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RTH vs. FSRPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RTH vs. FSRPX - Performance Comparison

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

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Returns By Period

In the year-to-date period, RTH achieves a 7.50% return, which is significantly higher than FSRPX's 4.39% return. Over the past 10 years, RTH has outperformed FSRPX with an annualized return of 14.09%, while FSRPX has yielded a comparatively lower 11.92% annualized return.


RTH

1D
2.96%
1M
3.43%
6M
2.95%
YTD
7.50%
1Y
13.69%
3Y*
15.58%
5Y*
9.75%
10Y*
14.09%
ALL TIME*
9.86%

FSRPX

1D
-0.45%
1M
0.80%
6M
0.79%
YTD
4.39%
1Y
-3.17%
3Y*
9.97%
5Y*
2.51%
10Y*
11.92%
ALL TIME*
13.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$1.33M$1.20M$1.33M

RTH vs. FSRPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RTH
VanEck Retail ETF
7.50%12.36%20.02%20.07%-17.67%24.94%31.62%29.06%3.87%22.45%
FSRPX
Fidelity Select Retailing Portfolio
4.39%-4.15%23.28%26.94%-29.44%18.25%44.27%26.33%4.58%25.55%

Correlation

The correlation between RTH and FSRPX is 0.87, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.87

Correlation (3Y)
Balances recent behavior with more history.

0.89

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.92

Correlation (10Y)
Provides a long-term view across more market conditions.

0.91

Correlation (All Time)
Calculated using the full available price history since May 17, 2001

0.90

The correlation between RTH and FSRPX has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.

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Return for Risk

RTH vs. FSRPX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RTH
RTH Risk / Return Rank: 3939
Overall Rank
RTH Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
RTH Sortino Ratio Rank: 3939
Sortino Ratio Rank
RTH Omega Ratio Rank: 3535
Omega Ratio Rank
RTH Calmar Ratio Rank: 4444
Calmar Ratio Rank
RTH Martin Ratio Rank: 4141
Martin Ratio Rank

FSRPX
FSRPX Risk / Return Rank: 22
Overall Rank
FSRPX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FSRPX Sortino Ratio Rank: 33
Sortino Ratio Rank
FSRPX Omega Ratio Rank: 22
Omega Ratio Rank
FSRPX Calmar Ratio Rank: 22
Calmar Ratio Rank
FSRPX Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RTH vs. FSRPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RTHFSRPXDifference
Sharpe ratioReturn per unit of total volatility

+1.20

Sortino ratioReturn per unit of downside risk

+1.69

Omega ratioGain probability vs. loss probability

1.17

0.97

+0.20

Calmar ratioReturn relative to maximum drawdown

1.57

-0.31

+1.88

Martin ratioReturn relative to average drawdown

4.34

-0.64

+4.98

RTH vs. FSRPX - Sharpe Ratio Comparison

The current RTH Sharpe Ratio is 0.93, which is higher than the FSRPX Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of RTH and FSRPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RTH vs. FSRPX - Drawdown Comparison

The maximum RTH drawdown since its inception was -42.32%, smaller than the maximum FSRPX drawdown of -55.75%. Use the drawdown chart below to compare losses from any high point for RTH and FSRPX.


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Drawdown Indicators


RTHFSRPXDifference

Max Drawdown

Largest peak-to-trough decline

-42.32%

-55.75%

+13.43%

Max Drawdown (1Y)

Largest decline over 1 year

-7.83%

-17.79%

+9.96%

Max Drawdown (3Y)

Largest decline over 3 years

-13.80%

-22.58%

+8.78%

Max Drawdown (5Y)

Largest decline over 5 years

-25.00%

-39.01%

+14.01%

Max Drawdown (10Y)

Largest decline over 10 years

-25.00%

-39.01%

+14.01%

Current Drawdown

Current decline from peak

-0.65%

-9.32%

+8.67%

Average Drawdown

Average peak-to-trough decline

-7.32%

-9.09%

+1.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

8.54%

-5.71%

Volatility

RTH vs. FSRPX - Volatility Comparison

VanEck Retail ETF (RTH) has a higher volatility of 5.18% compared to Fidelity Select Retailing Portfolio (FSRPX) at 4.65%. This indicates that RTH's price experiences larger fluctuations and is considered to be riskier than FSRPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RTHFSRPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.18%

4.65%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

10.54%

12.28%

-1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

13.28%

19.96%

-6.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.96%

22.81%

-5.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.62%

21.65%

-4.03%

RTH vs. FSRPX - Expense Ratio Comparison

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


Dividends

RTH vs. FSRPX - Dividend Comparison

RTH's dividend yield for the trailing twelve months is around 0.90%, less than FSRPX's 6.57% yield.


PositionTTM20252024202320222021202020192018201720162015
FSRPX
Fidelity Select Retailing Portfolio
6.57%8.75%12.41%7.40%2.90%15.92%6.82%2.13%2.17%3.37%0.14%1.22%
RTH
VanEck Retail ETF
0.90%0.97%0.77%1.07%1.16%0.78%0.64%0.91%1.05%1.56%1.84%2.25%

Frequently Asked Questions


RTH and FSRPX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RTH has higher volatility (5.18%) compared to FSRPX (4.65%). In terms of maximum drawdown, RTH dropped -42.32% vs FSRPX's -55.75%.

RTH currently has the higher Sharpe Ratio (0.93 vs -0.28), 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.

Portfolio Optimizer

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