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RTH vs. FSRPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RTH and FSRPX is 0.79, 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.


Performance

RTH vs. FSRPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Retail ETF (RTH) and Fidelity Select Retailing Portfolio (FSRPX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

RTH:

1.01

FSRPX:

0.18

Sortino Ratio

RTH:

1.47

FSRPX:

0.33

Omega Ratio

RTH:

1.19

FSRPX:

1.04

Calmar Ratio

RTH:

1.13

FSRPX:

0.08

Martin Ratio

RTH:

3.93

FSRPX:

0.32

Ulcer Index

RTH:

3.99%

FSRPX:

8.75%

Daily Std Dev

RTH:

16.35%

FSRPX:

21.44%

Max Drawdown

RTH:

-41.79%

FSRPX:

-55.00%

Current Drawdown

RTH:

-3.43%

FSRPX:

-26.36%

Returns By Period

In the year-to-date period, RTH achieves a 4.38% return, which is significantly higher than FSRPX's -2.42% return. Over the past 10 years, RTH has outperformed FSRPX with an annualized return of 13.19%, while FSRPX has yielded a comparatively lower 7.94% annualized return.


RTH

YTD

4.38%

1M

4.78%

6M

4.06%

1Y

16.37%

5Y*

15.30%

10Y*

13.19%

FSRPX

YTD

-2.42%

1M

9.14%

6M

-5.53%

1Y

3.84%

5Y*

4.24%

10Y*

7.94%

*Annualized

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RTH vs. FSRPX - Expense Ratio Comparison

RTH has a 0.35% expense ratio, which is lower than FSRPX's 0.72% expense ratio.


Risk-Adjusted Performance

RTH vs. FSRPX — Risk-Adjusted Performance Rank

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

RTH
The Risk-Adjusted Performance Rank of RTH is 8080
Overall Rank
The Sharpe Ratio Rank of RTH is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of RTH is 8080
Sortino Ratio Rank
The Omega Ratio Rank of RTH is 7676
Omega Ratio Rank
The Calmar Ratio Rank of RTH is 8383
Calmar Ratio Rank
The Martin Ratio Rank of RTH is 7979
Martin Ratio Rank

FSRPX
The Risk-Adjusted Performance Rank of FSRPX is 2626
Overall Rank
The Sharpe Ratio Rank of FSRPX is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of FSRPX is 2727
Sortino Ratio Rank
The Omega Ratio Rank of FSRPX is 2525
Omega Ratio Rank
The Calmar Ratio Rank of FSRPX is 2323
Calmar Ratio Rank
The Martin Ratio Rank of FSRPX is 2424
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.

RTH vs. FSRPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Retail ETF (RTH) and Fidelity Select Retailing Portfolio (FSRPX). 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 current RTH Sharpe Ratio is 1.01, which is higher than the FSRPX Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of RTH and FSRPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

RTH vs. FSRPX - Dividend Comparison

RTH's dividend yield for the trailing twelve months is around 0.74%, less than FSRPX's 10.58% yield.


TTM20242023202220212020201920182017201620152014
RTH
VanEck Vectors Retail ETF
0.74%0.77%1.07%1.16%0.78%0.64%0.91%1.05%1.56%1.84%2.25%0.41%
FSRPX
Fidelity Select Retailing Portfolio
10.58%12.41%7.40%2.90%15.92%6.82%2.13%2.17%3.60%0.14%1.32%7.99%

Drawdowns

RTH vs. FSRPX - Drawdown Comparison

The maximum RTH drawdown since its inception was -41.79%, smaller than the maximum FSRPX drawdown of -55.00%. Use the drawdown chart below to compare losses from any high point for RTH and FSRPX. For additional features, visit the drawdowns tool.


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Volatility

RTH vs. FSRPX - Volatility Comparison

The current volatility for VanEck Vectors Retail ETF (RTH) is 5.28%, while Fidelity Select Retailing Portfolio (FSRPX) has a volatility of 6.47%. This indicates that RTH experiences smaller price fluctuations and is considered to be less risky than FSRPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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