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FSTCX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSTCX vs. FSPSX - Performance Comparison

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

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FSTCX vs. FSPSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSTCX
Fidelity Select Telecommunications Portfolio
11.69%11.63%21.18%7.29%-16.99%-2.69%20.63%20.43%-8.03%1.44%
FSPSX
Fidelity International Index Fund
-1.94%31.98%3.70%18.31%-14.23%11.45%8.16%22.03%-13.55%25.37%

Returns By Period

In the year-to-date period, FSTCX achieves a 11.69% return, which is significantly higher than FSPSX's -1.94% return. Over the past 10 years, FSTCX has underperformed FSPSX with an annualized return of 7.02%, while FSPSX has yielded a comparatively higher 8.65% annualized return.


FSTCX

1D
-0.87%
1M
-0.21%
YTD
11.69%
6M
10.13%
1Y
15.12%
3Y*
15.80%
5Y*
4.83%
10Y*
7.02%

FSPSX

1D
0.42%
1M
-10.86%
YTD
-1.94%
6M
2.58%
1Y
19.89%
3Y*
13.50%
5Y*
7.96%
10Y*
8.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSTCX vs. FSPSX - Expense Ratio Comparison

FSTCX has a 0.79% expense ratio, which is higher than FSPSX's 0.04% expense ratio.


Return for Risk

FSTCX vs. FSPSX — Risk / Return Rank

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

FSTCX
FSTCX Risk / Return Rank: 4444
Overall Rank
FSTCX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
FSTCX Sortino Ratio Rank: 4242
Sortino Ratio Rank
FSTCX Omega Ratio Rank: 3232
Omega Ratio Rank
FSTCX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FSTCX Martin Ratio Rank: 4040
Martin Ratio Rank

FSPSX
FSPSX Risk / Return Rank: 6464
Overall Rank
FSPSX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FSPSX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FSPSX Omega Ratio Rank: 6060
Omega Ratio Rank
FSPSX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FSPSX Martin Ratio Rank: 6363
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. FSPSX - Risk-Adjusted Trends Comparison

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


FSTCXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

0.88

1.11

-0.24

Sortino ratio

Return per unit of downside risk

1.28

1.56

-0.28

Omega ratio

Gain probability vs. loss probability

1.16

1.23

-0.07

Calmar ratio

Return relative to maximum drawdown

1.46

1.54

-0.08

Martin ratio

Return relative to average drawdown

4.08

5.93

-1.85

FSTCX vs. FSPSX - Sharpe Ratio Comparison

The current FSTCX Sharpe Ratio is 0.88, which is comparable to the FSPSX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FSTCX and FSPSX, 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


FSTCXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

1.11

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.51

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.53

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.46

0.00

Correlation

The correlation between FSTCX and FSPSX is 0.59, 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. FSPSX - Dividend Comparison

FSTCX's dividend yield for the trailing twelve months is around 2.30%, less than FSPSX's 3.22% yield.


TTM20252024202320222021202020192018201720162015
FSTCX
Fidelity Select Telecommunications Portfolio
2.30%2.57%2.19%3.72%8.13%15.37%8.11%3.33%3.23%19.90%6.40%1.99%
FSPSX
Fidelity International Index Fund
3.22%3.15%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%

Drawdowns

FSTCX vs. FSPSX - Drawdown Comparison

The maximum FSTCX drawdown since its inception was -82.81%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FSTCX and FSPSX.


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Drawdown Indicators


FSTCXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-82.81%

-33.69%

-49.12%

Max Drawdown (1Y)

Largest decline over 1 year

-9.38%

-11.39%

+2.01%

Max Drawdown (5Y)

Largest decline over 5 years

-34.08%

-29.41%

-4.67%

Max Drawdown (10Y)

Largest decline over 10 years

-34.08%

-33.69%

-0.39%

Current Drawdown

Current decline from peak

-3.81%

-10.86%

+7.05%

Average Drawdown

Average peak-to-trough decline

-24.74%

-6.59%

-18.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

2.96%

+0.40%

Volatility

FSTCX vs. FSPSX - Volatility Comparison

The current volatility for Fidelity Select Telecommunications Portfolio (FSTCX) is 5.95%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.04%. This indicates that FSTCX experiences smaller price fluctuations and is considered to be less risky than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSTCXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.95%

7.04%

-1.09%

Volatility (6M)

Calculated over the trailing 6-month period

12.52%

10.63%

+1.89%

Volatility (1Y)

Calculated over the trailing 1-year period

17.50%

16.79%

+0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.46%

15.77%

+1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.87%

16.47%

+1.40%