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FSUTX vs. UTG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSUTX vs. UTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Utilities Portfolio (FSUTX) and Reaves Utility Income Trust (UTG). The values are adjusted to include any dividend payments, if applicable.

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FSUTX vs. UTG - 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%
UTG
Reaves Utility Income Trust
8.44%23.24%28.10%2.84%-13.38%14.26%-5.25%33.65%1.84%6.74%

Returns By Period

In the year-to-date period, FSUTX achieves a 6.77% return, which is significantly lower than UTG's 8.44% return. Over the past 10 years, FSUTX has outperformed UTG with an annualized return of 12.04%, while UTG has yielded a comparatively lower 10.34% annualized 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%

UTG

1D
0.41%
1M
-5.57%
YTD
8.44%
6M
2.25%
1Y
28.68%
3Y*
20.05%
5Y*
11.13%
10Y*
10.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FSUTX vs. UTG — 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

UTG
UTG Risk / Return Rank: 8181
Overall Rank
UTG Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
UTG Sortino Ratio Rank: 7676
Sortino Ratio Rank
UTG Omega Ratio Rank: 8282
Omega Ratio Rank
UTG Calmar Ratio Rank: 8282
Calmar Ratio Rank
UTG Martin Ratio Rank: 7979
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. UTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Utilities Portfolio (FSUTX) and Reaves Utility Income Trust (UTG). 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.


FSUTXUTGDifference

Sharpe ratio

Return per unit of total volatility

1.38

1.52

-0.15

Sortino ratio

Return per unit of downside risk

1.88

1.83

+0.05

Omega ratio

Gain probability vs. loss probability

1.24

1.29

-0.05

Calmar ratio

Return relative to maximum drawdown

2.48

2.41

+0.07

Martin ratio

Return relative to average drawdown

6.24

5.37

+0.88

FSUTX vs. UTG - Sharpe Ratio Comparison

The current FSUTX Sharpe Ratio is 1.38, which is comparable to the UTG Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of FSUTX and UTG, 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


FSUTXUTGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

1.52

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.68

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.48

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.47

+0.21

Correlation

The correlation between FSUTX and UTG 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

FSUTX vs. UTG - Dividend Comparison

FSUTX's dividend yield for the trailing twelve months is around 6.19%, more than UTG's 6.03% 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%
UTG
Reaves Utility Income Trust
6.03%6.42%7.19%8.53%8.07%6.35%6.59%5.69%6.86%6.21%9.02%6.86%

Drawdowns

FSUTX vs. UTG - Drawdown Comparison

The maximum FSUTX drawdown since its inception was -66.73%, roughly equal to the maximum UTG drawdown of -67.77%. Use the drawdown chart below to compare losses from any high point for FSUTX and UTG.


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Drawdown Indicators


FSUTXUTGDifference

Max Drawdown

Largest peak-to-trough decline

-66.73%

-67.77%

+1.04%

Max Drawdown (1Y)

Largest decline over 1 year

-9.21%

-12.01%

+2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-20.15%

-26.54%

+6.39%

Max Drawdown (10Y)

Largest decline over 10 years

-37.61%

-47.91%

+10.30%

Current Drawdown

Current decline from peak

-4.57%

-6.02%

+1.45%

Average Drawdown

Average peak-to-trough decline

-11.29%

-8.79%

-2.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

5.40%

-1.74%

Volatility

FSUTX vs. UTG - Volatility Comparison

The current volatility for Fidelity Select Utilities Portfolio (FSUTX) is 6.05%, while Reaves Utility Income Trust (UTG) has a volatility of 6.42%. This indicates that FSUTX experiences smaller price fluctuations and is considered to be less risky than UTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSUTXUTGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.05%

6.42%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

12.18%

13.20%

-1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

16.24%

18.93%

-2.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.20%

16.56%

+0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.30%

21.54%

-2.24%