SELX vs. FSELX

Last updated Aug 1, 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 -69.09% vs 83.24% for FSELX. Their -0.01 correlation means they have often moved in opposite directions in the past.

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 -56.58% return, which is significantly lower than FSELX's 48.22% return.

SELX

• 1D: 0.00%
• 1M: 0.00%
• 6M: -55.26%
• YTD: -56.58%
• 1Y: -69.09%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: -63.39%

FSELX

• 1D: 7.17%
• 1M: -8.92%
• 6M: 32.88%
• YTD: 48.22%
• 1Y: 83.24%
• 3Y*: 50.94%
• 5Y*: 38.34%
• 10Y*: 35.08%
• ALL TIME*: 16.72%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FSELX Fidelity Select Semiconductors Portfolio	$0.00	$0.00	$0.00
SELX Semilux International Ltd	$0.00	$0.00	$1.42M

SELX vs. FSELX - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SELX Semilux International Ltd	-56.58%	-46.77%	-63.23%
FSELX Fidelity Select Semiconductors Portfolio	48.22%	52.17%	29.50%

Correlation

The correlation between SELX and FSELX is -0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.03
Correlation (All Time) Calculated using the full available price history since Feb 16, 2024	-0.01

Return for Risk

SELX vs. FSELX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SELX

SELX Risk / Return Rank: 23
SELX Sharpe Ratio Rank: 26
SELX Sortino Ratio Rank: 34
SELX Omega Ratio Rank: 35
SELX Calmar Ratio Rank: 10
SELX Martin Ratio Rank: 10

FSELX

FSELX Risk / Return Rank: 80
FSELX Sharpe Ratio Rank: 81
FSELX Sortino Ratio Rank: 72
FSELX Omega Ratio Rank: 72
FSELX Calmar Ratio Rank: 86
FSELX Martin Ratio Rank: 90

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.

	SELX	FSELX	Difference
Sharpe ratio: Return per unit of total volatility	-0.41	1.91	-2.32
Sortino ratio: Return per unit of downside risk	0.07	2.35	-2.27
Omega ratio: Gain probability vs. loss probability	1.01	1.31	-0.30
Calmar ratio: Return relative to maximum drawdown	-0.85	2.90	-3.75
Martin ratio: Return relative to average drawdown	-1.35	12.21	-13.55

SELX vs. FSELX - Sharpe Ratio Comparison

The current SELX Sharpe Ratio is -0.41, which is lower than the FSELX Sharpe Ratio of 1.91. 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.

Drawdowns

SELX vs. FSELX - Drawdown Comparison

The maximum SELX drawdown since its inception was -94.43%, 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	-94.43%	-82.54%	-11.89%
Max Drawdown (1Y) Largest decline over 1 year	-81.10%	-26.87%	-54.23%
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	-91.50%	-21.63%	-69.87%
Average Drawdown Average peak-to-trough decline	-71.25%	-28.63%	-42.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	51.30%	6.37%	+44.93%

Volatility

SELX vs. FSELX - Volatility Comparison

The current volatility for Semilux International Ltd (SELX) is 0.00%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 16.75%. This indicates that SELX 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.

Volatility by Period

	SELX	FSELX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.00%	16.75%	-16.75%
Volatility (6M) Calculated over the trailing 6-month period	112.01%	34.43%	+77.58%
Volatility (1Y) Calculated over the trailing 1-year period	169.61%	40.79%	+128.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	144.77%	40.42%	+104.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	144.77%	35.84%	+108.93%

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 11.05%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FSELX Fidelity Select Semiconductors Portfolio	11.05%	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 -0.03, 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?

FSELX has higher volatility (16.75%) compared to SELX (0.00%). In terms of maximum drawdown, SELX dropped -94.43% vs FSELX's -82.54%.

Which has better risk-adjusted returns?

FSELX currently has the higher Sharpe Ratio (1.91 vs -0.41), 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.