FSRPX vs. FOCPX
Compare and contrast key facts about Fidelity Select Retailing Portfolio (FSRPX) and Fidelity OTC Portfolio (FOCPX).
FSRPX is managed by Fidelity Investments. It was launched on Dec 15, 1985. FOCPX is managed by Fidelity. It was launched on Dec 31, 1984.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSRPX or FOCPX.
Performance
FSRPX vs. FOCPX - Performance Comparison
Returns By Period
In the year-to-date period, FSRPX achieves a 11.14% return, which is significantly lower than FOCPX's 27.99% return. Over the past 10 years, FSRPX has underperformed FOCPX with an annualized return of 9.38%, while FOCPX has yielded a comparatively higher 17.31% annualized return.
FSRPX
11.14%
0.68%
7.81%
13.13%
4.76%
9.38%
FOCPX
27.99%
1.15%
9.90%
34.61%
19.16%
17.31%
Key characteristics
| FSRPX | FOCPX | |
|---|---|---|
| Sharpe Ratio | 0.65 | 1.92 |
| Sortino Ratio | 0.89 | 2.53 |
| Omega Ratio | 1.14 | 1.35 |
| Calmar Ratio | 0.34 | 2.40 |
| Martin Ratio | 1.57 | 7.68 |
| Ulcer Index | 7.08% | 4.54% |
| Daily Std Dev | 17.18% | 18.15% |
| Max Drawdown | -55.00% | -69.01% |
| Current Drawdown | -23.23% | -3.22% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FSRPX vs. FOCPX - Expense Ratio Comparison
FSRPX has a 0.72% expense ratio, which is lower than FOCPX's 0.80% expense ratio.
Correlation
The correlation between FSRPX and FOCPX is 0.71, 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.
Risk-Adjusted Performance
FSRPX vs. FOCPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Retailing Portfolio (FSRPX) and Fidelity OTC Portfolio (FOCPX). 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.
Dividends
FSRPX vs. FOCPX - Dividend Comparison
FSRPX's dividend yield for the trailing twelve months is around 0.31%, less than FOCPX's 10.73% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSRPX Fidelity Select Retailing Portfolio | 0.31% | 0.34% | 0.35% | 0.00% | 0.00% | 0.28% | 0.18% | 0.23% | 0.14% | 1.32% | 4.06% | 2.41% |
FOCPX Fidelity OTC Portfolio | 10.73% | 0.05% | 4.06% | 11.53% | 6.23% | 7.58% | 7.93% | 4.86% | 3.24% | 5.41% | 12.91% | 13.54% |
Drawdowns
FSRPX vs. FOCPX - Drawdown Comparison
The maximum FSRPX drawdown since its inception was -55.00%, smaller than the maximum FOCPX drawdown of -69.01%. Use the drawdown chart below to compare losses from any high point for FSRPX and FOCPX. For additional features, visit the drawdowns tool.
Volatility
FSRPX vs. FOCPX - Volatility Comparison
The current volatility for Fidelity Select Retailing Portfolio (FSRPX) is 3.59%, while Fidelity OTC Portfolio (FOCPX) has a volatility of 5.63%. This indicates that FSRPX experiences smaller price fluctuations and is considered to be less risky than FOCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.