FSVLX vs. EUFN
FSVLX (Fidelity Select Fintech Portfolio) and EUFN (iShares MSCI Europe Financials ETF) are both Financials Equities funds. Over the past 10 years, FSVLX returned 5.51%/yr vs 12.11%/yr for EUFN. A 0.65 correlation means they provide meaningful diversification when combined. FSVLX charges 0.81%/yr vs 0.48%/yr for EUFN.
Performance
FSVLX vs. EUFN - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FSVLX achieves a -23.62% return, which is significantly lower than EUFN's 2.56% return. Over the past 10 years, FSVLX has underperformed EUFN with an annualized return of 5.51%, while EUFN has yielded a comparatively higher 12.11% annualized return.
FSVLX
- 1D
- -3.32%
- 1M
- -6.37%
- YTD
- -23.62%
- 6M
- -21.85%
- 1Y
- -25.39%
- 3Y*
- 1.58%
- 5Y*
- -5.44%
- 10Y*
- 5.51%
EUFN
- 1D
- 1.01%
- 1M
- 2.51%
- YTD
- 2.56%
- 6M
- 9.62%
- 1Y
- 24.30%
- 3Y*
- 31.76%
- 5Y*
- 17.71%
- 10Y*
- 12.11%
FSVLX vs. EUFN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSVLX Fidelity Select Fintech Portfolio | -23.62% | 0.26% | 22.04% | 24.55% | -29.75% | 22.31% | 2.25% | 34.18% | -10.51% | 23.13% |
EUFN iShares MSCI Europe Financials ETF | 2.56% | 65.73% | 17.20% | 26.15% | -8.78% | 19.13% | -8.55% | 20.73% | -23.14% | 26.94% |
Correlation
The correlation between FSVLX and EUFN is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Feb 4, 2010 | 0.65 |
The correlation between FSVLX and EUFN shifts across timeframes, from 0.47 (1 year) to 0.65 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FSVLX vs. EUFN — Risk / Return Rank
FSVLX
EUFN
FSVLX vs. EUFN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Fintech Portfolio (FSVLX) and iShares MSCI Europe Financials ETF (EUFN). 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.
| FSVLX | EUFN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.36 | ||
| Sortino ratioReturn per unit of downside risk | -3.29 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.22 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.81 | 1.65 | -2.47 |
| Martin ratioReturn relative to average drawdown | -1.71 | 5.79 | -7.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| FSVLX | EUFN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.12 | 1.24 | -2.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.22 | 0.82 | -1.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.49 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.27 | +0.06 |
Drawdowns
FSVLX vs. EUFN - Drawdown Comparison
The maximum FSVLX drawdown since its inception was -83.84%, which is greater than EUFN's maximum drawdown of -53.25%. Use the drawdown chart below to compare losses from any high point for FSVLX and EUFN.
Loading charts...
Drawdown Indicators
| FSVLX | EUFN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.84% | -53.25% | -30.59% |
Max Drawdown (1Y)Largest decline over 1 year | -30.77% | -14.77% | -16.00% |
Max Drawdown (3Y)Largest decline over 3 years | -31.70% | -15.95% | -15.75% |
Max Drawdown (5Y)Largest decline over 5 years | -42.62% | -35.15% | -7.47% |
Max Drawdown (10Y)Largest decline over 10 years | -51.70% | -53.25% | +1.55% |
Current DrawdownCurrent decline from peak | -29.16% | -2.19% | -26.97% |
Average DrawdownAverage peak-to-trough decline | -25.64% | -14.55% | -11.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.56% | 4.21% | +10.35% |
Volatility
FSVLX vs. EUFN - Volatility Comparison
Fidelity Select Fintech Portfolio (FSVLX) and iShares MSCI Europe Financials ETF (EUFN) have volatilities of 6.97% and 6.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FSVLX | EUFN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.97% | 6.99% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 18.35% | 16.56% | +1.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.38% | 19.74% | +2.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.78% | 21.81% | +2.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.83% | 24.55% | +1.28% |
FSVLX vs. EUFN - Expense Ratio Comparison
FSVLX has a 0.81% expense ratio, which is higher than EUFN's 0.48% expense ratio.
Dividends
FSVLX vs. EUFN - Dividend Comparison
FSVLX has not paid dividends to shareholders, while EUFN's dividend yield for the trailing twelve months is around 3.48%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUFN iShares MSCI Europe Financials ETF | 3.48% | 3.57% | 5.36% | 5.00% | 4.24% | 4.15% | 1.38% | 4.55% | 6.48% | 3.04% | 4.03% | 3.65% |
FSVLX Fidelity Select Fintech Portfolio | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 19.25% | 1.93% | 1.77% | 8.59% | 1.58% | 3.84% | 10.51% |
Frequently Asked Questions
FSVLX and EUFN have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EUFN has higher volatility (6.99%) compared to FSVLX (6.97%). In terms of maximum drawdown, FSVLX dropped -83.84% vs EUFN's -53.25%.
EUFN currently has the higher Sharpe Ratio (1.24 vs -1.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for FSVLX and EUFN
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer