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

Correlation

The correlation between FWOMX and FSELX 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.


-0.50.00.51.00.8

Performance

FWOMX vs. FSELX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
5.30%
2.01%
FWOMX
FSELX

Key characteristics

Sharpe Ratio

FWOMX:

1.03

FSELX:

0.65

Sortino Ratio

FWOMX:

1.45

FSELX:

1.07

Omega Ratio

FWOMX:

1.19

FSELX:

1.14

Calmar Ratio

FWOMX:

1.48

FSELX:

1.02

Martin Ratio

FWOMX:

4.81

FSELX:

2.60

Ulcer Index

FWOMX:

2.83%

FSELX:

9.53%

Daily Std Dev

FWOMX:

13.19%

FSELX:

38.29%

Max Drawdown

FWOMX:

-36.47%

FSELX:

-81.70%

Current Drawdown

FWOMX:

-3.05%

FSELX:

-8.85%

Returns By Period

The year-to-date returns for both stocks are quite close, with FWOMX having a 3.24% return and FSELX slightly lower at 3.08%.


FWOMX

YTD

3.24%

1M

1.10%

6M

5.30%

1Y

11.16%

5Y*

9.06%

10Y*

N/A

FSELX

YTD

3.08%

1M

0.35%

6M

2.01%

1Y

23.08%

5Y*

21.49%

10Y*

16.76%

*Annualized

Compare stocks, funds, or ETFs

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


FWOMX vs. FSELX - Expense Ratio Comparison

FWOMX has a 0.90% expense ratio, which is higher than FSELX's 0.68% expense ratio.


FWOMX
Fidelity Women's Leadership Fund
Expense ratio chart for FWOMX: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%
Expense ratio chart for FSELX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%

Risk-Adjusted Performance

FWOMX vs. FSELX — Risk-Adjusted Performance Rank

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

FWOMX
The Risk-Adjusted Performance Rank of FWOMX is 5757
Overall Rank
The Sharpe Ratio Rank of FWOMX is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of FWOMX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of FWOMX is 4949
Omega Ratio Rank
The Calmar Ratio Rank of FWOMX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of FWOMX is 6060
Martin Ratio Rank

FSELX
The Risk-Adjusted Performance Rank of FSELX is 4040
Overall Rank
The Sharpe Ratio Rank of FSELX is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of FSELX is 3535
Sortino Ratio Rank
The Omega Ratio Rank of FSELX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of FSELX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of FSELX is 3838
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.

FWOMX vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Women's Leadership Fund (FWOMX) 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.


Sharpe ratio
The chart of Sharpe ratio for FWOMX, currently valued at 1.03, compared to the broader market-1.000.001.002.003.004.005.001.030.65
The chart of Sortino ratio for FWOMX, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.0012.001.451.07
The chart of Omega ratio for FWOMX, currently valued at 1.19, compared to the broader market1.002.003.004.001.191.14
The chart of Calmar ratio for FWOMX, currently valued at 1.48, compared to the broader market0.005.0010.0015.0020.001.481.02
The chart of Martin ratio for FWOMX, currently valued at 4.81, compared to the broader market0.0020.0040.0060.0080.004.812.60
FWOMX
FSELX

The current FWOMX Sharpe Ratio is 1.03, which is higher than the FSELX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of FWOMX 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 Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.03
0.65
FWOMX
FSELX

Dividends

FWOMX vs. FSELX - Dividend Comparison

FWOMX's dividend yield for the trailing twelve months is around 0.44%, while FSELX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FWOMX
Fidelity Women's Leadership Fund
0.44%0.46%0.57%0.62%0.13%0.21%0.27%0.00%0.00%0.00%0.00%0.00%
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

FWOMX vs. FSELX - Drawdown Comparison

The maximum FWOMX drawdown since its inception was -36.47%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for FWOMX and FSELX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.05%
-8.85%
FWOMX
FSELX

Volatility

FWOMX vs. FSELX - Volatility Comparison

The current volatility for Fidelity Women's Leadership Fund (FWOMX) is 3.06%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 14.77%. This indicates that FWOMX 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%SeptemberOctoberNovemberDecember2025February
3.06%
14.77%
FWOMX
FSELX
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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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