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PSI vs. FSELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PSI and FSELX is 0.75, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

PSI vs. FSELX - Performance Comparison

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

700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%1,300.00%NovemberDecember2025FebruaryMarchApril
923.58%
759.21%
PSI
FSELX

Key characteristics

Sharpe Ratio

PSI:

-0.22

FSELX:

-0.16

Sortino Ratio

PSI:

-0.01

FSELX:

0.09

Omega Ratio

PSI:

1.00

FSELX:

1.01

Calmar Ratio

PSI:

-0.25

FSELX:

-0.19

Martin Ratio

PSI:

-0.62

FSELX:

-0.51

Ulcer Index

PSI:

16.39%

FSELX:

14.59%

Daily Std Dev

PSI:

46.12%

FSELX:

46.66%

Max Drawdown

PSI:

-62.96%

FSELX:

-81.70%

Current Drawdown

PSI:

-29.94%

FSELX:

-30.83%

Returns By Period

In the year-to-date period, PSI achieves a -19.35% return, which is significantly higher than FSELX's -21.78% return. Over the past 10 years, PSI has outperformed FSELX with an annualized return of 18.60%, while FSELX has yielded a comparatively lower 13.69% annualized return.


PSI

YTD

-19.35%

1M

-6.04%

6M

-18.10%

1Y

-14.29%

5Y*

17.85%

10Y*

18.60%

FSELX

YTD

-21.78%

1M

-8.08%

6M

-26.05%

1Y

-13.20%

5Y*

20.30%

10Y*

13.69%

*Annualized

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PSI vs. FSELX - Expense Ratio Comparison

PSI has a 0.56% expense ratio, which is lower than FSELX's 0.68% expense ratio.


Expense ratio chart for FSELX: current value is 0.68%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSELX: 0.68%
Expense ratio chart for PSI: current value is 0.56%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PSI: 0.56%

Risk-Adjusted Performance

PSI vs. FSELX — Risk-Adjusted Performance Rank

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

PSI
The Risk-Adjusted Performance Rank of PSI is 1212
Overall Rank
The Sharpe Ratio Rank of PSI is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of PSI is 1616
Sortino Ratio Rank
The Omega Ratio Rank of PSI is 1616
Omega Ratio Rank
The Calmar Ratio Rank of PSI is 88
Calmar Ratio Rank
The Martin Ratio Rank of PSI is 1111
Martin Ratio Rank

FSELX
The Risk-Adjusted Performance Rank of FSELX is 1717
Overall Rank
The Sharpe Ratio Rank of FSELX is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of FSELX is 2222
Sortino Ratio Rank
The Omega Ratio Rank of FSELX is 2222
Omega Ratio Rank
The Calmar Ratio Rank of FSELX is 1010
Calmar Ratio Rank
The Martin Ratio Rank of FSELX is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PSI vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Semiconductors ETF (PSI) 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.


The chart of Sharpe ratio for PSI, currently valued at -0.22, compared to the broader market-1.000.001.002.003.004.00
PSI: -0.22
FSELX: -0.16
The chart of Sortino ratio for PSI, currently valued at -0.01, compared to the broader market-2.000.002.004.006.008.00
PSI: -0.01
FSELX: 0.09
The chart of Omega ratio for PSI, currently valued at 1.00, compared to the broader market0.501.001.502.00
PSI: 1.00
FSELX: 1.01
The chart of Calmar ratio for PSI, currently valued at -0.25, compared to the broader market0.002.004.006.008.0010.0012.00
PSI: -0.25
FSELX: -0.19
The chart of Martin ratio for PSI, currently valued at -0.62, compared to the broader market0.0020.0040.0060.00
PSI: -0.62
FSELX: -0.51

The current PSI Sharpe Ratio is -0.22, which is lower than the FSELX Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of PSI and FSELX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.22
-0.16
PSI
FSELX

Dividends

PSI vs. FSELX - Dividend Comparison

PSI's dividend yield for the trailing twelve months is around 0.19%, while FSELX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
PSI
Invesco Dynamic Semiconductors ETF
0.19%0.15%0.40%0.61%0.14%0.21%0.52%0.83%0.21%0.68%0.16%1.77%
FSELX
Fidelity Select Semiconductors Portfolio
0.00%0.00%0.10%0.18%0.04%0.51%0.76%0.76%1.04%0.71%16.31%3.48%

Drawdowns

PSI vs. FSELX - Drawdown Comparison

The maximum PSI drawdown since its inception was -62.96%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for PSI and FSELX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-29.94%
-30.83%
PSI
FSELX

Volatility

PSI vs. FSELX - Volatility Comparison

Invesco Dynamic Semiconductors ETF (PSI) and Fidelity Select Semiconductors Portfolio (FSELX) have volatilities of 26.89% and 26.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
26.89%
26.53%
PSI
FSELX