FSRPX vs. QQQ
Compare and contrast key facts about Fidelity Select Retailing Portfolio (FSRPX) and Invesco QQQ (QQQ).
FSRPX is managed by Fidelity Investments. It was launched on Dec 15, 1985. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSRPX or QQQ.
Performance
FSRPX vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, FSRPX achieves a 11.14% return, which is significantly lower than QQQ's 21.78% return. Over the past 10 years, FSRPX has underperformed QQQ with an annualized return of 9.22%, while QQQ has yielded a comparatively higher 17.95% annualized return.
FSRPX
11.14%
0.48%
7.81%
12.40%
5.01%
9.22%
QQQ
21.78%
1.15%
10.25%
29.54%
20.42%
17.95%
Key characteristics
| FSRPX | QQQ | |
|---|---|---|
| Sharpe Ratio | 0.65 | 1.70 |
| Sortino Ratio | 0.89 | 2.29 |
| Omega Ratio | 1.14 | 1.31 |
| Calmar Ratio | 0.34 | 2.19 |
| Martin Ratio | 1.57 | 7.96 |
| Ulcer Index | 7.08% | 3.72% |
| Daily Std Dev | 17.18% | 17.39% |
| Max Drawdown | -55.00% | -82.98% |
| Current Drawdown | -23.23% | -3.42% |
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FSRPX vs. QQQ - Expense Ratio Comparison
FSRPX has a 0.72% expense ratio, which is higher than QQQ's 0.20% expense ratio.
Correlation
The correlation between FSRPX and QQQ is 0.70, 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.
Risk-Adjusted Performance
FSRPX vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Retailing Portfolio (FSRPX) and Invesco QQQ (QQQ). 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. QQQ - Dividend Comparison
FSRPX's dividend yield for the trailing twelve months is around 0.31%, less than QQQ's 0.61% 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% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
FSRPX vs. QQQ - Drawdown Comparison
The maximum FSRPX drawdown since its inception was -55.00%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for FSRPX and QQQ. For additional features, visit the drawdowns tool.
Volatility
FSRPX vs. QQQ - Volatility Comparison
The current volatility for Fidelity Select Retailing Portfolio (FSRPX) is 3.59%, while Invesco QQQ (QQQ) has a volatility of 5.62%. This indicates that FSRPX experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.