FSRPX vs. TMFC

Last updated Apr 1, 2026

Compare and contrast key facts about Fidelity Select Retailing Portfolio (FSRPX) and Motley Fool 100 Index ETF (TMFC).

FSRPX is managed by Fidelity. It was launched on Dec 15, 1985. TMFC is a passively managed fund by Motley Fool that tracks the performance of the Motley Fool 100 Index. It was launched on Jan 29, 2018.

Performance

FSRPX vs. TMFC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Retailing Portfolio (FSRPX) and Motley Fool 100 Index ETF (TMFC). The values are adjusted to include any dividend payments, if applicable.

FSRPX vs. TMFC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
FSRPX Fidelity Select Retailing Portfolio	-4.91%	-4.15%	23.28%	26.94%	-29.44%	18.25%	44.27%	26.33%	-5.87%
TMFC Motley Fool 100 Index ETF	-8.08%	19.55%	35.17%	47.04%	-30.86%	25.30%	42.00%	34.70%	-5.66%

Returns By Period

In the year-to-date period, FSRPX achieves a -4.91% return, which is significantly higher than TMFC's -8.08% 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%

TMFC

• 1D: 2.97%
• 1M: -4.93%
• YTD: -8.08%
• 6M: -6.33%
• 1Y: 18.78%
• 3Y*: 23.36%
• 5Y*: 13.08%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FSRPX vs. TMFC - Expense Ratio Comparison

FSRPX has a 0.72% expense ratio, which is higher than TMFC's 0.50% expense ratio.

FSRPX

Fidelity Select Retailing Portfolio

TMFC

Motley Fool 100 Index ETF

Return for Risk

FSRPX vs. TMFC — Risk / Return Rank

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

FSRPX

FSRPX Risk / Return Rank: 5
FSRPX Sharpe Ratio Rank: 5
FSRPX Sortino Ratio Rank: 6
FSRPX Omega Ratio Rank: 6
FSRPX Calmar Ratio Rank: 5
FSRPX Martin Ratio Rank: 5

TMFC

TMFC Risk / Return Rank: 60
TMFC Sharpe Ratio Rank: 56
TMFC Sortino Ratio Rank: 60
TMFC Omega Ratio Rank: 61
TMFC Calmar Ratio Rank: 65
TMFC Martin Ratio Rank: 60

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. TMFC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Retailing Portfolio (FSRPX) and Motley Fool 100 Index ETF (TMFC). 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.

	FSRPX	TMFC	Difference
Sharpe ratio Return per unit of total volatility	-0.01	0.93	-0.94
Sortino ratio Return per unit of downside risk	0.15	1.47	-1.31
Omega ratio Gain probability vs. loss probability	1.02	1.21	-0.19
Calmar ratio Return relative to maximum drawdown	-0.14	1.52	-1.65
Martin ratio Return relative to average drawdown	-0.38	5.42	-5.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FSRPX vs. TMFC - Sharpe Ratio Comparison

The current FSRPX Sharpe Ratio is -0.01, which is lower than the TMFC Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of FSRPX and TMFC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FSRPX	TMFC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.01	0.93	-0.94
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.08	0.64	-0.56
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.53	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	0.74	-0.10

Correlation

The correlation between FSRPX and TMFC is 0.80, 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. TMFC - Dividend Comparison

FSRPX's dividend yield for the trailing twelve months is around 9.20%, more than TMFC's 0.16% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
TMFC Motley Fool 100 Index ETF	0.16%	0.14%	0.40%	0.26%	0.27%	0.23%	0.42%	0.50%	0.61%	0.00%	0.00%	0.00%

Drawdowns

FSRPX vs. TMFC - Drawdown Comparison

The maximum FSRPX drawdown since its inception was -55.75%, which is greater than TMFC's maximum drawdown of -33.06%. Use the drawdown chart below to compare losses from any high point for FSRPX and TMFC.

Drawdown Indicators

	FSRPX	TMFC	Difference
Max Drawdown Largest peak-to-trough decline	-55.75%	-33.06%	-22.69%
Max Drawdown (1Y) Largest decline over 1 year	-17.79%	-12.64%	-5.15%
Max Drawdown (5Y) Largest decline over 5 years	-39.01%	-33.06%	-5.95%
Max Drawdown (10Y) Largest decline over 10 years	-39.01%	—	—
Current Drawdown Current decline from peak	-17.40%	-9.95%	-7.45%
Average Drawdown Average peak-to-trough decline	-9.09%	-6.88%	-2.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.42%	3.54%	+2.88%

Volatility

FSRPX vs. TMFC - Volatility Comparison

The current volatility for Fidelity Select Retailing Portfolio (FSRPX) is 5.08%, while Motley Fool 100 Index ETF (TMFC) has a volatility of 5.76%. This indicates that FSRPX experiences smaller price fluctuations and is considered to be less risky than TMFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FSRPX	TMFC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.08%	5.76%	-0.68%
Volatility (6M) Calculated over the trailing 6-month period	16.32%	10.52%	+5.80%
Volatility (1Y) Calculated over the trailing 1-year period	23.42%	20.21%	+3.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.68%	20.43%	+2.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.56%	22.14%	-0.58%