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BAC vs. FSCSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BAC vs. FSCSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bank of America Corporation (BAC) and Fidelity Select Software & IT Services Portfolio (FSCSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BAC achieves a 3.72% return, which is significantly higher than FSCSX's -13.54% return. Over the past 10 years, BAC has outperformed FSCSX with an annualized return of 18.19%, while FSCSX has yielded a comparatively lower 16.09% annualized return.


BAC

1D
2.31%
1M
13.79%
YTD
3.72%
6M
3.46%
1Y
30.78%
3Y*
27.43%
5Y*
8.79%
10Y*
18.19%

FSCSX

1D
-0.35%
1M
2.79%
YTD
-13.54%
6M
-13.86%
1Y
-10.77%
3Y*
9.63%
5Y*
5.10%
10Y*
16.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BAC vs. FSCSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BAC
Bank of America Corporation
3.72%28.04%33.85%4.83%-23.82%49.61%-11.63%46.19%-15.00%35.69%
FSCSX
Fidelity Select Software & IT Services Portfolio
-13.54%6.96%19.66%51.72%-29.13%18.13%45.55%38.99%4.08%38.60%

Correlation

The correlation between BAC and FSCSX is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

Correlation (All Time)
Calculated using the full available price history since May 29, 1986

0.42

Over the past year, the correlation between BAC and FSCSX has dropped to 0.17 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.

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Return for Risk

BAC vs. FSCSX — Risk / Return Rank

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

BAC
BAC Risk / Return Rank: 7575
Overall Rank
BAC Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
BAC Sortino Ratio Rank: 7474
Sortino Ratio Rank
BAC Omega Ratio Rank: 7474
Omega Ratio Rank
BAC Calmar Ratio Rank: 7373
Calmar Ratio Rank
BAC Martin Ratio Rank: 7474
Martin Ratio Rank

FSCSX
FSCSX Risk / Return Rank: 22
Overall Rank
FSCSX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FSCSX Sortino Ratio Rank: 22
Sortino Ratio Rank
FSCSX Omega Ratio Rank: 22
Omega Ratio Rank
FSCSX Calmar Ratio Rank: 22
Calmar Ratio Rank
FSCSX Martin Ratio Rank: 22
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.

BAC vs. FSCSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bank of America Corporation (BAC) and Fidelity Select Software & IT Services Portfolio (FSCSX). 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.


BACFSCSXDifference
Sharpe ratioReturn per unit of total volatility

+1.78

Sortino ratioReturn per unit of downside risk

+2.27

Omega ratioGain probability vs. loss probability

1.24

0.95

+0.29

Calmar ratioReturn relative to maximum drawdown

1.64

-0.35

+1.99

Martin ratioReturn relative to average drawdown

4.21

-0.78

+4.99

BAC vs. FSCSX - Sharpe Ratio Comparison

The current BAC Sharpe Ratio is 1.36, which is higher than the FSCSX Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of BAC and FSCSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BAC vs. FSCSX - Drawdown Comparison

The maximum BAC drawdown since its inception was -93.10%, which is greater than FSCSX's maximum drawdown of -64.66%. Use the drawdown chart below to compare losses from any high point for BAC and FSCSX.


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Drawdown Indicators


BACFSCSXDifference

Max Drawdown

Largest peak-to-trough decline

-93.10%

-64.66%

-28.44%

Max Drawdown (1Y)

Largest decline over 1 year

-17.93%

-34.24%

+16.31%

Max Drawdown (3Y)

Largest decline over 3 years

-27.51%

-34.24%

+6.73%

Max Drawdown (5Y)

Largest decline over 5 years

-46.64%

-37.06%

-9.58%

Max Drawdown (10Y)

Largest decline over 10 years

-48.95%

-37.06%

-11.89%

Current Drawdown

Current decline from peak

-0.36%

-18.48%

+18.12%

Average Drawdown

Average peak-to-trough decline

-28.30%

-13.22%

-15.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.96%

15.37%

-8.41%

Volatility

BAC vs. FSCSX - Volatility Comparison

The current volatility for Bank of America Corporation (BAC) is 5.49%, while Fidelity Select Software & IT Services Portfolio (FSCSX) has a volatility of 12.57%. This indicates that BAC experiences smaller price fluctuations and is considered to be less risky than FSCSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BACFSCSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

12.57%

-7.08%

Volatility (6M)

Calculated over the trailing 6-month period

16.57%

25.44%

-8.87%

Volatility (1Y)

Calculated over the trailing 1-year period

21.62%

28.43%

-6.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.89%

26.51%

+0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.68%

24.63%

+6.05%

Dividends

BAC vs. FSCSX - Dividend Comparison

BAC's dividend yield for the trailing twelve months is around 2.72%, less than FSCSX's 23.23% yield.


PositionTTM20252024202320222021202020192018201720162015
BAC
Bank of America Corporation
2.72%1.96%2.28%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%
FSCSX
Fidelity Select Software & IT Services Portfolio
23.23%15.40%19.17%7.72%9.06%6.54%5.10%12.70%6.20%7.15%3.98%5.22%

Frequently Asked Questions


BAC and FSCSX have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSCSX has higher volatility (12.57%) compared to BAC (5.49%). In terms of maximum drawdown, BAC dropped -93.10% vs FSCSX's -64.66%.

BAC currently has the higher Sharpe Ratio (1.36 vs -0.42), 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.

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