MOGLX vs. FSTCX
MOGLX (Gabelli Media Mogul Fund) and FSTCX (Fidelity Select Telecommunications Portfolio) are both Communications Equities funds. Over the past 5 years, MOGLX returned -0.53%/yr vs 6.30%/yr for FSTCX. A 0.68 correlation means they provide meaningful diversification when combined. MOGLX charges 0.90%/yr vs 0.79%/yr for FSTCX.
Performance
MOGLX vs. FSTCX - Performance Comparison
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Returns By Period
In the year-to-date period, MOGLX achieves a 8.63% return, which is significantly lower than FSTCX's 24.05% return.
MOGLX
- 1D
- -0.43%
- 1M
- 0.00%
- YTD
- 8.63%
- 6M
- 17.32%
- 1Y
- 29.45%
- 3Y*
- 13.74%
- 5Y*
- -0.53%
- 10Y*
- —
FSTCX
- 1D
- 1.27%
- 1M
- 6.16%
- YTD
- 24.05%
- 6M
- 23.79%
- 1Y
- 31.22%
- 3Y*
- 24.53%
- 5Y*
- 6.30%
- 10Y*
- 8.13%
MOGLX vs. FSTCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MOGLX Gabelli Media Mogul Fund | 8.63% | 22.85% | 1.12% | 10.23% | -31.12% | 7.69% | 0.25% | 5.24% |
FSTCX Fidelity Select Telecommunications Portfolio | 24.05% | 11.63% | 21.18% | 7.29% | -16.99% | -2.69% | 20.63% | 9.52% |
Correlation
The correlation between MOGLX and FSTCX is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Apr 2, 2019 | 0.68 |
Over the past year, the correlation between MOGLX and FSTCX has dropped to 0.41 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
MOGLX vs. FSTCX — Risk / Return Rank
MOGLX
FSTCX
MOGLX vs. FSTCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gabelli Media Mogul Fund (MOGLX) and Fidelity Select Telecommunications Portfolio (FSTCX). 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.
| MOGLX | FSTCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.32 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.03 | 3.89 | +0.14 |
| Martin ratioReturn relative to average drawdown | 10.56 | 11.43 | -0.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MOGLX | FSTCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 1.94 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 0.36 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.47 | -0.37 |
Drawdowns
MOGLX vs. FSTCX - Drawdown Comparison
The maximum MOGLX drawdown since its inception was -45.76%, smaller than the maximum FSTCX drawdown of -82.81%. Use the drawdown chart below to compare losses from any high point for MOGLX and FSTCX.
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Drawdown Indicators
| MOGLX | FSTCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.76% | -82.81% | +37.05% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -8.24% | +0.94% |
Max Drawdown (3Y)Largest decline over 3 years | -16.55% | -11.00% | -5.55% |
Max Drawdown (5Y)Largest decline over 5 years | -40.66% | -33.14% | -7.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.08% | — |
Current DrawdownCurrent decline from peak | -9.38% | -0.97% | -8.41% |
Average DrawdownAverage peak-to-trough decline | -21.59% | -24.64% | +3.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 2.80% | -0.02% |
Volatility
MOGLX vs. FSTCX - Volatility Comparison
The current volatility for Gabelli Media Mogul Fund (MOGLX) is 2.03%, while Fidelity Select Telecommunications Portfolio (FSTCX) has a volatility of 5.29%. This indicates that MOGLX experiences smaller price fluctuations and is considered to be less risky than FSTCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MOGLX | FSTCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.03% | 5.29% | -3.26% |
Volatility (6M)Calculated over the trailing 6-month period | 9.26% | 13.09% | -3.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.72% | 16.50% | -2.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.09% | 17.70% | +0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.68% | 17.99% | +3.69% |
MOGLX vs. FSTCX - Expense Ratio Comparison
MOGLX has a 0.90% expense ratio, which is higher than FSTCX's 0.79% expense ratio.
Dividends
MOGLX vs. FSTCX - Dividend Comparison
MOGLX's dividend yield for the trailing twelve months is around 4.12%, more than FSTCX's 2.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSTCX Fidelity Select Telecommunications Portfolio | 2.36% | 2.57% | 2.19% | 3.72% | 8.13% | 15.37% | 8.11% | 3.33% | 3.23% | 19.90% | 6.40% | 1.99% |
MOGLX Gabelli Media Mogul Fund | 4.12% | 0.49% | 1.44% | 0.93% | 1.33% | 2.09% | 0.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MOGLX and FSTCX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSTCX has higher volatility (5.29%) compared to MOGLX (2.03%). In terms of maximum drawdown, MOGLX dropped -45.76% vs FSTCX's -82.81%.
MOGLX currently has the higher Sharpe Ratio (2.15 vs 1.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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