XDAT vs. FSELX
Compare and contrast key facts about Franklin Exponential Data ETF (XDAT) and Fidelity Select Semiconductors Portfolio (FSELX).
XDAT is an actively managed fund by Franklin Templeton. It was launched on Jan 12, 2021. FSELX is managed by Fidelity. It was launched on Jul 29, 1985.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDAT or FSELX.
Key characteristics
| XDAT | FSELX | |
|---|---|---|
| YTD Return | 19.77% | 42.68% |
| 1Y Return | 32.44% | 46.01% |
| 3Y Return (Ann) | -4.98% | 13.58% |
| Sharpe Ratio | 1.92 | 1.44 |
| Sortino Ratio | 2.51 | 1.96 |
| Omega Ratio | 1.34 | 1.25 |
| Calmar Ratio | 1.00 | 2.13 |
| Martin Ratio | 4.91 | 6.08 |
| Ulcer Index | 7.47% | 8.52% |
| Daily Std Dev | 19.09% | 36.09% |
| Max Drawdown | -54.87% | -81.70% |
| Current Drawdown | -15.61% | -8.59% |
Correlation
The correlation between XDAT and FSELX is 0.72, 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.
Performance
XDAT vs. FSELX - Performance Comparison
In the year-to-date period, XDAT achieves a 19.77% return, which is significantly lower than FSELX's 42.68% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
XDAT vs. FSELX - Expense Ratio Comparison
XDAT has a 0.50% expense ratio, which is lower than FSELX's 0.68% expense ratio.
Risk-Adjusted Performance
XDAT vs. FSELX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Exponential Data ETF (XDAT) 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.
Dividends
XDAT vs. FSELX - Dividend Comparison
XDAT has not paid dividends to shareholders, while FSELX's dividend yield for the trailing twelve months is around 0.07%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDAT Franklin Exponential Data ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FSELX Fidelity Select Semiconductors Portfolio | 0.07% | 0.10% | 0.18% | 0.04% | 0.51% | 0.76% | 0.76% | 1.04% | 0.71% | 16.31% | 3.48% | 0.61% |
Drawdowns
XDAT vs. FSELX - Drawdown Comparison
The maximum XDAT drawdown since its inception was -54.87%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for XDAT and FSELX. For additional features, visit the drawdowns tool.
Volatility
XDAT vs. FSELX - Volatility Comparison
The current volatility for Franklin Exponential Data ETF (XDAT) is 4.77%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 8.94%. This indicates that XDAT 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.