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FSUTX vs. FTIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSUTX vs. FTIHX - Performance Comparison

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

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FSUTX vs. FTIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSUTX
Fidelity Select Utilities Portfolio
6.77%16.19%28.76%-1.12%5.20%17.64%0.75%22.68%8.41%17.94%
FTIHX
Fidelity Total International Index Fund
-1.15%32.59%4.98%15.49%-16.29%8.45%11.09%21.50%-14.40%25.88%

Returns By Period

In the year-to-date period, FSUTX achieves a 6.77% return, which is significantly higher than FTIHX's -1.15% return.


FSUTX

1D
-0.14%
1M
-4.57%
YTD
6.77%
6M
6.04%
1Y
21.04%
3Y*
17.73%
5Y*
13.73%
10Y*
12.04%

FTIHX

1D
-0.12%
1M
-11.11%
YTD
-1.15%
6M
3.36%
1Y
24.13%
3Y*
14.18%
5Y*
6.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSUTX vs. FTIHX - Expense Ratio Comparison

FSUTX has a 0.74% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


Return for Risk

FSUTX vs. FTIHX — Risk / Return Rank

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

FSUTX
FSUTX Risk / Return Rank: 7575
Overall Rank
FSUTX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FSUTX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FSUTX Omega Ratio Rank: 6666
Omega Ratio Rank
FSUTX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FSUTX Martin Ratio Rank: 6666
Martin Ratio Rank

FTIHX
FTIHX Risk / Return Rank: 7979
Overall Rank
FTIHX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FTIHX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FTIHX Omega Ratio Rank: 7878
Omega Ratio Rank
FTIHX Calmar Ratio Rank: 8181
Calmar Ratio Rank
FTIHX Martin Ratio Rank: 7878
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.

FSUTX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Utilities Portfolio (FSUTX) and Fidelity Total International Index Fund (FTIHX). 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.


FSUTXFTIHXDifference

Sharpe ratio

Return per unit of total volatility

1.38

1.47

-0.09

Sortino ratio

Return per unit of downside risk

1.88

1.97

-0.09

Omega ratio

Gain probability vs. loss probability

1.24

1.30

-0.05

Calmar ratio

Return relative to maximum drawdown

2.48

1.92

+0.56

Martin ratio

Return relative to average drawdown

6.24

7.63

-1.39

FSUTX vs. FTIHX - Sharpe Ratio Comparison

The current FSUTX Sharpe Ratio is 1.38, which is comparable to the FTIHX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of FSUTX and FTIHX, 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


FSUTXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

1.47

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.45

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.54

+0.14

Correlation

The correlation between FSUTX and FTIHX is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FSUTX vs. FTIHX - Dividend Comparison

FSUTX's dividend yield for the trailing twelve months is around 6.19%, more than FTIHX's 2.82% yield.


TTM20252024202320222021202020192018201720162015
FSUTX
Fidelity Select Utilities Portfolio
6.19%6.61%6.50%3.52%4.67%2.68%4.86%2.29%8.37%5.61%2.51%4.47%
FTIHX
Fidelity Total International Index Fund
2.82%2.78%2.88%2.78%2.51%2.55%1.62%2.61%2.21%0.45%0.47%0.00%

Drawdowns

FSUTX vs. FTIHX - Drawdown Comparison

The maximum FSUTX drawdown since its inception was -66.73%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FSUTX and FTIHX.


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Drawdown Indicators


FSUTXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-66.73%

-35.75%

-30.98%

Max Drawdown (1Y)

Largest decline over 1 year

-9.21%

-11.25%

+2.04%

Max Drawdown (5Y)

Largest decline over 5 years

-20.15%

-29.99%

+9.84%

Max Drawdown (10Y)

Largest decline over 10 years

-37.61%

Current Drawdown

Current decline from peak

-4.57%

-11.25%

+6.68%

Average Drawdown

Average peak-to-trough decline

-11.29%

-7.31%

-3.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

2.84%

+0.82%

Volatility

FSUTX vs. FTIHX - Volatility Comparison

The current volatility for Fidelity Select Utilities Portfolio (FSUTX) is 6.05%, while Fidelity Total International Index Fund (FTIHX) has a volatility of 7.05%. This indicates that FSUTX experiences smaller price fluctuations and is considered to be less risky than FTIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSUTXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.05%

7.05%

-1.00%

Volatility (6M)

Calculated over the trailing 6-month period

12.18%

10.67%

+1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

16.24%

15.82%

+0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.20%

15.03%

+2.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.30%

16.00%

+3.30%