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FTCHX vs. FSELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTCHX and FSELX is 0.72, 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.


Performance

FTCHX vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Technology Fund (FTCHX) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%14,000.00%December2025FebruaryMarchAprilMay
1,520.46%
10,147.43%
FTCHX
FSELX

Key characteristics

Sharpe Ratio

FTCHX:

0.37

FSELX:

-0.15

Sortino Ratio

FTCHX:

0.70

FSELX:

0.11

Omega Ratio

FTCHX:

1.10

FSELX:

1.01

Calmar Ratio

FTCHX:

0.38

FSELX:

-0.17

Martin Ratio

FTCHX:

1.12

FSELX:

-0.44

Ulcer Index

FTCHX:

10.19%

FSELX:

15.32%

Daily Std Dev

FTCHX:

31.13%

FSELX:

46.44%

Max Drawdown

FTCHX:

-88.28%

FSELX:

-81.70%

Current Drawdown

FTCHX:

-16.77%

FSELX:

-28.88%

Returns By Period

In the year-to-date period, FTCHX achieves a -10.47% return, which is significantly higher than FSELX's -19.57% return. Over the past 10 years, FTCHX has underperformed FSELX with an annualized return of 11.72%, while FSELX has yielded a comparatively higher 13.94% annualized return.


FTCHX

YTD

-10.47%

1M

19.54%

6M

-4.77%

1Y

7.68%

5Y*

11.25%

10Y*

11.72%

FSELX

YTD

-19.57%

1M

15.83%

6M

-22.75%

1Y

-13.22%

5Y*

20.78%

10Y*

13.94%

*Annualized

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FTCHX vs. FSELX - Expense Ratio Comparison

FTCHX has a 0.91% expense ratio, which is higher than FSELX's 0.68% expense ratio.


Risk-Adjusted Performance

FTCHX vs. FSELX — Risk-Adjusted Performance Rank

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

FTCHX
The Risk-Adjusted Performance Rank of FTCHX is 4040
Overall Rank
The Sharpe Ratio Rank of FTCHX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of FTCHX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of FTCHX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of FTCHX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of FTCHX is 3737
Martin Ratio Rank

FSELX
The Risk-Adjusted Performance Rank of FSELX is 1111
Overall Rank
The Sharpe Ratio Rank of FSELX is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of FSELX is 1515
Sortino Ratio Rank
The Omega Ratio Rank of FSELX is 1515
Omega Ratio Rank
The Calmar Ratio Rank of FSELX is 77
Calmar Ratio Rank
The Martin Ratio Rank of FSELX is 88
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FTCHX vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Technology Fund (FTCHX) and Fidelity Select Semiconductors Portfolio (FSELX). 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.


The current FTCHX Sharpe Ratio is 0.37, which is higher than the FSELX Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of FTCHX and FSELX, 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 Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
0.37
-0.20
FTCHX
FSELX

Dividends

FTCHX vs. FSELX - Dividend Comparison

FTCHX's dividend yield for the trailing twelve months is around 15.18%, while FSELX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FTCHX
Invesco Technology Fund
15.18%13.59%0.80%1.60%27.66%7.06%9.58%9.01%4.14%6.98%0.00%14.35%
FSELX
Fidelity Select Semiconductors Portfolio
0.00%0.00%0.10%0.18%0.04%0.51%0.76%0.76%1.04%0.71%16.31%3.48%

Drawdowns

FTCHX vs. FSELX - Drawdown Comparison

The maximum FTCHX drawdown since its inception was -88.28%, which is greater than FSELX's maximum drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for FTCHX and FSELX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-16.77%
-28.88%
FTCHX
FSELX

Volatility

FTCHX vs. FSELX - Volatility Comparison

The current volatility for Invesco Technology Fund (FTCHX) is 14.32%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 22.50%. This indicates that FTCHX experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
14.32%
22.50%
FTCHX
FSELX