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FSPTX vs. AIGI.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSPTX vs. AIGI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Technology Portfolio (FSPTX) and WisdomTree Industrial Metals (AIGI.L). The values are adjusted to include any dividend payments, if applicable.

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FSPTX vs. AIGI.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSPTX
Fidelity Select Technology Portfolio
-4.01%23.37%41.76%59.83%-36.91%21.99%63.95%51.08%-9.03%49.75%
AIGI.L
WisdomTree Industrial Metals
5.49%19.43%3.07%-11.78%-2.91%28.67%14.31%6.29%-19.44%26.54%

Returns By Period

In the year-to-date period, FSPTX achieves a -4.01% return, which is significantly lower than AIGI.L's 5.49% return. Over the past 10 years, FSPTX has outperformed AIGI.L with an annualized return of 22.84%, while AIGI.L has yielded a comparatively lower 7.46% annualized return.


FSPTX

1D
4.99%
1M
-3.56%
YTD
-4.01%
6M
-3.00%
1Y
36.58%
3Y*
28.77%
5Y*
14.60%
10Y*
22.84%

AIGI.L

1D
1.38%
1M
0.94%
YTD
5.49%
6M
17.29%
1Y
17.11%
3Y*
6.06%
5Y*
5.98%
10Y*
7.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSPTX vs. AIGI.L - Expense Ratio Comparison

FSPTX has a 0.67% expense ratio, which is higher than AIGI.L's 0.49% expense ratio.


Return for Risk

FSPTX vs. AIGI.L — Risk / Return Rank

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

FSPTX
FSPTX Risk / Return Rank: 7878
Overall Rank
FSPTX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FSPTX Sortino Ratio Rank: 7676
Sortino Ratio Rank
FSPTX Omega Ratio Rank: 7171
Omega Ratio Rank
FSPTX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FSPTX Martin Ratio Rank: 8383
Martin Ratio Rank

AIGI.L
AIGI.L Risk / Return Rank: 4040
Overall Rank
AIGI.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
AIGI.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
AIGI.L Omega Ratio Rank: 4040
Omega Ratio Rank
AIGI.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
AIGI.L Martin Ratio Rank: 3535
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.

FSPTX vs. AIGI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Technology Portfolio (FSPTX) and WisdomTree Industrial Metals (AIGI.L). 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.


FSPTXAIGI.LDifference

Sharpe ratio

Return per unit of total volatility

1.30

0.82

+0.49

Sortino ratio

Return per unit of downside risk

1.94

1.13

+0.80

Omega ratio

Gain probability vs. loss probability

1.27

1.17

+0.10

Calmar ratio

Return relative to maximum drawdown

2.43

1.39

+1.04

Martin ratio

Return relative to average drawdown

8.36

3.40

+4.96

FSPTX vs. AIGI.L - Sharpe Ratio Comparison

The current FSPTX Sharpe Ratio is 1.30, which is higher than the AIGI.L Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of FSPTX and AIGI.L, 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


FSPTXAIGI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

0.82

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.27

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

0.38

+0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

-0.03

+0.55

Correlation

The correlation between FSPTX and AIGI.L is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FSPTX vs. AIGI.L - Dividend Comparison

FSPTX's dividend yield for the trailing twelve months is around 9.44%, while AIGI.L has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
FSPTX
Fidelity Select Technology Portfolio
9.44%9.06%9.42%0.01%3.95%11.62%18.86%1.86%23.77%8.32%1.54%4.19%
AIGI.L
WisdomTree Industrial Metals
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FSPTX vs. AIGI.L - Drawdown Comparison

The maximum FSPTX drawdown since its inception was -84.37%, which is greater than AIGI.L's maximum drawdown of -69.67%. Use the drawdown chart below to compare losses from any high point for FSPTX and AIGI.L.


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Drawdown Indicators


FSPTXAIGI.LDifference

Max Drawdown

Largest peak-to-trough decline

-84.37%

-69.67%

-14.70%

Max Drawdown (1Y)

Largest decline over 1 year

-15.49%

-12.83%

-2.66%

Max Drawdown (5Y)

Largest decline over 5 years

-42.16%

-41.99%

-0.17%

Max Drawdown (10Y)

Largest decline over 10 years

-42.16%

-41.99%

-0.17%

Current Drawdown

Current decline from peak

-9.41%

-31.38%

+21.97%

Average Drawdown

Average peak-to-trough decline

-27.13%

-45.58%

+18.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.51%

5.24%

-0.73%

Volatility

FSPTX vs. AIGI.L - Volatility Comparison

Fidelity Select Technology Portfolio (FSPTX) has a higher volatility of 8.46% compared to WisdomTree Industrial Metals (AIGI.L) at 5.59%. This indicates that FSPTX's price experiences larger fluctuations and is considered to be riskier than AIGI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSPTXAIGI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.46%

5.59%

+2.87%

Volatility (6M)

Calculated over the trailing 6-month period

17.22%

13.71%

+3.51%

Volatility (1Y)

Calculated over the trailing 1-year period

29.39%

20.90%

+8.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.27%

22.08%

+5.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.85%

19.52%

+6.33%