PortfoliosLab logoPortfoliosLab logo
FBIOX vs. BBP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FBIOX vs. BBP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Biotechnology Portfolio (FBIOX) and Virtus LifeSci Biotech Products ETF (BBP). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FBIOX vs. BBP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FBIOX
Fidelity Select Biotechnology Portfolio
-3.22%36.38%7.26%10.09%-15.87%-12.26%38.62%36.12%-10.92%27.87%
BBP
Virtus LifeSci Biotech Products ETF
3.94%33.15%3.32%17.88%0.85%-8.17%22.24%24.73%-13.95%24.07%

Returns By Period

In the year-to-date period, FBIOX achieves a -3.22% return, which is significantly lower than BBP's 3.94% return. Over the past 10 years, FBIOX has underperformed BBP with an annualized return of 9.85%, while BBP has yielded a comparatively higher 12.76% annualized return.


FBIOX

1D
0.08%
1M
-6.89%
YTD
-3.22%
6M
11.54%
1Y
33.83%
3Y*
17.53%
5Y*
3.77%
10Y*
9.85%

BBP

1D
5.93%
1M
-2.16%
YTD
3.94%
6M
18.71%
1Y
41.70%
3Y*
19.01%
5Y*
9.37%
10Y*
12.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FBIOX vs. BBP - Expense Ratio Comparison

FBIOX has a 0.69% expense ratio, which is lower than BBP's 0.79% expense ratio.


Return for Risk

FBIOX vs. BBP — Risk / Return Rank

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

FBIOX
FBIOX Risk / Return Rank: 7676
Overall Rank
FBIOX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FBIOX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FBIOX Omega Ratio Rank: 6464
Omega Ratio Rank
FBIOX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FBIOX Martin Ratio Rank: 7979
Martin Ratio Rank

BBP
BBP Risk / Return Rank: 8282
Overall Rank
BBP Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
BBP Sortino Ratio Rank: 8383
Sortino Ratio Rank
BBP Omega Ratio Rank: 7373
Omega Ratio Rank
BBP Calmar Ratio Rank: 8787
Calmar Ratio Rank
BBP Martin Ratio Rank: 8787
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.

FBIOX vs. BBP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Biotechnology Portfolio (FBIOX) and Virtus LifeSci Biotech Products ETF (BBP). 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.


FBIOXBBPDifference

Sharpe ratio

Return per unit of total volatility

1.35

1.55

-0.20

Sortino ratio

Return per unit of downside risk

1.84

2.18

-0.34

Omega ratio

Gain probability vs. loss probability

1.24

1.27

-0.03

Calmar ratio

Return relative to maximum drawdown

2.10

2.69

-0.59

Martin ratio

Return relative to average drawdown

7.73

10.18

-2.44

FBIOX vs. BBP - Sharpe Ratio Comparison

The current FBIOX Sharpe Ratio is 1.35, which is comparable to the BBP Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of FBIOX and BBP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FBIOXBBPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.55

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.36

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.47

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.39

+0.08

Correlation

The correlation between FBIOX and BBP is 0.91, 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

FBIOX vs. BBP - Dividend Comparison

FBIOX's dividend yield for the trailing twelve months is around 2.55%, while BBP has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
FBIOX
Fidelity Select Biotechnology Portfolio
2.55%2.47%1.21%0.45%0.00%14.48%19.46%8.89%11.18%1.41%3.42%6.71%
BBP
Virtus LifeSci Biotech Products ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.18%0.00%1.29%

Drawdowns

FBIOX vs. BBP - Drawdown Comparison

The maximum FBIOX drawdown since its inception was -71.98%, which is greater than BBP's maximum drawdown of -44.32%. Use the drawdown chart below to compare losses from any high point for FBIOX and BBP.


Loading graphics...

Drawdown Indicators


FBIOXBBPDifference

Max Drawdown

Largest peak-to-trough decline

-71.98%

-44.32%

-27.66%

Max Drawdown (1Y)

Largest decline over 1 year

-12.27%

-13.38%

+1.11%

Max Drawdown (5Y)

Largest decline over 5 years

-44.87%

-38.28%

-6.59%

Max Drawdown (10Y)

Largest decline over 10 years

-48.66%

-44.32%

-4.34%

Current Drawdown

Current decline from peak

-7.32%

-3.90%

-3.42%

Average Drawdown

Average peak-to-trough decline

-23.72%

-12.16%

-11.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.05%

3.72%

+0.33%

Volatility

FBIOX vs. BBP - Volatility Comparison

The current volatility for Fidelity Select Biotechnology Portfolio (FBIOX) is 7.30%, while Virtus LifeSci Biotech Products ETF (BBP) has a volatility of 11.21%. This indicates that FBIOX experiences smaller price fluctuations and is considered to be less risky than BBP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FBIOXBBPDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.30%

11.21%

-3.91%

Volatility (6M)

Calculated over the trailing 6-month period

14.68%

18.03%

-3.35%

Volatility (1Y)

Calculated over the trailing 1-year period

23.91%

27.16%

-3.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.85%

26.23%

-1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.38%

27.51%

-1.13%