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VCAR vs. FSELX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCAR vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Volt RoboCar Disruption and Tech ETF (VCAR) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

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VCAR vs. FSELX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VCAR
Simplify Volt RoboCar Disruption and Tech ETF
-22.35%-14.73%152.27%58.33%-61.11%18.52%4.79%
FSELX
Fidelity Select Semiconductors Portfolio
0.00%52.17%49.68%78.49%-35.27%59.16%2.14%

Returns By Period


VCAR

1D
4.57%
1M
-10.10%
YTD
-22.35%
6M
-49.41%
1Y
-0.94%
3Y*
25.43%
5Y*
6.75%
10Y*

FSELX

1D
-4.27%
1M
-9.75%
YTD
0.00%
6M
7.40%
1Y
85.27%
3Y*
43.05%
5Y*
30.67%
10Y*
31.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCAR vs. FSELX - Expense Ratio Comparison

VCAR has a 0.95% expense ratio, which is higher than FSELX's 0.68% expense ratio.


Return for Risk

VCAR vs. FSELX — Risk / Return Rank

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

VCAR
VCAR Risk / Return Rank: 1414
Overall Rank
VCAR Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
VCAR Sortino Ratio Rank: 1818
Sortino Ratio Rank
VCAR Omega Ratio Rank: 1717
Omega Ratio Rank
VCAR Calmar Ratio Rank: 1111
Calmar Ratio Rank
VCAR Martin Ratio Rank: 1111
Martin Ratio Rank

FSELX
FSELX Risk / Return Rank: 9494
Overall Rank
FSELX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FSELX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FSELX Omega Ratio Rank: 8989
Omega Ratio Rank
FSELX Calmar Ratio Rank: 9898
Calmar Ratio Rank
FSELX Martin Ratio Rank: 9898
Martin Ratio Rank
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.

VCAR vs. FSELX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Volt RoboCar Disruption and Tech ETF (VCAR) 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.


VCARFSELXDifference

Sharpe ratio

Return per unit of total volatility

-0.02

2.07

-2.09

Sortino ratio

Return per unit of downside risk

0.45

2.72

-2.27

Omega ratio

Gain probability vs. loss probability

1.05

1.38

-0.33

Calmar ratio

Return relative to maximum drawdown

-0.05

4.58

-4.63

Martin ratio

Return relative to average drawdown

-0.10

18.71

-18.81

VCAR vs. FSELX - Sharpe Ratio Comparison

The current VCAR Sharpe Ratio is -0.02, which is lower than the FSELX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of VCAR 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.


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Sharpe Ratios by Period


VCARFSELXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

2.07

-2.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.80

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.49

-0.40

Correlation

The correlation between VCAR and FSELX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VCAR vs. FSELX - Dividend Comparison

VCAR's dividend yield for the trailing twelve months is around 29.62%, more than FSELX's 11.11% yield.


TTM20252024202320222021202020192018201720162015
VCAR
Simplify Volt RoboCar Disruption and Tech ETF
29.62%23.87%0.62%0.00%0.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSELX
Fidelity Select Semiconductors Portfolio
11.11%11.11%7.97%7.20%6.69%6.99%8.13%3.36%26.80%14.44%3.82%15.22%

Drawdowns

VCAR vs. FSELX - Drawdown Comparison

The maximum VCAR drawdown since its inception was -69.11%, smaller than the maximum FSELX drawdown of -82.54%. Use the drawdown chart below to compare losses from any high point for VCAR and FSELX.


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Drawdown Indicators


VCARFSELXDifference

Max Drawdown

Largest peak-to-trough decline

-69.11%

-82.54%

+13.43%

Max Drawdown (1Y)

Largest decline over 1 year

-53.92%

-17.23%

-36.69%

Max Drawdown (5Y)

Largest decline over 5 years

-69.11%

-46.37%

-22.74%

Max Drawdown (10Y)

Largest decline over 10 years

-46.37%

Current Drawdown

Current decline from peak

-51.82%

-14.38%

-37.44%

Average Drawdown

Average peak-to-trough decline

-37.48%

-28.82%

-8.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.42%

4.21%

+21.21%

Volatility

VCAR vs. FSELX - Volatility Comparison

Simplify Volt RoboCar Disruption and Tech ETF (VCAR) has a higher volatility of 11.07% compared to Fidelity Select Semiconductors Portfolio (FSELX) at 10.47%. This indicates that VCAR'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.


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Volatility by Period


VCARFSELXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.07%

10.47%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

39.16%

24.91%

+14.25%

Volatility (1Y)

Calculated over the trailing 1-year period

62.56%

40.89%

+21.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.33%

38.58%

+10.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.22%

34.71%

+14.51%