PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FUTY vs. FSUTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FUTY and FSUTX is 0.95, 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.


-0.50.00.51.01.0

Performance

FUTY vs. FSUTX - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.90%
12.08%
FUTY
FSUTX

Key characteristics

Sharpe Ratio

FUTY:

1.37

FSUTX:

1.38

Sortino Ratio

FUTY:

1.90

FSUTX:

1.92

Omega Ratio

FUTY:

1.24

FSUTX:

1.24

Calmar Ratio

FUTY:

1.08

FSUTX:

1.50

Martin Ratio

FUTY:

6.35

FSUTX:

6.33

Ulcer Index

FUTY:

3.31%

FSUTX:

3.57%

Daily Std Dev

FUTY:

15.37%

FSUTX:

16.37%

Max Drawdown

FUTY:

-36.44%

FSUTX:

-65.05%

Current Drawdown

FUTY:

-9.29%

FSUTX:

-8.98%

Returns By Period

In the year-to-date period, FUTY achieves a 21.45% return, which is significantly lower than FSUTX's 22.78% return. Over the past 10 years, FUTY has outperformed FSUTX with an annualized return of 8.15%, while FSUTX has yielded a comparatively lower 7.62% annualized return.


FUTY

YTD

21.45%

1M

-6.42%

6M

9.41%

1Y

23.46%

5Y*

5.81%

10Y*

8.15%

FSUTX

YTD

22.78%

1M

-6.01%

6M

11.42%

1Y

25.17%

5Y*

6.90%

10Y*

7.62%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FUTY vs. FSUTX - Expense Ratio Comparison

FUTY has a 0.08% expense ratio, which is lower than FSUTX's 0.74% 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 FUTY: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

FUTY vs. FSUTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Utilities Index ETF (FUTY) and Fidelity Select Utilities Portfolio (FSUTX). 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 FUTY, currently valued at 1.37, compared to the broader market0.002.004.001.371.38
The chart of Sortino ratio for FUTY, currently valued at 1.90, compared to the broader market-2.000.002.004.006.008.0010.001.901.92
The chart of Omega ratio for FUTY, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.241.24
The chart of Calmar ratio for FUTY, currently valued at 1.08, compared to the broader market0.005.0010.0015.001.081.50
The chart of Martin ratio for FUTY, currently valued at 6.35, compared to the broader market0.0020.0040.0060.0080.00100.006.356.33
FUTY
FSUTX

The current FUTY Sharpe Ratio is 1.37, which is comparable to the FSUTX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of FUTY and FSUTX, 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
1.37
1.38
FUTY
FSUTX

Dividends

FUTY vs. FSUTX - Dividend Comparison

FUTY's dividend yield for the trailing twelve months is around 2.27%, more than FSUTX's 2.10% yield.


TTM20232022202120202019201820172016201520142013
FUTY
Fidelity MSCI Utilities Index ETF
2.27%3.31%2.72%2.70%3.07%2.82%3.11%3.03%3.35%4.33%3.04%0.86%
FSUTX
Fidelity Select Utilities Portfolio
1.48%2.11%1.66%1.63%2.31%2.01%1.71%1.62%2.48%6.97%9.07%4.14%

Drawdowns

FUTY vs. FSUTX - Drawdown Comparison

The maximum FUTY drawdown since its inception was -36.44%, smaller than the maximum FSUTX drawdown of -65.05%. Use the drawdown chart below to compare losses from any high point for FUTY and FSUTX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.29%
-8.98%
FUTY
FSUTX

Volatility

FUTY vs. FSUTX - Volatility Comparison

The current volatility for Fidelity MSCI Utilities Index ETF (FUTY) is 4.49%, while Fidelity Select Utilities Portfolio (FSUTX) has a volatility of 4.76%. This indicates that FUTY experiences smaller price fluctuations and is considered to be less risky than FSUTX 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
4.49%
4.76%
FUTY
FSUTX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab