volatility (6M)

Calculated over the trailing 6-month period

12.32%

10.53%

+1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

21.03%

17.74%

+3.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.75%

14.56%

+6.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.59%

16.53%

+4.06%