SELX vs. FSELX

Last updated Jun 3, 2026

SELX (Semilux International Ltd) is a stock, while FSELX (Fidelity Select Semiconductors Portfolio) is Semiconductors fund managed by Fidelity. Over the past year, SELX returned -80.88% vs 166.37% for FSELX. At a correlation of -0.02, they often move in opposite directions.

Performance

SELX vs. FSELX - Performance Comparison

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

Returns By Period

In the year-to-date period, SELX achieves a -63.73% return, which is significantly lower than FSELX's 85.56% return.

SELX

• 1D: 5.19%
• 1M: -28.11%
• YTD: -63.73%
• 6M: -53.48%
• 1Y: -80.88%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FSELX

• 1D: 6.35%
• 1M: 26.53%
• YTD: 85.56%
• 6M: 83.27%
• 1Y: 166.37%
• 3Y*: 68.85%
• 5Y*: 46.95%
• 10Y*: 39.21%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SELX vs. FSELX - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SELX Semilux International Ltd	-63.73%	-46.77%	-43.64%
FSELX Fidelity Select Semiconductors Portfolio	85.56%	52.17%	30.66%

Correlation

The correlation between SELX and FSELX is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.05
Correlation (All Time) Calculated using the full available price history since Feb 20, 2024	-0.02

Return for Risk

SELX vs. FSELX — Risk / Return Rank

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

SELX

SELX Risk / Return Rank: 12
SELX Sharpe Ratio Rank: 18
SELX Sortino Ratio Rank: 17
SELX Omega Ratio Rank: 18
SELX Calmar Ratio Rank: 4
SELX Martin Ratio Rank: 4

FSELX

FSELX Risk / Return Rank: 97
FSELX Sharpe Ratio Rank: 99
FSELX Sortino Ratio Rank: 96
FSELX Omega Ratio Rank: 93
FSELX Calmar Ratio Rank: 99
FSELX Martin Ratio Rank: 99

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SELX vs. FSELX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Semilux International Ltd (SELX) 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.

	SELX	FSELX	Difference
Sharpe ratio Return per unit of total volatility	-0.51	5.35	-5.86
Sortino ratio Return per unit of downside risk	-0.59	5.23	-5.82
Omega ratio Gain probability vs. loss probability	0.93	1.71	-0.78
Calmar ratio Return relative to maximum drawdown	-0.95	12.18	-13.13
Martin ratio Return relative to average drawdown	-1.55	46.77	-48.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SELX vs. FSELX - Sharpe Ratio Comparison

The current SELX Sharpe Ratio is -0.51, which is lower than the FSELX Sharpe Ratio of 5.35. The chart below compares the historical Sharpe Ratios of SELX and FSELX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SELX	FSELX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.51	5.35	-5.86
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.21	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.12	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.44	0.55	-0.99

Drawdowns

SELX vs. FSELX - Drawdown Comparison

The maximum SELX drawdown since its inception was -91.46%, which is greater than FSELX's maximum drawdown of -82.54%. Use the drawdown chart below to compare losses from any high point for SELX and FSELX.

Drawdown Indicators

	SELX	FSELX	Difference
Max Drawdown Largest peak-to-trough decline	-91.46%	-82.54%	-8.92%
Max Drawdown (1Y) Largest decline over 1 year	-84.18%	-14.38%	-69.80%
Max Drawdown (3Y) Largest decline over 3 years	—	-36.31%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-46.37%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-46.37%	—
Current Drawdown Current decline from peak	-89.12%	0.00%	-89.12%
Average Drawdown Average peak-to-trough decline	-53.83%	-28.70%	-25.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	51.72%	3.74%	+47.98%

Volatility

SELX vs. FSELX - Volatility Comparison

Semilux International Ltd (SELX) has a higher volatility of 51.25% compared to Fidelity Select Semiconductors Portfolio (FSELX) at 12.01%. This indicates that SELX's price experiences larger fluctuations and is considered to be riskier than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SELX	FSELX	Difference
Volatility (1M) Calculated over the trailing 1-month period	51.25%	12.01%	+39.24%
Volatility (6M) Calculated over the trailing 6-month period	110.22%	25.42%	+84.80%
Volatility (1Y) Calculated over the trailing 1-year period	158.89%	32.74%	+126.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	141.90%	38.97%	+102.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	141.90%	35.07%	+106.83%

Dividends

SELX vs. FSELX - Dividend Comparison

SELX has not paid dividends to shareholders, while FSELX's dividend yield for the trailing twelve months is around 8.83%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FSELX Fidelity Select Semiconductors Portfolio	8.83%	11.11%	7.97%	7.20%	6.69%	6.99%	8.13%	3.36%	26.80%	14.44%	3.82%	15.22%
SELX Semilux International Ltd	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SELX and FSELX in my portfolio?

SELX and FSELX have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SELX or FSELX?

SELX has higher volatility (51.25%) compared to FSELX (12.01%). In terms of maximum drawdown, SELX dropped -91.46% vs FSELX's -82.54%.

Which has better risk-adjusted returns?

FSELX currently has the higher Sharpe Ratio (5.35 vs -0.51), 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.