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

Correlation

The correlation between FSUTX and VPU is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

FSUTX vs. VPU - Performance Comparison

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

450.00%500.00%550.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
548.21%
557.66%
FSUTX
VPU

Key characteristics

Sharpe Ratio

FSUTX:

1.66

VPU:

1.66

Sortino Ratio

FSUTX:

2.27

VPU:

2.29

Omega Ratio

FSUTX:

1.28

VPU:

1.29

Calmar Ratio

FSUTX:

1.80

VPU:

1.29

Martin Ratio

FSUTX:

7.52

VPU:

7.59

Ulcer Index

FSUTX:

3.60%

VPU:

3.33%

Daily Std Dev

FSUTX:

16.29%

VPU:

15.20%

Max Drawdown

FSUTX:

-65.05%

VPU:

-46.31%

Current Drawdown

FSUTX:

-7.60%

VPU:

-7.96%

Returns By Period

In the year-to-date period, FSUTX achieves a 24.63% return, which is significantly higher than VPU's 23.17% return. Both investments have delivered pretty close results over the past 10 years, with FSUTX having a 7.72% annualized return and VPU not far ahead at 8.09%.


FSUTX

YTD

24.63%

1M

-4.63%

6M

13.78%

1Y

26.77%

5Y*

7.21%

10Y*

7.72%

VPU

YTD

23.17%

1M

-6.72%

6M

11.42%

1Y

24.41%

5Y*

6.28%

10Y*

8.09%

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. VPU - Expense Ratio Comparison

FSUTX has a 0.74% expense ratio, which is higher than VPU's 0.10% 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 VPU: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

FSUTX vs. VPU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Utilities Portfolio (FSUTX) and Vanguard Utilities ETF (VPU). 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-1.000.001.002.003.004.001.661.66
The chart of Sortino ratio for FSUTX, currently valued at 2.27, compared to the broader market-2.000.002.004.006.008.0010.002.272.29
The chart of Omega ratio for FSUTX, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.003.501.281.29
The chart of Calmar ratio for FSUTX, currently valued at 1.80, compared to the broader market0.002.004.006.008.0010.0012.0014.001.801.29
The chart of Martin ratio for FSUTX, currently valued at 7.52, compared to the broader market0.0020.0040.0060.007.527.59
FSUTX
VPU

The current FSUTX Sharpe Ratio is 1.66, which is comparable to the VPU Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of FSUTX and VPU, 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
1.66
FSUTX
VPU

Dividends

FSUTX vs. VPU - Dividend Comparison

FSUTX's dividend yield for the trailing twelve months is around 1.45%, less than VPU's 3.01% 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%
VPU
Vanguard Utilities ETF
3.01%3.49%2.98%2.70%3.17%2.83%3.23%3.18%3.19%3.63%3.02%3.76%

Drawdowns

FSUTX vs. VPU - Drawdown Comparison

The maximum FSUTX drawdown since its inception was -65.05%, which is greater than VPU's maximum drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for FSUTX and VPU. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.60%
-7.96%
FSUTX
VPU

Volatility

FSUTX vs. VPU - Volatility Comparison

Fidelity Select Utilities Portfolio (FSUTX) has a higher volatility of 5.08% compared to Vanguard Utilities ETF (VPU) at 4.71%. This indicates that FSUTX's price experiences larger fluctuations and is considered to be riskier than VPU 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%
4.71%
FSUTX
VPU
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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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