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FSRPX vs. FSHOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSRPX vs. FSHOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Retailing Portfolio (FSRPX) and Fidelity Select Construction & Housing Portfolio (FSHOX). The values are adjusted to include any dividend payments, if applicable.

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FSRPX vs. FSHOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSRPX
Fidelity Select Retailing Portfolio
-4.91%-4.15%23.28%26.94%-29.44%18.25%44.27%26.33%4.58%25.55%
FSHOX
Fidelity Select Construction & Housing Portfolio
-3.21%5.24%15.28%30.85%-22.76%57.51%25.95%41.15%-15.87%26.25%

Returns By Period

In the year-to-date period, FSRPX achieves a -4.91% return, which is significantly lower than FSHOX's -3.21% return. Over the past 10 years, FSRPX has underperformed FSHOX with an annualized return of 11.47%, while FSHOX has yielded a comparatively higher 13.80% annualized return.


FSRPX

1D
0.47%
1M
-7.79%
YTD
-4.91%
6M
-14.41%
1Y
-0.61%
3Y*
10.06%
5Y*
1.90%
10Y*
11.47%

FSHOX

1D
-0.98%
1M
-13.82%
YTD
-3.21%
6M
-7.81%
1Y
8.36%
3Y*
13.51%
5Y*
9.42%
10Y*
13.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSRPX vs. FSHOX - Expense Ratio Comparison

FSRPX has a 0.72% expense ratio, which is lower than FSHOX's 0.76% expense ratio.


Return for Risk

FSRPX vs. FSHOX — Risk / Return Rank

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

FSRPX
FSRPX Risk / Return Rank: 55
Overall Rank
FSRPX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
FSRPX Sortino Ratio Rank: 66
Sortino Ratio Rank
FSRPX Omega Ratio Rank: 66
Omega Ratio Rank
FSRPX Calmar Ratio Rank: 55
Calmar Ratio Rank
FSRPX Martin Ratio Rank: 55
Martin Ratio Rank

FSHOX
FSHOX Risk / Return Rank: 1717
Overall Rank
FSHOX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
FSHOX Sortino Ratio Rank: 2020
Sortino Ratio Rank
FSHOX Omega Ratio Rank: 1616
Omega Ratio Rank
FSHOX Calmar Ratio Rank: 1616
Calmar Ratio Rank
FSHOX Martin Ratio Rank: 1515
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.

FSRPX vs. FSHOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Retailing Portfolio (FSRPX) and Fidelity Select Construction & Housing Portfolio (FSHOX). 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.


FSRPXFSHOXDifference

Sharpe ratio

Return per unit of total volatility

-0.01

0.44

-0.44

Sortino ratio

Return per unit of downside risk

0.15

0.81

-0.65

Omega ratio

Gain probability vs. loss probability

1.02

1.09

-0.07

Calmar ratio

Return relative to maximum drawdown

-0.14

0.44

-0.58

Martin ratio

Return relative to average drawdown

-0.38

1.38

-1.75

FSRPX vs. FSHOX - Sharpe Ratio Comparison

The current FSRPX Sharpe Ratio is -0.01, which is lower than the FSHOX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of FSRPX and FSHOX, 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


FSRPXFSHOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

0.44

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.44

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.62

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.56

+0.08

Correlation

The correlation between FSRPX and FSHOX is 0.76, 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.


Dividends

FSRPX vs. FSHOX - Dividend Comparison

FSRPX's dividend yield for the trailing twelve months is around 9.20%, more than FSHOX's 4.04% yield.


TTM20252024202320222021202020192018201720162015
FSRPX
Fidelity Select Retailing Portfolio
9.20%8.75%12.41%7.40%2.90%15.92%6.82%2.13%2.17%3.37%0.14%1.22%
FSHOX
Fidelity Select Construction & Housing Portfolio
4.04%3.91%4.05%0.82%0.80%5.45%4.73%7.91%15.47%13.62%3.61%3.26%

Drawdowns

FSRPX vs. FSHOX - Drawdown Comparison

The maximum FSRPX drawdown since its inception was -55.75%, smaller than the maximum FSHOX drawdown of -61.68%. Use the drawdown chart below to compare losses from any high point for FSRPX and FSHOX.


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Drawdown Indicators


FSRPXFSHOXDifference

Max Drawdown

Largest peak-to-trough decline

-55.75%

-61.68%

+5.93%

Max Drawdown (1Y)

Largest decline over 1 year

-17.79%

-16.54%

-1.25%

Max Drawdown (5Y)

Largest decline over 5 years

-39.01%

-33.23%

-5.78%

Max Drawdown (10Y)

Largest decline over 10 years

-39.01%

-43.67%

+4.66%

Current Drawdown

Current decline from peak

-17.40%

-16.54%

-0.86%

Average Drawdown

Average peak-to-trough decline

-9.09%

-9.85%

+0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.42%

5.31%

+1.11%

Volatility

FSRPX vs. FSHOX - Volatility Comparison

The current volatility for Fidelity Select Retailing Portfolio (FSRPX) is 5.08%, while Fidelity Select Construction & Housing Portfolio (FSHOX) has a volatility of 6.83%. This indicates that FSRPX experiences smaller price fluctuations and is considered to be less risky than FSHOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSRPXFSHOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

6.83%

-1.75%

Volatility (6M)

Calculated over the trailing 6-month period

16.32%

13.61%

+2.71%

Volatility (1Y)

Calculated over the trailing 1-year period

23.42%

21.59%

+1.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.68%

21.41%

+1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.56%

22.30%

-0.74%