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FSPTX vs. FELAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSPTX and FELAX is 0.88, 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.


-0.50.00.51.00.9

Performance

FSPTX vs. FELAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Technology Portfolio (FSPTX) and Fidelity Advisor Semiconductors Fund Class A (FELAX). The values are adjusted to include any dividend payments, if applicable.

400.00%500.00%600.00%700.00%800.00%900.00%JulyAugustSeptemberOctoberNovemberDecember
447.04%
799.69%
FSPTX
FELAX

Key characteristics

Sharpe Ratio

FSPTX:

1.23

FELAX:

1.09

Sortino Ratio

FSPTX:

1.71

FELAX:

1.60

Omega Ratio

FSPTX:

1.22

FELAX:

1.20

Calmar Ratio

FSPTX:

1.84

FELAX:

1.63

Martin Ratio

FSPTX:

6.15

FELAX:

4.40

Ulcer Index

FSPTX:

4.79%

FELAX:

8.95%

Daily Std Dev

FSPTX:

23.93%

FELAX:

36.17%

Max Drawdown

FSPTX:

-84.32%

FELAX:

-71.33%

Current Drawdown

FSPTX:

-8.67%

FELAX:

-8.12%

Returns By Period

In the year-to-date period, FSPTX achieves a 29.25% return, which is significantly lower than FELAX's 43.38% return. Over the past 10 years, FSPTX has underperformed FELAX with an annualized return of 12.91%, while FELAX has yielded a comparatively higher 20.48% annualized return.


FSPTX

YTD

29.25%

1M

-1.29%

6M

1.82%

1Y

29.07%

5Y*

13.38%

10Y*

12.91%

FELAX

YTD

43.38%

1M

4.55%

6M

-6.91%

1Y

39.13%

5Y*

26.05%

10Y*

20.48%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FSPTX vs. FELAX - Expense Ratio Comparison

FSPTX has a 0.67% expense ratio, which is lower than FELAX's 1.01% expense ratio.


FELAX
Fidelity Advisor Semiconductors Fund Class A
Expense ratio chart for FELAX: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%
Expense ratio chart for FSPTX: current value at 0.67% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.67%

Risk-Adjusted Performance

FSPTX vs. FELAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Technology Portfolio (FSPTX) and Fidelity Advisor Semiconductors Fund Class A (FELAX). 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.


Sharpe ratio
The chart of Sharpe ratio for FSPTX, currently valued at 1.23, compared to the broader market-1.000.001.002.003.004.001.231.09
The chart of Sortino ratio for FSPTX, currently valued at 1.71, compared to the broader market-2.000.002.004.006.008.0010.001.711.60
The chart of Omega ratio for FSPTX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.003.501.221.20
The chart of Calmar ratio for FSPTX, currently valued at 1.84, compared to the broader market0.005.0010.0015.001.841.63
The chart of Martin ratio for FSPTX, currently valued at 6.15, compared to the broader market0.0020.0040.0060.006.154.40
FSPTX
FELAX

The current FSPTX Sharpe Ratio is 1.23, which is comparable to the FELAX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of FSPTX and FELAX, 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 Ratio1.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.23
1.09
FSPTX
FELAX

Dividends

FSPTX vs. FELAX - Dividend Comparison

Neither FSPTX nor FELAX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FSPTX
Fidelity Select Technology Portfolio
0.00%0.01%0.00%0.00%0.09%0.25%0.14%0.00%0.05%4.28%17.85%8.07%
FELAX
Fidelity Advisor Semiconductors Fund Class A
0.00%0.00%0.00%0.00%0.11%0.26%0.61%0.49%0.24%10.72%0.04%0.00%

Drawdowns

FSPTX vs. FELAX - Drawdown Comparison

The maximum FSPTX drawdown since its inception was -84.32%, which is greater than FELAX's maximum drawdown of -71.33%. Use the drawdown chart below to compare losses from any high point for FSPTX and FELAX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.67%
-8.12%
FSPTX
FELAX

Volatility

FSPTX vs. FELAX - Volatility Comparison

The current volatility for Fidelity Select Technology Portfolio (FSPTX) is 7.45%, while Fidelity Advisor Semiconductors Fund Class A (FELAX) has a volatility of 8.95%. This indicates that FSPTX experiences smaller price fluctuations and is considered to be less risky than FELAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
7.45%
8.95%
FSPTX
FELAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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