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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.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-7.02%
0
RYSIX
FSELX

Key characteristics

Sharpe Ratio

RYSIX:

0.56

FSELX:

1.20

Sortino Ratio

RYSIX:

0.96

FSELX:

1.72

Omega Ratio

RYSIX:

1.12

FSELX:

1.22

Calmar Ratio

RYSIX:

0.77

FSELX:

1.79

Martin Ratio

RYSIX:

1.80

FSELX:

4.99

Ulcer Index

RYSIX:

10.67%

FSELX:

8.74%

Daily Std Dev

RYSIX:

34.17%

FSELX:

36.37%

Max Drawdown

RYSIX:

-88.67%

FSELX:

-81.70%

Current Drawdown

RYSIX:

-14.85%

FSELX:

-8.69%

Returns By Period

In the year-to-date period, RYSIX achieves a 18.02% return, which is significantly lower than FSELX's 42.52% return. Over the past 10 years, RYSIX has outperformed FSELX with an annualized return of 18.42%, while FSELX has yielded a comparatively lower 17.30% annualized return.


RYSIX

YTD

18.02%

1M

1.61%

6M

-7.02%

1Y

18.82%

5Y*

20.57%

10Y*

18.42%

FSELX

YTD

42.52%

1M

0.26%

6M

0.00%

1Y

43.40%

5Y*

22.64%

10Y*

17.30%

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 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 0.56, compared to the broader market-1.000.001.002.003.004.000.561.20
The chart of Sortino ratio for RYSIX, currently valued at 0.96, compared to the broader market-2.000.002.004.006.008.0010.000.961.72
The chart of Omega ratio for RYSIX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.003.501.121.22
The chart of Calmar ratio for RYSIX, currently valued at 0.77, compared to the broader market0.002.004.006.008.0010.0012.0014.000.771.79
The chart of Martin ratio for RYSIX, currently valued at 1.80, compared to the broader market0.0020.0040.0060.001.804.99
RYSIX
FSELX

The current RYSIX Sharpe Ratio is 0.56, which is lower than the FSELX Sharpe Ratio of 1.20. 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.56
1.20
RYSIX
FSELX

Dividends

RYSIX vs. FSELX - Dividend Comparison

Neither RYSIX nor FSELX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
RYSIX
Rydex Electronics Fund
0.00%0.00%0.00%0.00%0.00%0.01%0.00%0.05%0.00%0.16%0.00%0.06%
FSELX
Fidelity Select Semiconductors Portfolio
0.00%0.10%0.18%0.04%0.51%0.76%0.76%1.04%0.71%16.31%3.48%0.61%

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.85%
-8.69%
RYSIX
FSELX

Volatility

RYSIX vs. FSELX - Volatility Comparison

Rydex Electronics Fund (RYSIX) and Fidelity Select Semiconductors Portfolio (FSELX) have volatilities of 8.59% and 8.75%, 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.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
8.59%
8.75%
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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