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

Correlation

The correlation between RYSIX and FSELX is 0.96, 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.


-0.50.00.51.01.0

Performance

RYSIX vs. FSELX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
1.71%
6.33%
RYSIX
FSELX

Key characteristics

Sharpe Ratio

RYSIX:

0.37

FSELX:

0.71

Sortino Ratio

RYSIX:

0.71

FSELX:

1.14

Omega Ratio

RYSIX:

1.09

FSELX:

1.15

Calmar Ratio

RYSIX:

0.52

FSELX:

1.11

Martin Ratio

RYSIX:

1.06

FSELX:

2.83

Ulcer Index

RYSIX:

12.13%

FSELX:

9.55%

Daily Std Dev

RYSIX:

35.25%

FSELX:

38.24%

Max Drawdown

RYSIX:

-88.67%

FSELX:

-81.70%

Current Drawdown

RYSIX:

-12.43%

FSELX:

-6.76%

Returns By Period

In the year-to-date period, RYSIX achieves a 5.82% return, which is significantly higher than FSELX's 5.44% return. Over the past 10 years, RYSIX has outperformed FSELX with an annualized return of 18.34%, while FSELX has yielded a comparatively lower 17.16% annualized return.


RYSIX

YTD

5.82%

1M

-2.03%

6M

1.71%

1Y

15.59%

5Y*

20.59%

10Y*

18.34%

FSELX

YTD

5.44%

1M

-1.34%

6M

6.33%

1Y

30.66%

5Y*

22.80%

10Y*

17.16%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RYSIX vs. FSELX - Expense Ratio Comparison

RYSIX has a 1.36% expense ratio, which is higher than FSELX's 0.68% expense ratio.


RYSIX
Rydex Electronics Fund
Expense ratio chart for RYSIX: current value at 1.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.36%
Expense ratio chart for FSELX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%

Risk-Adjusted Performance

RYSIX vs. FSELX — Risk-Adjusted Performance Rank

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

RYSIX
The Risk-Adjusted Performance Rank of RYSIX is 2222
Overall Rank
The Sharpe Ratio Rank of RYSIX is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of RYSIX is 2020
Sortino Ratio Rank
The Omega Ratio Rank of RYSIX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of RYSIX is 4141
Calmar Ratio Rank
The Martin Ratio Rank of RYSIX is 1616
Martin Ratio Rank

FSELX
The Risk-Adjusted Performance Rank of FSELX is 4444
Overall Rank
The Sharpe Ratio Rank of FSELX is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of FSELX is 3939
Sortino Ratio Rank
The Omega Ratio Rank of FSELX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of FSELX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of FSELX is 4444
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.

RYSIX vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Electronics Fund (RYSIX) 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.


Sharpe ratio
The chart of Sharpe ratio for RYSIX, currently valued at 0.37, compared to the broader market-1.000.001.002.003.004.000.370.71
The chart of Sortino ratio for RYSIX, currently valued at 0.71, compared to the broader market0.002.004.006.008.0010.0012.000.711.14
The chart of Omega ratio for RYSIX, currently valued at 1.09, compared to the broader market1.002.003.004.001.091.15
The chart of Calmar ratio for RYSIX, currently valued at 0.52, compared to the broader market0.005.0010.0015.0020.000.521.11
The chart of Martin ratio for RYSIX, currently valued at 1.06, compared to the broader market0.0020.0040.0060.0080.001.062.83
RYSIX
FSELX

The current RYSIX Sharpe Ratio is 0.37, which is lower than the FSELX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of RYSIX 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.37
0.71
RYSIX
FSELX

Dividends

RYSIX vs. FSELX - Dividend Comparison

Neither RYSIX nor FSELX has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
RYSIX
Rydex Electronics Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.01%0.00%0.05%0.00%0.16%0.00%
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

RYSIX vs. FSELX - Drawdown Comparison

The maximum RYSIX drawdown since its inception was -88.67%, which is greater than FSELX's maximum drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for RYSIX and FSELX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%SeptemberOctoberNovemberDecember2025February
-12.43%
-6.76%
RYSIX
FSELX

Volatility

RYSIX vs. FSELX - Volatility Comparison

The current volatility for Rydex Electronics Fund (RYSIX) is 11.96%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 14.56%. This indicates that RYSIX experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%SeptemberOctoberNovemberDecember2025February
11.96%
14.56%
RYSIX
FSELX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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