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FSTCX vs. FSKAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSTCX vs. FSKAX - Performance Comparison

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

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FSTCX vs. FSKAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSTCX
Fidelity Select Telecommunications Portfolio
14.42%11.63%21.18%7.29%-16.99%-2.69%20.63%20.43%-8.03%1.44%
FSKAX
Fidelity Total Market Index Fund
-3.98%17.06%23.89%26.12%-19.53%25.66%20.79%30.92%-5.32%20.85%

Returns By Period

In the year-to-date period, FSTCX achieves a 14.42% return, which is significantly higher than FSKAX's -3.98% return. Over the past 10 years, FSTCX has underperformed FSKAX with an annualized return of 7.28%, while FSKAX has yielded a comparatively higher 13.56% annualized return.


FSTCX

1D
2.44%
1M
1.52%
YTD
14.42%
6M
12.81%
1Y
17.77%
3Y*
16.73%
5Y*
5.23%
10Y*
7.28%

FSKAX

1D
2.99%
1M
-5.06%
YTD
-3.98%
6M
-2.04%
1Y
17.68%
3Y*
17.87%
5Y*
10.50%
10Y*
13.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSTCX vs. FSKAX - Expense Ratio Comparison

FSTCX has a 0.79% expense ratio, which is higher than FSKAX's 0.02% expense ratio.


Return for Risk

FSTCX vs. FSKAX — Risk / Return Rank

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

FSTCX
FSTCX Risk / Return Rank: 5353
Overall Rank
FSTCX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
FSTCX Sortino Ratio Rank: 4949
Sortino Ratio Rank
FSTCX Omega Ratio Rank: 3535
Omega Ratio Rank
FSTCX Calmar Ratio Rank: 7878
Calmar Ratio Rank
FSTCX Martin Ratio Rank: 5252
Martin Ratio Rank

FSKAX
FSKAX Risk / Return Rank: 5959
Overall Rank
FSKAX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FSKAX Sortino Ratio Rank: 5353
Sortino Ratio Rank
FSKAX Omega Ratio Rank: 5555
Omega Ratio Rank
FSKAX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FSKAX Martin Ratio Rank: 7575
Martin Ratio Rank
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.

FSTCX vs. FSKAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Telecommunications Portfolio (FSTCX) and Fidelity Total Market Index Fund (FSKAX). 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.


FSTCXFSKAXDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.98

+0.05

Sortino ratio

Return per unit of downside risk

1.47

1.49

-0.02

Omega ratio

Gain probability vs. loss probability

1.18

1.23

-0.05

Calmar ratio

Return relative to maximum drawdown

1.93

1.50

+0.42

Martin ratio

Return relative to average drawdown

5.38

7.20

-1.82

FSTCX vs. FSKAX - Sharpe Ratio Comparison

The current FSTCX Sharpe Ratio is 1.02, which is comparable to the FSKAX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of FSTCX and FSKAX, 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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Sharpe Ratios by Period


FSTCXFSKAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.98

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.61

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.74

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.79

-0.33

Correlation

The correlation between FSTCX and FSKAX is 0.67, 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.


Dividends

FSTCX vs. FSKAX - Dividend Comparison

FSTCX's dividend yield for the trailing twelve months is around 2.24%, more than FSKAX's 1.06% yield.


TTM20252024202320222021202020192018201720162015
FSTCX
Fidelity Select Telecommunications Portfolio
2.24%2.57%2.19%3.72%8.13%15.37%8.11%3.33%3.23%19.90%6.40%1.99%
FSKAX
Fidelity Total Market Index Fund
1.06%1.01%1.19%1.41%1.62%1.15%1.45%1.94%2.54%2.07%2.43%0.82%

Drawdowns

FSTCX vs. FSKAX - Drawdown Comparison

The maximum FSTCX drawdown since its inception was -82.81%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for FSTCX and FSKAX.


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Drawdown Indicators


FSTCXFSKAXDifference

Max Drawdown

Largest peak-to-trough decline

-82.81%

-35.01%

-47.80%

Max Drawdown (1Y)

Largest decline over 1 year

-9.11%

-12.42%

+3.31%

Max Drawdown (5Y)

Largest decline over 5 years

-34.08%

-25.39%

-8.69%

Max Drawdown (10Y)

Largest decline over 10 years

-34.08%

-35.01%

+0.93%

Current Drawdown

Current decline from peak

-1.46%

-6.20%

+4.74%

Average Drawdown

Average peak-to-trough decline

-24.74%

-4.05%

-20.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

2.60%

+0.76%

Volatility

FSTCX vs. FSKAX - Volatility Comparison

Fidelity Select Telecommunications Portfolio (FSTCX) has a higher volatility of 6.39% compared to Fidelity Total Market Index Fund (FSKAX) at 5.52%. This indicates that FSTCX's price experiences larger fluctuations and is considered to be riskier than FSKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSTCXFSKAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.39%

5.52%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

12.72%

9.85%

+2.87%

Volatility (1Y)

Calculated over the trailing 1-year period

17.62%

18.69%

-1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.49%

17.42%

+0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.89%

18.44%

-0.55%