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FWRLX vs. RYMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FWRLX vs. RYMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Wireless Portfolio (FWRLX) and Rydex Telecommunications Fund (RYMIX). The values are adjusted to include any dividend payments, if applicable.

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FWRLX vs. RYMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FWRLX
Fidelity Select Wireless Portfolio
6.05%2.20%17.12%25.97%-27.86%12.15%33.39%40.17%-6.37%24.87%
RYMIX
Rydex Telecommunications Fund
15.20%32.40%15.98%6.45%-25.64%9.42%10.04%13.43%-5.25%5.79%

Returns By Period

In the year-to-date period, FWRLX achieves a 6.05% return, which is significantly lower than RYMIX's 15.20% return. Over the past 10 years, FWRLX has outperformed RYMIX with an annualized return of 11.70%, while RYMIX has yielded a comparatively lower 7.92% annualized return.


FWRLX

1D
2.77%
1M
-2.09%
YTD
6.05%
6M
0.00%
1Y
7.18%
3Y*
12.95%
5Y*
4.86%
10Y*
11.70%

RYMIX

1D
2.67%
1M
-2.62%
YTD
15.20%
6M
20.64%
1Y
51.03%
3Y*
21.37%
5Y*
7.65%
10Y*
7.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FWRLX vs. RYMIX - Expense Ratio Comparison

FWRLX has a 0.77% expense ratio, which is lower than RYMIX's 1.36% expense ratio.


Return for Risk

FWRLX vs. RYMIX — Risk / Return Rank

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

FWRLX
FWRLX Risk / Return Rank: 1414
Overall Rank
FWRLX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
FWRLX Sortino Ratio Rank: 1313
Sortino Ratio Rank
FWRLX Omega Ratio Rank: 1313
Omega Ratio Rank
FWRLX Calmar Ratio Rank: 1515
Calmar Ratio Rank
FWRLX Martin Ratio Rank: 1616
Martin Ratio Rank

RYMIX
RYMIX Risk / Return Rank: 9595
Overall Rank
RYMIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
RYMIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
RYMIX Omega Ratio Rank: 9191
Omega Ratio Rank
RYMIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
RYMIX Martin Ratio Rank: 9797
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.

FWRLX vs. RYMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Wireless Portfolio (FWRLX) and Rydex Telecommunications Fund (RYMIX). 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.


FWRLXRYMIXDifference

Sharpe ratio

Return per unit of total volatility

0.42

2.52

-2.10

Sortino ratio

Return per unit of downside risk

0.69

3.11

-2.42

Omega ratio

Gain probability vs. loss probability

1.09

1.44

-0.35

Calmar ratio

Return relative to maximum drawdown

0.53

4.29

-3.77

Martin ratio

Return relative to average drawdown

1.94

17.75

-15.81

FWRLX vs. RYMIX - Sharpe Ratio Comparison

The current FWRLX Sharpe Ratio is 0.42, which is lower than the RYMIX Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of FWRLX and RYMIX, 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


FWRLXRYMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

2.52

-2.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.43

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.44

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

-0.01

+0.25

Correlation

The correlation between FWRLX and RYMIX is 0.88, 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

FWRLX vs. RYMIX - Dividend Comparison

FWRLX's dividend yield for the trailing twelve months is around 6.21%, more than RYMIX's 0.74% yield.


TTM20252024202320222021202020192018201720162015
FWRLX
Fidelity Select Wireless Portfolio
6.21%6.59%9.06%2.38%9.26%7.53%6.95%2.74%16.03%3.57%6.57%7.21%
RYMIX
Rydex Telecommunications Fund
0.74%0.85%0.17%1.55%1.42%0.42%2.16%3.56%0.26%3.95%2.13%3.57%

Drawdowns

FWRLX vs. RYMIX - Drawdown Comparison

The maximum FWRLX drawdown since its inception was -79.37%, smaller than the maximum RYMIX drawdown of -87.85%. Use the drawdown chart below to compare losses from any high point for FWRLX and RYMIX.


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Drawdown Indicators


FWRLXRYMIXDifference

Max Drawdown

Largest peak-to-trough decline

-79.37%

-87.85%

+8.48%

Max Drawdown (1Y)

Largest decline over 1 year

-12.37%

-11.89%

-0.48%

Max Drawdown (5Y)

Largest decline over 5 years

-32.01%

-35.32%

+3.31%

Max Drawdown (10Y)

Largest decline over 10 years

-32.01%

-35.32%

+3.31%

Current Drawdown

Current decline from peak

-2.55%

-46.52%

+43.97%

Average Drawdown

Average peak-to-trough decline

-20.54%

-68.12%

+47.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

2.88%

+0.52%

Volatility

FWRLX vs. RYMIX - Volatility Comparison

The current volatility for Fidelity Select Wireless Portfolio (FWRLX) is 5.50%, while Rydex Telecommunications Fund (RYMIX) has a volatility of 8.26%. This indicates that FWRLX experiences smaller price fluctuations and is considered to be less risky than RYMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FWRLXRYMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.50%

8.26%

-2.76%

Volatility (6M)

Calculated over the trailing 6-month period

11.36%

13.98%

-2.62%

Volatility (1Y)

Calculated over the trailing 1-year period

17.84%

20.35%

-2.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.89%

17.87%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.16%

18.21%

-0.05%