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FSTCX vs. FSELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSTCX and FSELX is 0.74, 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.


Performance

FSTCX vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Telecommunications Portfolio (FSTCX) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FSTCX:

1.50

FSELX:

-0.02

Sortino Ratio

FSTCX:

2.16

FSELX:

0.22

Omega Ratio

FSTCX:

1.29

FSELX:

1.03

Calmar Ratio

FSTCX:

1.25

FSELX:

-0.10

Martin Ratio

FSTCX:

7.51

FSELX:

-0.26

Ulcer Index

FSTCX:

3.87%

FSELX:

14.05%

Daily Std Dev

FSTCX:

18.35%

FSELX:

47.01%

Max Drawdown

FSTCX:

-82.73%

FSELX:

-81.70%

Current Drawdown

FSTCX:

-5.23%

FSELX:

-12.22%

Returns By Period

In the year-to-date period, FSTCX achieves a 4.65% return, which is significantly higher than FSELX's -4.43% return. Over the past 10 years, FSTCX has underperformed FSELX with an annualized return of 6.02%, while FSELX has yielded a comparatively higher 23.75% annualized return.


FSTCX

YTD

4.65%

1M

0.34%

6M

-1.57%

1Y

27.02%

3Y*

4.94%

5Y*

4.64%

10Y*

6.02%

FSELX

YTD

-4.43%

1M

16.45%

6M

-2.93%

1Y

-1.06%

3Y*

27.55%

5Y*

30.01%

10Y*

23.75%

*Annualized

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FSTCX vs. FSELX - Expense Ratio Comparison

FSTCX has a 0.79% expense ratio, which is higher than FSELX's 0.68% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FSTCX vs. FSELX — Risk-Adjusted Performance Rank

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

FSTCX
The Risk-Adjusted Performance Rank of FSTCX is 8787
Overall Rank
The Sharpe Ratio Rank of FSTCX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of FSTCX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of FSTCX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of FSTCX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of FSTCX is 9090
Martin Ratio Rank

FSELX
The Risk-Adjusted Performance Rank of FSELX is 1010
Overall Rank
The Sharpe Ratio Rank of FSELX is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of FSELX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of FSELX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of FSELX is 66
Calmar Ratio Rank
The Martin Ratio Rank of FSELX is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSTCX vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Telecommunications Portfolio (FSTCX) and Fidelity Select Semiconductors Portfolio (FSELX). 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.


The current FSTCX Sharpe Ratio is 1.50, which is higher than the FSELX Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of FSTCX and FSELX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FSTCX vs. FSELX - Dividend Comparison

FSTCX's dividend yield for the trailing twelve months is around 2.11%, less than FSELX's 9.03% yield.


TTM20242023202220212020201920182017201620152014
FSTCX
Fidelity Select Telecommunications Portfolio
2.11%2.19%3.72%8.13%15.37%8.11%3.33%3.23%20.29%6.40%1.99%3.66%
FSELX
Fidelity Select Semiconductors Portfolio
9.03%3.99%7.20%6.69%6.99%8.13%3.36%19.33%14.65%3.82%15.22%3.01%

Drawdowns

FSTCX vs. FSELX - Drawdown Comparison

The maximum FSTCX drawdown since its inception was -82.73%, roughly equal to the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for FSTCX and FSELX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FSTCX vs. FSELX - Volatility Comparison

The current volatility for Fidelity Select Telecommunications Portfolio (FSTCX) is 4.52%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 10.26%. This indicates that FSTCX experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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