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FSPHX vs. FPHAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSPHX vs. FPHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity® Select Health Care Portfolio (FSPHX) and Fidelity Select Pharmaceuticals Portfolio (FPHAX). The values are adjusted to include any dividend payments, if applicable.

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FSPHX vs. FPHAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSPHX
Fidelity® Select Health Care Portfolio
-9.67%9.36%4.91%4.13%-12.82%11.58%24.57%31.48%7.15%23.83%
FPHAX
Fidelity Select Pharmaceuticals Portfolio
-2.56%30.41%9.39%12.54%0.94%11.79%11.16%31.73%5.41%10.70%

Returns By Period

In the year-to-date period, FSPHX achieves a -9.67% return, which is significantly lower than FPHAX's -2.56% return. Over the past 10 years, FSPHX has underperformed FPHAX with an annualized return of 8.61%, while FPHAX has yielded a comparatively higher 10.94% annualized return.


FSPHX

1D
-0.66%
1M
-9.51%
YTD
-9.67%
6M
-6.38%
1Y
-0.19%
3Y*
2.37%
5Y*
0.64%
10Y*
8.61%

FPHAX

1D
0.57%
1M
-9.52%
YTD
-2.56%
6M
15.21%
1Y
27.23%
3Y*
16.20%
5Y*
11.88%
10Y*
10.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSPHX vs. FPHAX - Expense Ratio Comparison

FSPHX has a 0.69% expense ratio, which is lower than FPHAX's 0.75% expense ratio.


Return for Risk

FSPHX vs. FPHAX — Risk / Return Rank

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

FSPHX
FSPHX Risk / Return Rank: 55
Overall Rank
FSPHX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
FSPHX Sortino Ratio Rank: 55
Sortino Ratio Rank
FSPHX Omega Ratio Rank: 55
Omega Ratio Rank
FSPHX Calmar Ratio Rank: 55
Calmar Ratio Rank
FSPHX Martin Ratio Rank: 55
Martin Ratio Rank

FPHAX
FPHAX Risk / Return Rank: 6666
Overall Rank
FPHAX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
FPHAX Sortino Ratio Rank: 6565
Sortino Ratio Rank
FPHAX Omega Ratio Rank: 5353
Omega Ratio Rank
FPHAX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FPHAX Martin Ratio Rank: 6363
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.

FSPHX vs. FPHAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity® Select Health Care Portfolio (FSPHX) and Fidelity Select Pharmaceuticals Portfolio (FPHAX). 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.


FSPHXFPHAXDifference

Sharpe ratio

Return per unit of total volatility

-0.03

1.14

-1.17

Sortino ratio

Return per unit of downside risk

0.10

1.61

-1.52

Omega ratio

Gain probability vs. loss probability

1.01

1.21

-0.20

Calmar ratio

Return relative to maximum drawdown

-0.09

2.05

-2.14

Martin ratio

Return relative to average drawdown

-0.25

5.99

-6.24

FSPHX vs. FPHAX - Sharpe Ratio Comparison

The current FSPHX Sharpe Ratio is -0.03, which is lower than the FPHAX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of FSPHX and FPHAX, 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


FSPHXFPHAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.03

1.14

-1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.67

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.62

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.52

+0.22

Correlation

The correlation between FSPHX and FPHAX 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

FSPHX vs. FPHAX - Dividend Comparison

FSPHX's dividend yield for the trailing twelve months is around 4.60%, less than FPHAX's 5.83% yield.


TTM20252024202320222021202020192018201720162015
FSPHX
Fidelity® Select Health Care Portfolio
4.60%4.16%10.77%0.00%2.13%9.06%11.29%1.35%9.02%2.27%0.18%11.63%
FPHAX
Fidelity Select Pharmaceuticals Portfolio
5.83%5.68%1.90%8.08%5.18%11.09%8.85%8.33%1.65%1.62%1.07%12.63%

Drawdowns

FSPHX vs. FPHAX - Drawdown Comparison

The maximum FSPHX drawdown since its inception was -44.45%, which is greater than FPHAX's maximum drawdown of -38.26%. Use the drawdown chart below to compare losses from any high point for FSPHX and FPHAX.


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Drawdown Indicators


FSPHXFPHAXDifference

Max Drawdown

Largest peak-to-trough decline

-44.45%

-38.26%

-6.19%

Max Drawdown (1Y)

Largest decline over 1 year

-18.32%

-11.00%

-7.32%

Max Drawdown (5Y)

Largest decline over 5 years

-29.31%

-28.82%

-0.49%

Max Drawdown (10Y)

Largest decline over 10 years

-29.31%

-28.82%

-0.49%

Current Drawdown

Current decline from peak

-18.32%

-9.82%

-8.50%

Average Drawdown

Average peak-to-trough decline

-9.81%

-9.21%

-0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.26%

4.35%

+1.91%

Volatility

FSPHX vs. FPHAX - Volatility Comparison

The current volatility for Fidelity® Select Health Care Portfolio (FSPHX) is 5.62%, while Fidelity Select Pharmaceuticals Portfolio (FPHAX) has a volatility of 6.10%. This indicates that FSPHX experiences smaller price fluctuations and is considered to be less risky than FPHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSPHXFPHAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.62%

6.10%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

13.61%

14.17%

-0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

20.30%

23.39%

-3.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.11%

17.69%

+0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.99%

17.78%

+1.21%