IDE vs. FIDRX

Last updated Apr 1, 2026

Compare and contrast key facts about Voya Infrastructure, Industrials and Materials Fund (IDE) and Fidelity Select Industrials Portfolio (FIDRX).

IDE is managed by Voya. It was launched on Jan 26, 2010. FIDRX is an actively managed fund by Fidelity. It was launched on Sep 3, 1996.

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.

IDE vs. FIDRX - Yearly Performance Comparison

	2026 (YTD)
IDE Voya Infrastructure, Industrials and Materials Fund	-2.50%
FIDRX Fidelity Select Industrials Portfolio	-5.48%

Returns By Period

IDE

• 1D: 2.38%
• 1M: -11.99%
• YTD: 2.94%
• 6M: 7.90%
• 1Y: 31.54%
• 3Y*: 21.97%
• 5Y*: 10.77%
• 10Y*: 10.79%

FIDRX

• 1D: -1.93%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IDE vs. FIDRX - Expense Ratio Comparison

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

FIDRX

Fidelity Select Industrials Portfolio

IDE

Voya Infrastructure, Industrials and Materials Fund

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: 86
IDE Sharpe Ratio Rank: 87
IDE Sortino Ratio Rank: 85
IDE Omega Ratio Rank: 87
IDE Calmar Ratio Rank: 86
IDE Martin Ratio Rank: 82

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	1.75	—	—
Sortino ratio Return per unit of downside risk	2.25	—	—
Omega ratio Gain probability vs. loss probability	1.38	—	—
Calmar ratio Return relative to maximum drawdown	2.23	—	—
Martin ratio Return relative to average drawdown	8.18	—	—
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	1.75	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	-3.34	+3.70

Correlation

The correlation between IDE and FIDRX is 0.80, 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

IDE vs. FIDRX - Dividend Comparison

IDE's dividend yield for the trailing twelve months is around 10.42%, while FIDRX has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDE Voya Infrastructure, Industrials and Materials Fund	9.62%	10.57%	12.11%	9.00%	9.99%	7.58%	8.89%	9.02%	16.46%	6.88%	10.67%	12.56%
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%

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 (5Y) Largest decline over 5 years	-30.52%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-52.43%	—	—
Current Drawdown Current decline from peak	-12.30%	-6.17%	-6.13%
Average Drawdown Average peak-to-trough decline	-11.39%	-2.01%	-9.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.90%	—	—

Volatility

Volatility by Period

	IDE	FIDRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.32%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.90%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	18.09%	23.89%	-5.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.19%	23.89%	-5.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.86%	23.89%	-3.03%