RYSIX vs. FSELX
Compare and contrast key facts about Rydex Electronics Fund (RYSIX) and Fidelity Select Semiconductors Portfolio (FSELX).
RYSIX is managed by Rydex Funds. It was launched on Mar 31, 1998. FSELX is managed by Fidelity. It was launched on Jul 29, 1985.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RYSIX or FSELX.
Performance
RYSIX vs. FSELX - Performance Comparison
Returns By Period
In the year-to-date period, RYSIX achieves a 14.70% return, which is significantly lower than FSELX's 40.54% return. Both investments have delivered pretty close results over the past 10 years, with RYSIX having a 18.67% annualized return and FSELX not far behind at 18.12%.
RYSIX
14.70%
-5.78%
-4.24%
25.96%
22.29%
18.67%
FSELX
40.54%
-3.57%
4.32%
43.33%
23.85%
18.12%
Key characteristics
| RYSIX | FSELX | |
|---|---|---|
| Sharpe Ratio | 0.83 | 1.13 |
| Sortino Ratio | 1.27 | 1.64 |
| Omega Ratio | 1.16 | 1.21 |
| Calmar Ratio | 1.13 | 1.68 |
| Martin Ratio | 2.93 | 4.74 |
| Ulcer Index | 9.58% | 8.62% |
| Daily Std Dev | 33.85% | 36.05% |
| Max Drawdown | -88.67% | -81.70% |
| Current Drawdown | -17.25% | -9.96% |
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RYSIX vs. FSELX - Expense Ratio Comparison
RYSIX has a 1.36% expense ratio, which is higher than FSELX's 0.68% expense ratio.
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.
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.
Dividends
RYSIX vs. FSELX - Dividend Comparison
RYSIX has not paid dividends to shareholders, while FSELX's dividend yield for the trailing twelve months is around 0.07%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 0.07% | 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.
Volatility
RYSIX vs. FSELX - Volatility Comparison
The current volatility for Rydex Electronics Fund (RYSIX) is 8.63%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 9.49%. 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.