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

Correlation

The correlation between FSUTX and SCHD is 0.56, 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.


-0.50.00.51.00.6

Performance

FSUTX vs. SCHD - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.51%
6.37%
FSUTX
SCHD

Key characteristics

Sharpe Ratio

FSUTX:

1.66

SCHD:

1.20

Sortino Ratio

FSUTX:

2.27

SCHD:

1.76

Omega Ratio

FSUTX:

1.28

SCHD:

1.21

Calmar Ratio

FSUTX:

1.80

SCHD:

1.69

Martin Ratio

FSUTX:

7.52

SCHD:

5.86

Ulcer Index

FSUTX:

3.60%

SCHD:

2.30%

Daily Std Dev

FSUTX:

16.29%

SCHD:

11.25%

Max Drawdown

FSUTX:

-65.05%

SCHD:

-33.37%

Current Drawdown

FSUTX:

-7.60%

SCHD:

-6.72%

Returns By Period

In the year-to-date period, FSUTX achieves a 24.63% return, which is significantly higher than SCHD's 11.54% return. Over the past 10 years, FSUTX has underperformed SCHD with an annualized return of 7.72%, while SCHD has yielded a comparatively higher 10.86% annualized return.


FSUTX

YTD

24.63%

1M

-4.63%

6M

13.78%

1Y

26.77%

5Y*

7.21%

10Y*

7.72%

SCHD

YTD

11.54%

1M

-4.06%

6M

7.86%

1Y

12.63%

5Y*

10.97%

10Y*

10.86%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FSUTX vs. SCHD - Expense Ratio Comparison

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


FSUTX
Fidelity Select Utilities Portfolio
Expense ratio chart for FSUTX: current value at 0.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.74%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

FSUTX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Utilities Portfolio (FSUTX) and Schwab US Dividend Equity ETF (SCHD). 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.


Sharpe ratio
The chart of Sharpe ratio for FSUTX, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.661.20
The chart of Sortino ratio for FSUTX, currently valued at 2.27, compared to the broader market-2.000.002.004.006.008.0010.002.271.76
The chart of Omega ratio for FSUTX, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.003.501.281.21
The chart of Calmar ratio for FSUTX, currently valued at 1.80, compared to the broader market0.002.004.006.008.0010.0012.0014.001.801.69
The chart of Martin ratio for FSUTX, currently valued at 7.52, compared to the broader market0.0020.0040.0060.007.525.86
FSUTX
SCHD

The current FSUTX Sharpe Ratio is 1.66, which is higher than the SCHD Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of FSUTX and SCHD, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.66
1.20
FSUTX
SCHD

Dividends

FSUTX vs. SCHD - Dividend Comparison

FSUTX's dividend yield for the trailing twelve months is around 1.45%, less than SCHD's 3.64% yield.


TTM20232022202120202019201820172016201520142013
FSUTX
Fidelity Select Utilities Portfolio
1.45%2.11%1.66%1.63%2.31%2.01%1.71%1.62%2.48%6.97%9.07%4.14%
SCHD
Schwab US Dividend Equity ETF
3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

FSUTX vs. SCHD - Drawdown Comparison

The maximum FSUTX drawdown since its inception was -65.05%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FSUTX and SCHD. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.60%
-6.72%
FSUTX
SCHD

Volatility

FSUTX vs. SCHD - Volatility Comparison

Fidelity Select Utilities Portfolio (FSUTX) has a higher volatility of 5.08% compared to Schwab US Dividend Equity ETF (SCHD) at 3.88%. This indicates that FSUTX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.08%
3.88%
FSUTX
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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