JPRE vs. FSELX
Compare and contrast key facts about JPMorgan Realty Income ETF (JPRE) and Fidelity Select Semiconductors Portfolio (FSELX).
JPRE is an actively managed fund by JPMorgan. It was launched on Dec 31, 1997. FSELX is managed by Fidelity. It was launched on Jul 29, 1985.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPRE or FSELX.
Performance
JPRE vs. FSELX - Performance Comparison
Returns By Period
In the year-to-date period, JPRE achieves a 11.51% return, which is significantly lower than FSELX's 37.98% return.
JPRE
11.51%
-3.46%
13.95%
23.70%
N/A
N/A
FSELX
37.98%
-4.48%
5.09%
40.60%
23.04%
18.04%
Key characteristics
| JPRE | FSELX | |
|---|---|---|
| Sharpe Ratio | 1.53 | 1.13 |
| Sortino Ratio | 2.16 | 1.65 |
| Omega Ratio | 1.27 | 1.21 |
| Calmar Ratio | 1.64 | 1.68 |
| Martin Ratio | 5.96 | 4.77 |
| Ulcer Index | 3.91% | 8.57% |
| Daily Std Dev | 15.26% | 36.04% |
| Max Drawdown | -23.84% | -81.70% |
| Current Drawdown | -4.30% | -11.60% |
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JPRE vs. FSELX - Expense Ratio Comparison
JPRE has a 0.50% expense ratio, which is lower than FSELX's 0.68% expense ratio.
Correlation
The correlation between JPRE and FSELX is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
JPRE vs. FSELX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Realty Income ETF (JPRE) 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.
Dividends
JPRE vs. FSELX - Dividend Comparison
JPRE's dividend yield for the trailing twelve months is around 2.20%, more than FSELX's 0.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPRE JPMorgan Realty Income ETF | 2.20% | 3.26% | 10.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FSELX Fidelity Select Semiconductors Portfolio | 0.07% | 0.10% | 0.18% | 0.04% | 0.51% | 0.76% | 0.76% | 1.04% | 0.71% | 16.31% | 3.48% | 0.61% |
Drawdowns
JPRE vs. FSELX - Drawdown Comparison
The maximum JPRE drawdown since its inception was -23.84%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for JPRE and FSELX. For additional features, visit the drawdowns tool.
Volatility
JPRE vs. FSELX - Volatility Comparison
The current volatility for JPMorgan Realty Income ETF (JPRE) is 4.52%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 9.31%. This indicates that JPRE 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.