PFC vs. FSELX

Last updated Apr 1, 2026

Compare and contrast key facts about Premier Financial Corp. (PFC) and Fidelity Select Semiconductors Portfolio (FSELX).

FSELX is managed by Fidelity. It was launched on Jul 29, 1985.

Performance

PFC vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Premier Financial Corp. (PFC) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

PFC vs. FSELX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PFC Premier Financial Corp.	0.00%	10.89%	12.21%	-4.71%	-9.02%	39.08%	-23.61%	32.02%	-3.57%	4.45%
FSELX Fidelity Select Semiconductors Portfolio	0.00%	52.17%	49.68%	78.49%	-35.27%	59.16%	44.33%	64.50%	-12.01%	34.51%

Returns By Period

PFC

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

FSELX

• 1D: -4.27%
• 1M: -9.75%
• YTD: 0.00%
• 6M: 7.40%
• 1Y: 85.27%
• 3Y*: 43.05%
• 5Y*: 30.67%
• 10Y*: 31.42%

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

Return for Risk

PFC vs. FSELX — Risk / Return Rank

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

FSELX

FSELX Risk / Return Rank: 94
FSELX Sharpe Ratio Rank: 93
FSELX Sortino Ratio Rank: 92
FSELX Omega Ratio Rank: 89
FSELX Calmar Ratio Rank: 98
FSELX Martin Ratio Rank: 98

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.

PFC vs. FSELX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Premier Financial Corp. (PFC) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	PFC	FSELX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.07	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.80	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.91	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.49	—

Correlation

The correlation between PFC and FSELX is 0.23, 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.

Dividends

PFC vs. FSELX - Dividend Comparison

PFC has not paid dividends to shareholders, while FSELX's dividend yield for the trailing twelve months is around 11.11%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PFC Premier Financial Corp.	0.00%	1.11%	4.85%	5.15%	4.45%	3.40%	3.83%	2.51%	2.61%	1.92%	1.73%	2.05%
FSELX Fidelity Select Semiconductors Portfolio	11.11%	11.11%	7.97%	7.20%	6.69%	6.99%	8.13%	3.36%	26.80%	14.44%	3.82%	15.22%

Drawdowns

Drawdown Indicators

	PFC	FSELX	Difference
Max Drawdown Largest peak-to-trough decline	—	-82.54%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-17.23%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-46.37%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-46.37%	—
Current Drawdown Current decline from peak	—	-14.38%	—
Average Drawdown Average peak-to-trough decline	—	-28.82%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.21%	—

Volatility

Volatility by Period

	PFC	FSELX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	10.47%	—
Volatility (6M) Calculated over the trailing 6-month period	—	24.91%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	40.89%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	38.58%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	34.71%	—