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FSPTX vs. STK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSPTX vs. STK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Technology Portfolio (FSPTX) and Columbia Seligman Premium Technology Growth Closed Fund (STK). The values are adjusted to include any dividend payments, if applicable.

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FSPTX vs. STK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSPTX
Fidelity Select Technology Portfolio
-8.57%23.37%41.76%59.83%-36.91%21.99%63.95%51.08%-9.03%49.75%
STK
Columbia Seligman Premium Technology Growth Closed Fund
4.31%24.85%17.74%46.60%-30.36%48.63%25.39%52.73%-14.91%33.52%

Returns By Period

In the year-to-date period, FSPTX achieves a -8.57% return, which is significantly lower than STK's 4.31% return. Over the past 10 years, FSPTX has outperformed STK with an annualized return of 22.24%, while STK has yielded a comparatively lower 19.03% annualized return.


FSPTX

1D
-2.07%
1M
-7.34%
YTD
-8.57%
6M
-7.04%
1Y
31.57%
3Y*
26.70%
5Y*
13.98%
10Y*
22.24%

STK

1D
5.54%
1M
-6.23%
YTD
4.31%
6M
12.70%
1Y
46.63%
3Y*
22.64%
5Y*
14.46%
10Y*
19.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSPTX vs. STK - Expense Ratio Comparison

FSPTX has a 0.67% expense ratio, which is lower than STK's 1.26% expense ratio.


Return for Risk

FSPTX vs. STK — Risk / Return Rank

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

FSPTX
FSPTX Risk / Return Rank: 6767
Overall Rank
FSPTX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FSPTX Sortino Ratio Rank: 6767
Sortino Ratio Rank
FSPTX Omega Ratio Rank: 6363
Omega Ratio Rank
FSPTX Calmar Ratio Rank: 7777
Calmar Ratio Rank
FSPTX Martin Ratio Rank: 6565
Martin Ratio Rank

STK
STK Risk / Return Rank: 9191
Overall Rank
STK Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
STK Sortino Ratio Rank: 9090
Sortino Ratio Rank
STK Omega Ratio Rank: 8686
Omega Ratio Rank
STK Calmar Ratio Rank: 9595
Calmar Ratio Rank
STK Martin Ratio Rank: 9494
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. STK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Technology Portfolio (FSPTX) and Columbia Seligman Premium Technology Growth Closed Fund (STK). 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.


FSPTXSTKDifference

Sharpe ratio

Return per unit of total volatility

1.08

1.83

-0.75

Sortino ratio

Return per unit of downside risk

1.65

2.53

-0.88

Omega ratio

Gain probability vs. loss probability

1.23

1.36

-0.12

Calmar ratio

Return relative to maximum drawdown

1.78

3.31

-1.52

Martin ratio

Return relative to average drawdown

6.19

12.25

-6.06

FSPTX vs. STK - Sharpe Ratio Comparison

The current FSPTX Sharpe Ratio is 1.08, which is lower than the STK Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of FSPTX and STK, 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


FSPTXSTKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.83

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.59

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.74

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.64

-0.12

Correlation

The correlation between FSPTX and STK is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FSPTX vs. STK - Dividend Comparison

FSPTX's dividend yield for the trailing twelve months is around 9.91%, more than STK's 7.16% yield.


TTM20252024202320222021202020192018201720162015
FSPTX
Fidelity Select Technology Portfolio
9.91%9.06%9.42%0.01%3.95%11.62%18.86%1.86%23.77%8.32%1.54%4.19%
STK
Columbia Seligman Premium Technology Growth Closed Fund
7.16%7.38%16.02%6.70%12.62%8.48%6.79%7.86%14.88%11.82%9.87%10.32%

Drawdowns

FSPTX vs. STK - Drawdown Comparison

The maximum FSPTX drawdown since its inception was -84.37%, which is greater than STK's maximum drawdown of -41.74%. Use the drawdown chart below to compare losses from any high point for FSPTX and STK.


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Drawdown Indicators


FSPTXSTKDifference

Max Drawdown

Largest peak-to-trough decline

-84.37%

-41.74%

-42.63%

Max Drawdown (1Y)

Largest decline over 1 year

-15.49%

-13.59%

-1.90%

Max Drawdown (5Y)

Largest decline over 5 years

-42.16%

-36.27%

-5.89%

Max Drawdown (10Y)

Largest decline over 10 years

-42.16%

-41.74%

-0.42%

Current Drawdown

Current decline from peak

-13.71%

-7.51%

-6.20%

Average Drawdown

Average peak-to-trough decline

-27.13%

-7.47%

-19.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.47%

3.67%

+0.80%

Volatility

FSPTX vs. STK - Volatility Comparison

The current volatility for Fidelity Select Technology Portfolio (FSPTX) is 6.73%, while Columbia Seligman Premium Technology Growth Closed Fund (STK) has a volatility of 9.65%. This indicates that FSPTX experiences smaller price fluctuations and is considered to be less risky than STK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSPTXSTKDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.73%

9.65%

-2.92%

Volatility (6M)

Calculated over the trailing 6-month period

16.55%

17.90%

-1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

29.04%

25.65%

+3.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.19%

24.83%

+2.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.81%

25.91%

-0.10%