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FSPHX vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSPHX and VTI is 0.77, 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.


-0.50.00.51.00.8

Performance

FSPHX vs. VTI - Performance Comparison

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

450.00%500.00%550.00%600.00%650.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
422.42%
680.97%
FSPHX
VTI

Key characteristics

Sharpe Ratio

FSPHX:

-0.26

VTI:

1.94

Sortino Ratio

FSPHX:

-0.24

VTI:

2.60

Omega Ratio

FSPHX:

0.97

VTI:

1.36

Calmar Ratio

FSPHX:

-0.18

VTI:

2.91

Martin Ratio

FSPHX:

-0.85

VTI:

12.37

Ulcer Index

FSPHX:

4.82%

VTI:

2.02%

Daily Std Dev

FSPHX:

15.50%

VTI:

12.86%

Max Drawdown

FSPHX:

-91.65%

VTI:

-55.45%

Current Drawdown

FSPHX:

-22.05%

VTI:

-2.59%

Returns By Period

In the year-to-date period, FSPHX achieves a -4.14% return, which is significantly lower than VTI's 25.46% return. Over the past 10 years, FSPHX has underperformed VTI with an annualized return of 2.89%, while VTI has yielded a comparatively higher 12.50% annualized return.


FSPHX

YTD

-4.14%

1M

-12.53%

6M

-4.96%

1Y

-4.24%

5Y*

-0.69%

10Y*

2.89%

VTI

YTD

25.46%

1M

-1.48%

6M

10.10%

1Y

24.92%

5Y*

14.09%

10Y*

12.50%

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FSPHX vs. VTI - Expense Ratio Comparison

FSPHX has a 0.69% expense ratio, which is higher than VTI's 0.03% expense ratio.


Expense ratio chart for FSPHX: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

FSPHX vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity® Select Health Care Portfolio (FSPHX) and Vanguard Total Stock Market ETF (VTI). 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.


The chart of Sharpe ratio for FSPHX, currently valued at -0.26, compared to the broader market-1.000.001.002.003.00-0.261.94
The chart of Sortino ratio for FSPHX, currently valued at -0.24, compared to the broader market-2.000.002.004.006.008.00-0.242.60
The chart of Omega ratio for FSPHX, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.000.971.36
The chart of Calmar ratio for FSPHX, currently valued at -0.18, compared to the broader market0.002.004.006.008.0010.0012.00-0.182.91
The chart of Martin ratio for FSPHX, currently valued at -0.84, compared to the broader market0.0010.0020.0030.0040.0050.0060.00-0.8512.37
FSPHX
VTI

The current FSPHX Sharpe Ratio is -0.26, which is lower than the VTI Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of FSPHX and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.26
1.94
FSPHX
VTI

Dividends

FSPHX vs. VTI - Dividend Comparison

FSPHX has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.25%.


TTM20232022202120202019201820172016201520142013
FSPHX
Fidelity® Select Health Care Portfolio
0.00%0.00%0.00%0.13%0.58%0.11%0.15%0.17%0.13%4.61%4.79%10.40%
VTI
Vanguard Total Stock Market ETF
1.25%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

FSPHX vs. VTI - Drawdown Comparison

The maximum FSPHX drawdown since its inception was -91.65%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for FSPHX and VTI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-22.05%
-2.59%
FSPHX
VTI

Volatility

FSPHX vs. VTI - Volatility Comparison

Fidelity® Select Health Care Portfolio (FSPHX) has a higher volatility of 7.40% compared to Vanguard Total Stock Market ETF (VTI) at 4.22%. This indicates that FSPHX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
7.40%
4.22%
FSPHX
VTI