PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FBCGX vs. FSLBX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FBCGX vs. FSLBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Blue Chip Growth K6 Fund (FBCGX) and Fidelity Select Brokerage & Invmt Mgmt Portfolio (FSLBX). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
14.42%
30.16%
FBCGX
FSLBX

Returns By Period

In the year-to-date period, FBCGX achieves a 35.56% return, which is significantly lower than FSLBX's 41.74% return.


FBCGX

YTD

35.56%

1M

2.72%

6M

14.42%

1Y

43.21%

5Y (annualized)

20.72%

10Y (annualized)

N/A

FSLBX

YTD

41.74%

1M

8.47%

6M

30.16%

1Y

59.22%

5Y (annualized)

20.14%

10Y (annualized)

10.97%

Key characteristics


FBCGXFSLBX
Sharpe Ratio2.303.58
Sortino Ratio3.014.64
Omega Ratio1.421.63
Calmar Ratio3.045.91
Martin Ratio11.8125.54
Ulcer Index3.71%2.36%
Daily Std Dev19.04%16.86%
Max Drawdown-42.92%-67.50%
Current Drawdown-1.20%0.00%

Compare stocks, funds, or ETFs

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


FBCGX vs. FSLBX - Expense Ratio Comparison

FBCGX has a 0.45% expense ratio, which is lower than FSLBX's 0.75% expense ratio.


FSLBX
Fidelity Select Brokerage & Invmt Mgmt Portfolio
Expense ratio chart for FSLBX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for FBCGX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Correlation

-0.50.00.51.00.7

The correlation between FBCGX and FSLBX is 0.70, 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.

Risk-Adjusted Performance

FBCGX vs. FSLBX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Blue Chip Growth K6 Fund (FBCGX) and Fidelity Select Brokerage & Invmt Mgmt Portfolio (FSLBX). 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.


Sharpe ratio
The chart of Sharpe ratio for FBCGX, currently valued at 2.30, compared to the broader market-1.000.001.002.003.004.005.002.303.58
The chart of Sortino ratio for FBCGX, currently valued at 3.01, compared to the broader market0.005.0010.003.014.64
The chart of Omega ratio for FBCGX, currently valued at 1.42, compared to the broader market1.002.003.004.001.421.63
The chart of Calmar ratio for FBCGX, currently valued at 3.04, compared to the broader market0.005.0010.0015.0020.0025.003.045.91
The chart of Martin ratio for FBCGX, currently valued at 11.81, compared to the broader market0.0020.0040.0060.0080.00100.0011.8125.54
FBCGX
FSLBX

The current FBCGX Sharpe Ratio is 2.30, which is lower than the FSLBX Sharpe Ratio of 3.58. The chart below compares the historical Sharpe Ratios of FBCGX and FSLBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.004.50JuneJulyAugustSeptemberOctoberNovember
2.30
3.58
FBCGX
FSLBX

Dividends

FBCGX vs. FSLBX - Dividend Comparison

FBCGX's dividend yield for the trailing twelve months is around 0.56%, less than FSLBX's 0.89% yield.


TTM20232022202120202019201820172016201520142013
FBCGX
Fidelity Blue Chip Growth K6 Fund
0.56%0.26%0.12%0.00%0.08%0.25%0.46%0.11%0.00%0.00%0.00%0.00%
FSLBX
Fidelity Select Brokerage & Invmt Mgmt Portfolio
0.89%1.22%1.71%0.63%1.11%1.21%1.50%1.00%1.23%2.17%1.36%0.52%

Drawdowns

FBCGX vs. FSLBX - Drawdown Comparison

The maximum FBCGX drawdown since its inception was -42.92%, smaller than the maximum FSLBX drawdown of -67.50%. Use the drawdown chart below to compare losses from any high point for FBCGX and FSLBX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.20%
0
FBCGX
FSLBX

Volatility

FBCGX vs. FSLBX - Volatility Comparison

The current volatility for Fidelity Blue Chip Growth K6 Fund (FBCGX) is 5.48%, while Fidelity Select Brokerage & Invmt Mgmt Portfolio (FSLBX) has a volatility of 7.53%. This indicates that FBCGX experiences smaller price fluctuations and is considered to be less risky than FSLBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.48%
7.53%
FBCGX
FSLBX