IDE vs. FIDRX

Last updated Jun 3, 2026

IDE (Voya Infrastructure, Industrials and Materials Fund) and FIDRX (Fidelity Select Industrials Portfolio) are both Industrials Equities funds. A 0.71 correlation means they provide meaningful diversification when combined. IDE charges 0.01%/yr vs 0.68%/yr for FIDRX.

Performance

IDE vs. FIDRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Infrastructure, Industrials and Materials Fund (IDE) and Fidelity Select Industrials Portfolio (FIDRX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

IDE

• 1D: 0.07%
• 1M: 3.78%
• YTD: 17.18%
• 6M: 23.98%
• 1Y: 37.07%
• 3Y*: 26.96%
• 5Y*: 10.97%
• 10Y*: 11.95%

FIDRX

• 1D: -0.94%
• 1M: -0.75%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IDE vs. FIDRX - Yearly Performance Comparison

	2026 (YTD)
IDE Voya Infrastructure, Industrials and Materials Fund	10.98%
FIDRX Fidelity Select Industrials Portfolio	5.52%

Correlation

The correlation between IDE and FIDRX is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 17, 2026	0.71

Return for Risk

IDE vs. FIDRX — Risk / Return Rank

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

IDE

IDE Risk / Return Rank: 63
IDE Sharpe Ratio Rank: 82
IDE Sortino Ratio Rank: 67
IDE Omega Ratio Rank: 76
IDE Calmar Ratio Rank: 45
IDE Martin Ratio Rank: 43

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.

IDE vs. FIDRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Infrastructure, Industrials and Materials Fund (IDE) and Fidelity Select Industrials Portfolio (FIDRX). 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.

	IDE	FIDRX	Difference
Sharpe ratio Return per unit of total volatility	2.66	—	—
Sortino ratio Return per unit of downside risk	3.42	—	—
Omega ratio Gain probability vs. loss probability	1.50	—	—
Calmar ratio Return relative to maximum drawdown	2.57	—	—
Martin ratio Return relative to average drawdown	9.23	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	IDE	FIDRX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.66	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	1.21	-0.81

Drawdowns

IDE vs. FIDRX - Drawdown Comparison

The maximum IDE drawdown since its inception was -52.43%, which is greater than FIDRX's maximum drawdown of -6.17%. Use the drawdown chart below to compare losses from any high point for IDE and FIDRX.

Drawdown Indicators

	IDE	FIDRX	Difference
Max Drawdown Largest peak-to-trough decline	-52.43%	-6.17%	-46.26%
Max Drawdown (1Y) Largest decline over 1 year	-14.34%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-18.30%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-29.36%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-52.43%	—	—
Current Drawdown Current decline from peak	-0.29%	-3.40%	+3.11%
Average Drawdown Average peak-to-trough decline	-11.31%	-1.82%	-9.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.99%	—	—

Volatility

Volatility by Period

	IDE	FIDRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.64%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.60%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.03%	24.36%	-10.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.04%	24.36%	-6.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.91%	24.36%	-3.45%

IDE vs. FIDRX - Expense Ratio Comparison

IDE has a 0.01% expense ratio, which is lower than FIDRX's 0.68% expense ratio.

Dividends

IDE vs. FIDRX - Dividend Comparison

IDE's dividend yield for the trailing twelve months is around 9.36%, while FIDRX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FIDRX Fidelity Select Industrials Portfolio	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IDE Voya Infrastructure, Industrials and Materials Fund	9.36%	10.57%	12.11%	9.00%	9.99%	7.58%	8.89%	9.02%	16.46%	6.88%	10.67%	12.56%

Frequently Asked Questions

Can I hold both IDE and FIDRX in my portfolio?

IDE and FIDRX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.