FSRPX vs. RTH
Compare and contrast key facts about Fidelity Select Retailing Portfolio (FSRPX) and VanEck Vectors Retail ETF (RTH).
FSRPX is managed by Fidelity Investments. It was launched on Dec 15, 1985. RTH is a passively managed fund by VanEck that tracks the performance of the MVIS US Listed Retail 25 Index. It was launched on Dec 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSRPX or RTH.
Performance
FSRPX vs. RTH - Performance Comparison
Returns By Period
In the year-to-date period, FSRPX achieves a 11.14% return, which is significantly lower than RTH's 18.24% return. Over the past 10 years, FSRPX has underperformed RTH with an annualized return of 9.22%, while RTH has yielded a comparatively higher 14.02% annualized return.
FSRPX
11.14%
0.48%
7.81%
12.40%
5.01%
9.22%
RTH
18.24%
0.58%
8.89%
28.46%
14.18%
14.02%
Key characteristics
| FSRPX | RTH | |
|---|---|---|
| Sharpe Ratio | 0.65 | 2.15 |
| Sortino Ratio | 0.89 | 2.97 |
| Omega Ratio | 1.14 | 1.38 |
| Calmar Ratio | 0.34 | 2.54 |
| Martin Ratio | 1.57 | 8.85 |
| Ulcer Index | 7.08% | 2.93% |
| Daily Std Dev | 17.18% | 12.05% |
| Max Drawdown | -55.00% | -41.80% |
| Current Drawdown | -23.23% | -2.60% |
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FSRPX vs. RTH - Expense Ratio Comparison
FSRPX has a 0.72% expense ratio, which is higher than RTH's 0.35% expense ratio.
Correlation
The correlation between FSRPX and RTH is 0.90, 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. RTH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Retailing Portfolio (FSRPX) and VanEck Vectors Retail ETF (RTH). 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. RTH - Dividend Comparison
FSRPX's dividend yield for the trailing twelve months is around 0.31%, less than RTH's 0.90% 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% |
RTH VanEck Vectors Retail ETF | 0.90% | 1.07% | 1.16% | 0.78% | 0.64% | 0.91% | 1.05% | 1.56% | 1.84% | 2.25% | 0.41% | 1.00% |
Drawdowns
FSRPX vs. RTH - Drawdown Comparison
The maximum FSRPX drawdown since its inception was -55.00%, which is greater than RTH's maximum drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for FSRPX and RTH. For additional features, visit the drawdowns tool.
Volatility
FSRPX vs. RTH - Volatility Comparison
The current volatility for Fidelity Select Retailing Portfolio (FSRPX) is 3.59%, while VanEck Vectors Retail ETF (RTH) has a volatility of 4.12%. This indicates that FSRPX experiences smaller price fluctuations and is considered to be less risky than RTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.