FSRPX vs. ONLN
Compare and contrast key facts about Fidelity Select Retailing Portfolio (FSRPX) and ProShares Online Retail ETF (ONLN).
FSRPX is managed by Fidelity Investments. It was launched on Dec 15, 1985. ONLN is a passively managed fund by ProShares that tracks the performance of the ProShares Online Retail Index. It was launched on Jul 13, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSRPX or ONLN.
Performance
FSRPX vs. ONLN - Performance Comparison
Returns By Period
In the year-to-date period, FSRPX achieves a 11.14% return, which is significantly lower than ONLN's 22.68% return.
FSRPX
11.14%
0.68%
7.81%
13.13%
4.76%
9.38%
ONLN
22.68%
-3.12%
5.88%
41.75%
5.28%
N/A
Key characteristics
| FSRPX | ONLN | |
|---|---|---|
| Sharpe Ratio | 0.65 | 1.74 |
| Sortino Ratio | 0.89 | 2.45 |
| Omega Ratio | 1.14 | 1.29 |
| Calmar Ratio | 0.34 | 0.59 |
| Martin Ratio | 1.57 | 9.03 |
| Ulcer Index | 7.08% | 4.32% |
| Daily Std Dev | 17.18% | 22.41% |
| Max Drawdown | -55.00% | -71.77% |
| Current Drawdown | -23.23% | -52.17% |
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FSRPX vs. ONLN - Expense Ratio Comparison
FSRPX has a 0.72% expense ratio, which is higher than ONLN's 0.58% expense ratio.
Correlation
The correlation between FSRPX and ONLN is 0.79, 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. ONLN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Retailing Portfolio (FSRPX) and ProShares Online Retail ETF (ONLN). 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. ONLN - Dividend Comparison
FSRPX's dividend yield for the trailing twelve months is around 0.31%, more than ONLN's 0.20% 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% |
ONLN ProShares Online Retail ETF | 0.20% | 0.00% | 0.00% | 0.00% | 1.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FSRPX vs. ONLN - Drawdown Comparison
The maximum FSRPX drawdown since its inception was -55.00%, smaller than the maximum ONLN drawdown of -71.77%. Use the drawdown chart below to compare losses from any high point for FSRPX and ONLN. For additional features, visit the drawdowns tool.
Volatility
FSRPX vs. ONLN - Volatility Comparison
The current volatility for Fidelity Select Retailing Portfolio (FSRPX) is 3.59%, while ProShares Online Retail ETF (ONLN) has a volatility of 5.51%. This indicates that FSRPX experiences smaller price fluctuations and is considered to be less risky than ONLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.