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FSVLX vs. HSFNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSVLX vs. HSFNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Fintech Portfolio (FSVLX) and Hennessy Small Cap Financial Fund (HSFNX). The values are adjusted to include any dividend payments, if applicable.

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FSVLX vs. HSFNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSVLX
Fidelity Select Fintech Portfolio
-23.93%0.26%22.04%24.55%-29.75%22.31%2.25%34.18%-10.51%23.13%
HSFNX
Hennessy Small Cap Financial Fund
1.71%12.79%10.76%4.64%-11.14%42.76%2.56%19.91%-15.88%-0.20%

Returns By Period

In the year-to-date period, FSVLX achieves a -23.93% return, which is significantly lower than HSFNX's 1.71% return. Over the past 10 years, FSVLX has underperformed HSFNX with an annualized return of 5.99%, while HSFNX has yielded a comparatively higher 9.22% annualized return.


FSVLX

1D
2.92%
1M
-6.34%
YTD
-23.93%
6M
-24.21%
1Y
-20.06%
3Y*
2.21%
5Y*
-3.26%
10Y*
5.99%

HSFNX

1D
2.24%
1M
-1.62%
YTD
1.71%
6M
9.60%
1Y
22.35%
3Y*
16.49%
5Y*
5.14%
10Y*
9.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSVLX vs. HSFNX - Expense Ratio Comparison

FSVLX has a 0.81% expense ratio, which is lower than HSFNX's 1.58% expense ratio.


Return for Risk

FSVLX vs. HSFNX — Risk / Return Rank

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

FSVLX
FSVLX Risk / Return Rank: 11
Overall Rank
FSVLX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
FSVLX Sortino Ratio Rank: 11
Sortino Ratio Rank
FSVLX Omega Ratio Rank: 11
Omega Ratio Rank
FSVLX Calmar Ratio Rank: 11
Calmar Ratio Rank
FSVLX Martin Ratio Rank: 11
Martin Ratio Rank

HSFNX
HSFNX Risk / Return Rank: 3838
Overall Rank
HSFNX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
HSFNX Sortino Ratio Rank: 3232
Sortino Ratio Rank
HSFNX Omega Ratio Rank: 3030
Omega Ratio Rank
HSFNX Calmar Ratio Rank: 6464
Calmar Ratio Rank
HSFNX Martin Ratio Rank: 3333
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.

FSVLX vs. HSFNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Fintech Portfolio (FSVLX) and Hennessy Small Cap Financial Fund (HSFNX). 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.


FSVLXHSFNXDifference

Sharpe ratio

Return per unit of total volatility

-0.76

0.79

-1.56

Sortino ratio

Return per unit of downside risk

-0.96

1.22

-2.19

Omega ratio

Gain probability vs. loss probability

0.87

1.17

-0.30

Calmar ratio

Return relative to maximum drawdown

-0.61

1.66

-2.27

Martin ratio

Return relative to average drawdown

-1.75

4.09

-5.84

FSVLX vs. HSFNX - Sharpe Ratio Comparison

The current FSVLX Sharpe Ratio is -0.76, which is lower than the HSFNX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of FSVLX and HSFNX, 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


FSVLXHSFNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.76

0.79

-1.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

0.19

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.32

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.17

+0.16

Correlation

The correlation between FSVLX and HSFNX is 0.76, 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.


Dividends

FSVLX vs. HSFNX - Dividend Comparison

FSVLX has not paid dividends to shareholders, while HSFNX's dividend yield for the trailing twelve months is around 10.80%.


TTM20252024202320222021202020192018201720162015
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%
HSFNX
Hennessy Small Cap Financial Fund
10.80%10.99%5.97%4.63%9.14%0.97%0.91%3.43%7.34%8.19%12.46%7.38%

Drawdowns

FSVLX vs. HSFNX - Drawdown Comparison

The maximum FSVLX drawdown since its inception was -83.84%, which is greater than HSFNX's maximum drawdown of -70.18%. Use the drawdown chart below to compare losses from any high point for FSVLX and HSFNX.


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Drawdown Indicators


FSVLXHSFNXDifference

Max Drawdown

Largest peak-to-trough decline

-83.84%

-70.18%

-13.66%

Max Drawdown (1Y)

Largest decline over 1 year

-30.77%

-13.61%

-17.16%

Max Drawdown (5Y)

Largest decline over 5 years

-42.62%

-43.00%

+0.38%

Max Drawdown (10Y)

Largest decline over 10 years

-51.70%

-50.68%

-1.02%

Current Drawdown

Current decline from peak

-29.44%

-9.62%

-19.82%

Average Drawdown

Average peak-to-trough decline

-25.64%

-26.14%

+0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.70%

5.52%

+5.18%

Volatility

FSVLX vs. HSFNX - Volatility Comparison

Fidelity Select Fintech Portfolio (FSVLX) has a higher volatility of 8.62% compared to Hennessy Small Cap Financial Fund (HSFNX) at 5.09%. This indicates that FSVLX's price experiences larger fluctuations and is considered to be riskier than HSFNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSVLXHSFNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.62%

5.09%

+3.53%

Volatility (6M)

Calculated over the trailing 6-month period

17.42%

18.25%

-0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

26.12%

27.98%

-1.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.52%

27.61%

-3.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.68%

29.29%

-3.61%