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VITAX vs. FDCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VITAX vs. FDCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Information Technology Index Fund Admiral Shares (VITAX) and Fidelity Select Tech Hardware Portfolio (FDCPX). The values are adjusted to include any dividend payments, if applicable.

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VITAX vs. FDCPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VITAX
Vanguard Information Technology Index Fund Admiral Shares
-7.30%21.78%29.26%52.69%-29.67%30.36%45.93%48.72%2.51%37.07%
FDCPX
Fidelity Select Tech Hardware Portfolio
13.68%54.44%22.40%33.52%-28.63%23.68%46.07%40.15%-6.30%32.64%

Returns By Period

In the year-to-date period, VITAX achieves a -7.30% return, which is significantly lower than FDCPX's 13.68% return. Both investments have delivered pretty close results over the past 10 years, with VITAX having a 21.35% annualized return and FDCPX not far ahead at 22.08%.


VITAX

1D
4.32%
1M
-4.86%
YTD
-7.30%
6M
-7.06%
1Y
28.08%
3Y*
22.58%
5Y*
14.54%
10Y*
21.35%

FDCPX

1D
3.92%
1M
-4.43%
YTD
13.68%
6M
16.42%
1Y
80.76%
3Y*
35.76%
5Y*
18.58%
10Y*
22.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VITAX vs. FDCPX - Expense Ratio Comparison

VITAX has a 0.10% expense ratio, which is lower than FDCPX's 0.72% expense ratio.


Return for Risk

VITAX vs. FDCPX — Risk / Return Rank

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

VITAX
VITAX Risk / Return Rank: 6161
Overall Rank
VITAX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
VITAX Sortino Ratio Rank: 6363
Sortino Ratio Rank
VITAX Omega Ratio Rank: 5757
Omega Ratio Rank
VITAX Calmar Ratio Rank: 7474
Calmar Ratio Rank
VITAX Martin Ratio Rank: 5656
Martin Ratio Rank

FDCPX
FDCPX Risk / Return Rank: 9797
Overall Rank
FDCPX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FDCPX Sortino Ratio Rank: 9797
Sortino Ratio Rank
FDCPX Omega Ratio Rank: 9595
Omega Ratio Rank
FDCPX Calmar Ratio Rank: 9898
Calmar Ratio Rank
FDCPX Martin Ratio Rank: 9999
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.

VITAX vs. FDCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Information Technology Index Fund Admiral Shares (VITAX) and Fidelity Select Tech Hardware Portfolio (FDCPX). 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.


VITAXFDCPXDifference

Sharpe ratio

Return per unit of total volatility

1.06

2.82

-1.76

Sortino ratio

Return per unit of downside risk

1.64

3.63

-1.99

Omega ratio

Gain probability vs. loss probability

1.23

1.52

-0.29

Calmar ratio

Return relative to maximum drawdown

1.77

5.60

-3.82

Martin ratio

Return relative to average drawdown

5.48

26.83

-21.34

VITAX vs. FDCPX - Sharpe Ratio Comparison

The current VITAX Sharpe Ratio is 1.06, which is lower than the FDCPX Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of VITAX and FDCPX, 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


VITAXFDCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

2.82

-1.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.85

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

1.02

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.52

+0.08

Correlation

The correlation between VITAX and FDCPX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VITAX vs. FDCPX - Dividend Comparison

VITAX's dividend yield for the trailing twelve months is around 0.44%, less than FDCPX's 12.65% yield.


TTM20252024202320222021202020192018201720162015
VITAX
Vanguard Information Technology Index Fund Admiral Shares
0.44%0.40%0.60%0.65%0.91%0.63%0.82%1.11%1.29%0.99%1.31%1.28%
FDCPX
Fidelity Select Tech Hardware Portfolio
12.65%14.38%7.58%0.51%17.72%16.95%8.81%12.15%23.69%10.50%6.57%4.53%

Drawdowns

VITAX vs. FDCPX - Drawdown Comparison

The maximum VITAX drawdown since its inception was -54.81%, smaller than the maximum FDCPX drawdown of -81.96%. Use the drawdown chart below to compare losses from any high point for VITAX and FDCPX.


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Drawdown Indicators


VITAXFDCPXDifference

Max Drawdown

Largest peak-to-trough decline

-54.81%

-81.96%

+27.15%

Max Drawdown (1Y)

Largest decline over 1 year

-16.38%

-14.36%

-2.02%

Max Drawdown (5Y)

Largest decline over 5 years

-35.10%

-35.29%

+0.19%

Max Drawdown (10Y)

Largest decline over 10 years

-35.10%

-35.29%

+0.19%

Current Drawdown

Current decline from peak

-12.77%

-5.53%

-7.24%

Average Drawdown

Average peak-to-trough decline

-8.06%

-26.23%

+18.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.30%

3.00%

+2.30%

Volatility

VITAX vs. FDCPX - Volatility Comparison

The current volatility for Vanguard Information Technology Index Fund Admiral Shares (VITAX) is 8.04%, while Fidelity Select Tech Hardware Portfolio (FDCPX) has a volatility of 11.97%. This indicates that VITAX experiences smaller price fluctuations and is considered to be less risky than FDCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VITAXFDCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.04%

11.97%

-3.93%

Volatility (6M)

Calculated over the trailing 6-month period

16.41%

18.51%

-2.10%

Volatility (1Y)

Calculated over the trailing 1-year period

27.65%

28.90%

-1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.29%

22.06%

+3.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.72%

21.63%

+3.09%