FSPTX vs. PRSCX

In the year-to-date period, FSPTX achieves a 1.11% return, which is significantly lower than PRSCX's 2.26% return. Over the past 10 years, FSPTX has outperformed PRSCX with an annualized return of 13.26%, while PRSCX has yielded a comparatively lower 4.02% annualized return.

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FSPTX has a 0.67% expense ratio, which is lower than PRSCX's 0.84% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Technology Portfolio (FSPTX) and T. Rowe Price Science And Technology Fund (PRSCX). 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 current FSPTX Sharpe Ratio is 1.26, which is comparable to the PRSCX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of FSPTX and PRSCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither FSPTX nor PRSCX has paid dividends to shareholders.

The maximum FSPTX drawdown since its inception was -84.32%, roughly equal to the maximum PRSCX drawdown of -87.38%. Use the drawdown chart below to compare losses from any high point for FSPTX and PRSCX. For additional features, visit the drawdowns tool.

Fidelity Select Technology Portfolio (FSPTX) and T. Rowe Price Science And Technology Fund (PRSCX) have volatilities of 7.23% and 7.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.