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

Correlation

The correlation between FSPTX and PRSCX is 0.91, 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. 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.

0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%JulyAugustSeptemberOctoberNovemberDecember
10,102.10%
596.90%
FSPTX
PRSCX

Key characteristics

Sharpe Ratio

FSPTX:

1.23

PRSCX:

1.21

Sortino Ratio

FSPTX:

1.71

PRSCX:

1.67

Omega Ratio

FSPTX:

1.22

PRSCX:

1.22

Calmar Ratio

FSPTX:

1.84

PRSCX:

0.59

Martin Ratio

FSPTX:

6.15

PRSCX:

5.95

Ulcer Index

FSPTX:

4.79%

PRSCX:

4.91%

Daily Std Dev

FSPTX:

23.93%

PRSCX:

24.11%

Max Drawdown

FSPTX:

-84.32%

PRSCX:

-87.38%

Current Drawdown

FSPTX:

-8.67%

PRSCX:

-31.94%

Returns By Period

The year-to-date returns for both stocks are quite close, with FSPTX having a 29.25% return and PRSCX slightly lower at 28.77%. Over the past 10 years, FSPTX has outperformed PRSCX with an annualized return of 12.91%, while PRSCX has yielded a comparatively lower 3.41% annualized return.


FSPTX

YTD

29.25%

1M

-1.29%

6M

1.82%

1Y

29.07%

5Y*

13.38%

10Y*

12.91%

PRSCX

YTD

28.77%

1M

-4.54%

6M

-1.78%

1Y

28.55%

5Y*

3.79%

10Y*

3.41%

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. PRSCX - Expense Ratio Comparison

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


PRSCX
T. Rowe Price Science And Technology Fund
Expense ratio chart for PRSCX: current value at 0.84% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.84%
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. 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.


Sharpe ratio
The chart of Sharpe ratio for FSPTX, currently valued at 1.23, compared to the broader market-1.000.001.002.003.004.001.231.21
The chart of Sortino ratio for FSPTX, currently valued at 1.71, compared to the broader market-2.000.002.004.006.008.0010.001.711.67
The chart of Omega ratio for FSPTX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.003.501.221.22
The chart of Calmar ratio for FSPTX, currently valued at 1.84, compared to the broader market0.005.0010.0015.001.840.59
The chart of Martin ratio for FSPTX, currently valued at 6.15, compared to the broader market0.0020.0040.0060.006.155.95
FSPTX
PRSCX

The current FSPTX Sharpe Ratio is 1.23, which is comparable to the PRSCX Sharpe Ratio of 1.21. 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.


Rolling 12-month Sharpe Ratio1.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.23
1.21
FSPTX
PRSCX

Dividends

FSPTX vs. PRSCX - Dividend Comparison

Neither FSPTX nor PRSCX 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%
PRSCX
T. Rowe Price Science And Technology Fund
0.00%0.00%0.00%0.00%0.54%0.81%0.00%0.00%0.00%0.00%0.00%0.00%

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.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.67%
-31.94%
FSPTX
PRSCX

Volatility

FSPTX vs. PRSCX - Volatility Comparison

The current volatility for Fidelity Select Technology Portfolio (FSPTX) is 7.45%, while T. Rowe Price Science And Technology Fund (PRSCX) has a volatility of 9.90%. This indicates that FSPTX experiences smaller price fluctuations and is considered to be less risky than PRSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.45%
9.90%
FSPTX
PRSCX
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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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