PortfoliosLab logoPortfoliosLab logo
VENAX vs. FSDPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VENAX vs. FSDPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Energy Index Fund Admiral Shares (VENAX) and Fidelity Select Materials Portfolio (FSDPX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VENAX vs. FSDPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VENAX
Vanguard Energy Index Fund Admiral Shares
39.76%7.29%6.57%0.05%62.94%55.57%-33.27%9.36%-19.90%-2.39%
FSDPX
Fidelity Select Materials Portfolio
9.58%11.32%-2.95%7.29%-9.86%31.66%21.78%12.40%-23.74%25.99%

Returns By Period

In the year-to-date period, VENAX achieves a 39.76% return, which is significantly higher than FSDPX's 9.58% return. Over the past 10 years, VENAX has outperformed FSDPX with an annualized return of 11.29%, while FSDPX has yielded a comparatively lower 8.22% annualized return.


VENAX

1D
-1.12%
1M
11.69%
YTD
39.76%
6M
41.02%
1Y
39.10%
3Y*
18.90%
5Y*
25.11%
10Y*
11.29%

FSDPX

1D
0.35%
1M
-7.63%
YTD
9.58%
6M
9.12%
1Y
20.48%
3Y*
7.08%
5Y*
6.45%
10Y*
8.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VENAX vs. FSDPX - Expense Ratio Comparison

VENAX has a 0.10% expense ratio, which is lower than FSDPX's 0.74% expense ratio.


Return for Risk

VENAX vs. FSDPX — Risk / Return Rank

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

VENAX
VENAX Risk / Return Rank: 7979
Overall Rank
VENAX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VENAX Sortino Ratio Rank: 8181
Sortino Ratio Rank
VENAX Omega Ratio Rank: 8080
Omega Ratio Rank
VENAX Calmar Ratio Rank: 8484
Calmar Ratio Rank
VENAX Martin Ratio Rank: 6363
Martin Ratio Rank

FSDPX
FSDPX Risk / Return Rank: 5555
Overall Rank
FSDPX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FSDPX Sortino Ratio Rank: 6060
Sortino Ratio Rank
FSDPX Omega Ratio Rank: 5252
Omega Ratio Rank
FSDPX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FSDPX Martin Ratio Rank: 4747
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.

VENAX vs. FSDPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Energy Index Fund Admiral Shares (VENAX) and Fidelity Select Materials Portfolio (FSDPX). 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.


VENAXFSDPXDifference

Sharpe ratio

Return per unit of total volatility

1.63

1.04

+0.60

Sortino ratio

Return per unit of downside risk

2.05

1.54

+0.51

Omega ratio

Gain probability vs. loss probability

1.31

1.21

+0.10

Calmar ratio

Return relative to maximum drawdown

2.09

1.38

+0.70

Martin ratio

Return relative to average drawdown

5.98

4.68

+1.30

VENAX vs. FSDPX - Sharpe Ratio Comparison

The current VENAX Sharpe Ratio is 1.63, which is higher than the FSDPX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of VENAX and FSDPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VENAXFSDPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

1.04

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.32

+0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.38

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.42

-0.14

Correlation

The correlation between VENAX and FSDPX is 0.69, 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

VENAX vs. FSDPX - Dividend Comparison

VENAX's dividend yield for the trailing twelve months is around 2.25%, more than FSDPX's 1.77% yield.


TTM20252024202320222021202020192018201720162015
VENAX
Vanguard Energy Index Fund Admiral Shares
2.25%3.10%3.24%3.34%3.65%3.80%4.76%3.41%3.35%2.90%2.31%3.17%
FSDPX
Fidelity Select Materials Portfolio
1.77%1.94%12.46%5.46%3.34%0.71%0.68%1.22%12.89%5.08%1.05%2.42%

Drawdowns

VENAX vs. FSDPX - Drawdown Comparison

The maximum VENAX drawdown since its inception was -74.42%, which is greater than FSDPX's maximum drawdown of -64.19%. Use the drawdown chart below to compare losses from any high point for VENAX and FSDPX.


Loading graphics...

Drawdown Indicators


VENAXFSDPXDifference

Max Drawdown

Largest peak-to-trough decline

-74.42%

-64.19%

-10.23%

Max Drawdown (1Y)

Largest decline over 1 year

-19.04%

-13.53%

-5.51%

Max Drawdown (5Y)

Largest decline over 5 years

-26.59%

-25.39%

-1.20%

Max Drawdown (10Y)

Largest decline over 10 years

-69.58%

-49.89%

-19.69%

Current Drawdown

Current decline from peak

-1.12%

-7.63%

+6.51%

Average Drawdown

Average peak-to-trough decline

-20.09%

-11.33%

-8.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.64%

4.00%

+2.64%

Volatility

VENAX vs. FSDPX - Volatility Comparison

The current volatility for Vanguard Energy Index Fund Admiral Shares (VENAX) is 5.01%, while Fidelity Select Materials Portfolio (FSDPX) has a volatility of 6.64%. This indicates that VENAX experiences smaller price fluctuations and is considered to be less risky than FSDPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VENAXFSDPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.01%

6.64%

-1.63%

Volatility (6M)

Calculated over the trailing 6-month period

13.94%

13.61%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

24.99%

20.54%

+4.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.55%

20.29%

+6.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.17%

21.64%

+8.53%