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DBB vs. FSPTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


DBBFSPTX
YTD Return11.09%11.82%
1Y Return19.36%42.19%
3Y Return (Ann)1.18%10.95%
5Y Return (Ann)7.16%22.32%
10Y Return (Ann)3.52%20.32%
Sharpe Ratio0.992.06
Daily Std Dev15.98%20.16%
Max Drawdown-60.20%-94.15%
Current Drawdown-18.20%-2.83%

Correlation

-0.50.00.51.00.3

The correlation between DBB and FSPTX is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

DBB vs. FSPTX - Performance Comparison

In the year-to-date period, DBB achieves a 11.09% return, which is significantly lower than FSPTX's 11.82% return. Over the past 10 years, DBB has underperformed FSPTX with an annualized return of 3.52%, while FSPTX has yielded a comparatively higher 20.32% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%December2024FebruaryMarchAprilMay
2.90%
1,125.26%
DBB
FSPTX

Compare stocks, funds, or ETFs

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


Invesco DB Base Metals Fund

Fidelity Select Technology Portfolio

DBB vs. FSPTX - Expense Ratio Comparison

DBB has a 0.80% expense ratio, which is higher than FSPTX's 0.67% expense ratio.


DBB
Invesco DB Base Metals Fund
Expense ratio chart for DBB: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
Expense ratio chart for FSPTX: current value at 0.67% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.67%

Risk-Adjusted Performance

DBB vs. FSPTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Base Metals Fund (DBB) and Fidelity Select Technology Portfolio (FSPTX). 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.


DBB
Sharpe ratio
The chart of Sharpe ratio for DBB, currently valued at 0.99, compared to the broader market0.002.004.000.99
Sortino ratio
The chart of Sortino ratio for DBB, currently valued at 1.51, compared to the broader market-2.000.002.004.006.008.0010.001.51
Omega ratio
The chart of Omega ratio for DBB, currently valued at 1.17, compared to the broader market0.501.001.502.002.501.17
Calmar ratio
The chart of Calmar ratio for DBB, currently valued at 0.46, compared to the broader market0.002.004.006.008.0010.0012.0014.000.46
Martin ratio
The chart of Martin ratio for DBB, currently valued at 3.93, compared to the broader market0.0020.0040.0060.0080.003.93
FSPTX
Sharpe ratio
The chart of Sharpe ratio for FSPTX, currently valued at 2.06, compared to the broader market0.002.004.002.06
Sortino ratio
The chart of Sortino ratio for FSPTX, currently valued at 2.86, compared to the broader market-2.000.002.004.006.008.0010.002.86
Omega ratio
The chart of Omega ratio for FSPTX, currently valued at 1.34, compared to the broader market0.501.001.502.002.501.34
Calmar ratio
The chart of Calmar ratio for FSPTX, currently valued at 1.78, compared to the broader market0.002.004.006.008.0010.0012.0014.001.78
Martin ratio
The chart of Martin ratio for FSPTX, currently valued at 8.27, compared to the broader market0.0020.0040.0060.0080.008.27

DBB vs. FSPTX - Sharpe Ratio Comparison

The current DBB Sharpe Ratio is 0.99, which is lower than the FSPTX Sharpe Ratio of 2.06. The chart below compares the 12-month rolling Sharpe Ratio of DBB and FSPTX.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
0.99
2.06
DBB
FSPTX

Dividends

DBB vs. FSPTX - Dividend Comparison

DBB's dividend yield for the trailing twelve months is around 6.49%, while FSPTX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
DBB
Invesco DB Base Metals Fund
6.49%7.21%0.94%0.00%0.00%1.82%1.58%0.00%0.00%0.00%0.00%0.00%
FSPTX
Fidelity Select Technology Portfolio
0.00%0.01%3.95%11.62%18.86%1.86%23.77%8.32%1.54%4.19%17.71%7.97%

Drawdowns

DBB vs. FSPTX - Drawdown Comparison

The maximum DBB drawdown since its inception was -60.20%, smaller than the maximum FSPTX drawdown of -94.15%. Use the drawdown chart below to compare losses from any high point for DBB and FSPTX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-18.20%
-2.83%
DBB
FSPTX

Volatility

DBB vs. FSPTX - Volatility Comparison

The current volatility for Invesco DB Base Metals Fund (DBB) is 4.77%, while Fidelity Select Technology Portfolio (FSPTX) has a volatility of 7.76%. This indicates that DBB experiences smaller price fluctuations and is considered to be less risky than FSPTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%December2024FebruaryMarchAprilMay
4.77%
7.76%
DBB
FSPTX