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

Correlation

The correlation between FSPTX and PRSCX is 0.78, 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.


Performance

FSPTX vs. PRSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Technology Portfolio (FSPTX) and T. Rowe Price Science And Technology Fund (PRSCX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FSPTX:

0.35

PRSCX:

0.06

Sortino Ratio

FSPTX:

0.71

PRSCX:

0.30

Omega Ratio

FSPTX:

1.10

PRSCX:

1.04

Calmar Ratio

FSPTX:

0.39

PRSCX:

0.04

Martin Ratio

FSPTX:

1.17

PRSCX:

0.16

Ulcer Index

FSPTX:

9.74%

PRSCX:

13.01%

Daily Std Dev

FSPTX:

33.01%

PRSCX:

30.21%

Max Drawdown

FSPTX:

-84.32%

PRSCX:

-87.38%

Current Drawdown

FSPTX:

-12.06%

PRSCX:

-37.86%

Returns By Period

In the year-to-date period, FSPTX achieves a -8.00% return, which is significantly higher than PRSCX's -8.68% return. Over the past 10 years, FSPTX has outperformed PRSCX with an annualized return of 18.99%, while PRSCX has yielded a comparatively lower 1.82% annualized return.


FSPTX

YTD

-8.00%

1M

15.37%

6M

-6.72%

1Y

11.30%

5Y*

19.27%

10Y*

18.99%

PRSCX

YTD

-8.68%

1M

13.07%

6M

-15.60%

1Y

1.68%

5Y*

2.83%

10Y*

1.82%

*Annualized

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FSPTX vs. PRSCX - Expense Ratio Comparison

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


Risk-Adjusted Performance

FSPTX vs. PRSCX — Risk-Adjusted Performance Rank

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

FSPTX
The Risk-Adjusted Performance Rank of FSPTX is 4444
Overall Rank
The Sharpe Ratio Rank of FSPTX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPTX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of FSPTX is 4343
Omega Ratio Rank
The Calmar Ratio Rank of FSPTX is 5151
Calmar Ratio Rank
The Martin Ratio Rank of FSPTX is 4141
Martin Ratio Rank

PRSCX
The Risk-Adjusted Performance Rank of PRSCX is 2323
Overall Rank
The Sharpe Ratio Rank of PRSCX is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of PRSCX is 2525
Sortino Ratio Rank
The Omega Ratio Rank of PRSCX is 2525
Omega Ratio Rank
The Calmar Ratio Rank of PRSCX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of PRSCX is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSPTX vs. PRSCX - Risk-Adjusted Performance Comparison

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 0.35, which is higher than the PRSCX Sharpe Ratio of 0.06. 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.


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Dividends

FSPTX vs. PRSCX - Dividend Comparison

FSPTX's dividend yield for the trailing twelve months is around 5.12%, less than PRSCX's 10.33% yield.


TTM20242023202220212020201920182017201620152014
FSPTX
Fidelity Select Technology Portfolio
5.12%4.71%0.01%3.95%11.62%18.86%1.61%23.63%8.31%1.49%4.28%17.85%
PRSCX
T. Rowe Price Science And Technology Fund
10.33%9.43%0.00%7.83%33.69%13.90%5.86%36.03%13.21%3.68%18.51%17.17%

Drawdowns

FSPTX vs. PRSCX - Drawdown Comparison

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.


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Volatility

FSPTX vs. PRSCX - Volatility Comparison

Fidelity Select Technology Portfolio (FSPTX) has a higher volatility of 9.58% compared to T. Rowe Price Science And Technology Fund (PRSCX) at 7.99%. This indicates that FSPTX's price experiences larger fluctuations and is considered to be riskier than PRSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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