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FSUTX vs. FUTY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSUTX and FUTY is 0.41, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

FSUTX vs. FUTY - Performance Comparison

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

150.00%160.00%170.00%180.00%190.00%200.00%NovemberDecember2025FebruaryMarchApril
162.85%
191.76%
FSUTX
FUTY

Key characteristics

Sharpe Ratio

FSUTX:

1.03

FUTY:

1.28

Sortino Ratio

FSUTX:

1.42

FUTY:

1.77

Omega Ratio

FSUTX:

1.19

FUTY:

1.23

Calmar Ratio

FSUTX:

1.29

FUTY:

2.13

Martin Ratio

FSUTX:

3.43

FUTY:

5.37

Ulcer Index

FSUTX:

5.51%

FUTY:

4.04%

Daily Std Dev

FSUTX:

18.40%

FUTY:

16.96%

Max Drawdown

FSUTX:

-65.05%

FUTY:

-36.44%

Current Drawdown

FSUTX:

-8.50%

FUTY:

-3.35%

Returns By Period

In the year-to-date period, FSUTX achieves a 0.68% return, which is significantly lower than FUTY's 5.04% return. Over the past 10 years, FSUTX has underperformed FUTY with an annualized return of 7.81%, while FUTY has yielded a comparatively higher 9.30% annualized return.


FSUTX

YTD

0.68%

1M

-0.84%

6M

-4.02%

1Y

19.50%

5Y*

10.37%

10Y*

7.81%

FUTY

YTD

5.04%

1M

0.91%

6M

-0.73%

1Y

22.69%

5Y*

9.28%

10Y*

9.30%

*Annualized

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FSUTX vs. FUTY - Expense Ratio Comparison

FSUTX has a 0.74% expense ratio, which is higher than FUTY's 0.08% expense ratio.


Expense ratio chart for FSUTX: current value is 0.74%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSUTX: 0.74%
Expense ratio chart for FUTY: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FUTY: 0.08%

Risk-Adjusted Performance

FSUTX vs. FUTY — Risk-Adjusted Performance Rank

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

FSUTX
The Risk-Adjusted Performance Rank of FSUTX is 7979
Overall Rank
The Sharpe Ratio Rank of FSUTX is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of FSUTX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of FSUTX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of FSUTX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FSUTX is 7676
Martin Ratio Rank

FUTY
The Risk-Adjusted Performance Rank of FUTY is 8787
Overall Rank
The Sharpe Ratio Rank of FUTY is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of FUTY is 8585
Sortino Ratio Rank
The Omega Ratio Rank of FUTY is 8585
Omega Ratio Rank
The Calmar Ratio Rank of FUTY is 9494
Calmar Ratio Rank
The Martin Ratio Rank of FUTY is 8585
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.

FSUTX vs. FUTY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Utilities Portfolio (FSUTX) and Fidelity MSCI Utilities Index ETF (FUTY). 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 chart of Sharpe ratio for FSUTX, currently valued at 1.03, compared to the broader market-1.000.001.002.003.00
FSUTX: 1.03
FUTY: 1.28
The chart of Sortino ratio for FSUTX, currently valued at 1.42, compared to the broader market-2.000.002.004.006.008.00
FSUTX: 1.42
FUTY: 1.77
The chart of Omega ratio for FSUTX, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.00
FSUTX: 1.19
FUTY: 1.23
The chart of Calmar ratio for FSUTX, currently valued at 1.29, compared to the broader market0.002.004.006.008.0010.00
FSUTX: 1.29
FUTY: 2.13
The chart of Martin ratio for FSUTX, currently valued at 3.43, compared to the broader market0.0010.0020.0030.0040.0050.00
FSUTX: 3.43
FUTY: 5.37

The current FSUTX Sharpe Ratio is 1.03, which is comparable to the FUTY Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of FSUTX and FUTY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
1.03
1.28
FSUTX
FUTY

Dividends

FSUTX vs. FUTY - Dividend Comparison

FSUTX's dividend yield for the trailing twelve months is around 2.13%, less than FUTY's 2.82% yield.


TTM20242023202220212020201920182017201620152014
FSUTX
Fidelity Select Utilities Portfolio
2.13%2.01%2.11%1.66%1.63%2.31%2.01%1.71%1.62%2.48%6.97%9.07%
FUTY
Fidelity MSCI Utilities Index ETF
2.82%2.96%3.31%2.72%2.70%3.07%2.82%3.11%3.03%3.35%4.33%3.04%

Drawdowns

FSUTX vs. FUTY - Drawdown Comparison

The maximum FSUTX drawdown since its inception was -65.05%, which is greater than FUTY's maximum drawdown of -36.44%. Use the drawdown chart below to compare losses from any high point for FSUTX and FUTY. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.50%
-3.35%
FSUTX
FUTY

Volatility

FSUTX vs. FUTY - Volatility Comparison

Fidelity Select Utilities Portfolio (FSUTX) has a higher volatility of 9.08% compared to Fidelity MSCI Utilities Index ETF (FUTY) at 8.61%. This indicates that FSUTX's price experiences larger fluctuations and is considered to be riskier than FUTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
9.08%
8.61%
FSUTX
FUTY