SCHLX vs. FSHCX
SCHLX (DWS Health and Wellness Fund) and FSHCX (Fidelity Select Health Care Services Portfolio) are both Health & Biotech Equities funds. Over the past 10 years, SCHLX returned 8.08%/yr vs 9.81%/yr for FSHCX. A 0.71 correlation means they provide meaningful diversification when combined. SCHLX charges 0.84%/yr vs 0.71%/yr for FSHCX.
Performance
SCHLX vs. FSHCX - Performance Comparison
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Returns By Period
In the year-to-date period, SCHLX achieves a 0.99% return, which is significantly lower than FSHCX's 19.38% return. Over the past 10 years, SCHLX has underperformed FSHCX with an annualized return of 8.08%, while FSHCX has yielded a comparatively higher 9.81% annualized return.
SCHLX
- 1D
- -0.16%
- 1M
- 5.13%
- 6M
- -1.06%
- YTD
- 0.99%
- 1Y
- 15.29%
- 3Y*
- 7.74%
- 5Y*
- 4.20%
- 10Y*
- 8.08%
FSHCX
- 1D
- 0.57%
- 1M
- 7.47%
- 6M
- 16.78%
- YTD
- 19.38%
- 1Y
- 31.05%
- 3Y*
- 4.59%
- 5Y*
- 2.92%
- 10Y*
- 9.81%
SCHLX vs. FSHCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHLX DWS Health and Wellness Fund | 0.99% | 12.67% | 3.62% | 5.56% | -7.22% | 15.43% | 15.40% | 22.40% | 3.50% | 19.37% |
FSHCX Fidelity Select Health Care Services Portfolio | 19.38% | 3.85% | -13.21% | 1.52% | 0.86% | 20.22% | 18.58% | 19.91% | 10.17% | 24.46% |
Correlation
The correlation between SCHLX and FSHCX is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 1999 | 0.71 |
The correlation between SCHLX and FSHCX shifts across timeframes, from 0.52 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SCHLX vs. FSHCX — Risk / Return Rank
SCHLX
FSHCX
SCHLX vs. FSHCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Health and Wellness Fund (SCHLX) and Fidelity Select Health Care Services Portfolio (FSHCX). 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.
| SCHLX | FSHCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.27 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.14 | 1.74 | -0.59 |
| Martin ratioReturn relative to average drawdown | 2.56 | 5.40 | -2.84 |
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Drawdowns
SCHLX vs. FSHCX - Drawdown Comparison
The maximum SCHLX drawdown since its inception was -45.46%, smaller than the maximum FSHCX drawdown of -57.81%. Use the drawdown chart below to compare losses from any high point for SCHLX and FSHCX.
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Drawdown Indicators
| SCHLX | FSHCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.46% | -57.81% | +12.35% |
Max Drawdown (1Y)Largest decline over 1 year | -13.08% | -16.65% | +3.57% |
Max Drawdown (3Y)Largest decline over 3 years | -17.73% | -29.52% | +11.79% |
Max Drawdown (5Y)Largest decline over 5 years | -18.62% | -29.52% | +10.90% |
Max Drawdown (10Y)Largest decline over 10 years | -27.47% | -35.48% | +8.01% |
Current DrawdownCurrent decline from peak | -2.47% | -0.45% | -2.02% |
Average DrawdownAverage peak-to-trough decline | -9.16% | -11.35% | +2.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.80% | 5.45% | +0.35% |
Volatility
SCHLX vs. FSHCX - Volatility Comparison
DWS Health and Wellness Fund (SCHLX) has a higher volatility of 5.72% compared to Fidelity Select Health Care Services Portfolio (FSHCX) at 5.28%. This indicates that SCHLX's price experiences larger fluctuations and is considered to be riskier than FSHCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHLX | FSHCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.72% | 5.28% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 11.69% | 15.95% | -4.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.68% | 20.10% | -4.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.00% | 19.32% | -4.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.69% | 21.50% | -4.81% |
SCHLX vs. FSHCX - Expense Ratio Comparison
SCHLX has a 0.84% expense ratio, which is higher than FSHCX's 0.71% expense ratio.
Dividends
SCHLX vs. FSHCX - Dividend Comparison
SCHLX's dividend yield for the trailing twelve months is around 5.15%, more than FSHCX's 0.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSHCX Fidelity Select Health Care Services Portfolio | 0.63% | 0.75% | 16.63% | 0.57% | 5.32% | 7.09% | 0.76% | 0.27% | 12.92% | 13.41% | 4.62% | 4.06% |
SCHLX DWS Health and Wellness Fund | 5.15% | 5.21% | 1.19% | 5.29% | 1.77% | 9.02% | 9.13% | 9.88% | 11.48% | 6.52% | 2.84% | 16.39% |
Frequently Asked Questions
SCHLX and FSHCX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCHLX has higher volatility (5.72%) compared to FSHCX (5.28%). In terms of maximum drawdown, SCHLX dropped -45.46% vs FSHCX's -57.81%.
FSHCX currently has the higher Sharpe Ratio (1.44 vs 0.95), 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.
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