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

Performance

FBIOX vs. UTES - Performance Comparison

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

Loading graphics...

FBIOX vs. UTES - 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%
UTES
Virtus Reaves Utilities ETF
1.60%25.71%45.35%-2.46%0.80%20.74%-0.30%25.48%5.14%14.21%

Returns By Period

In the year-to-date period, FBIOX achieves a -3.22% return, which is significantly lower than UTES's 1.60% return. Over the past 10 years, FBIOX has underperformed UTES with an annualized return of 9.85%, while UTES has yielded a comparatively higher 12.83% 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%

UTES

1D
0.11%
1M
-6.27%
YTD
1.60%
6M
-3.38%
1Y
25.54%
3Y*
22.73%
5Y*
16.38%
10Y*
12.83%
*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. UTES - Expense Ratio Comparison

FBIOX has a 0.69% expense ratio, which is higher than UTES's 0.49% expense ratio.


Return for Risk

FBIOX vs. UTES — 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

UTES
UTES Risk / Return Rank: 6464
Overall Rank
UTES Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
UTES Sortino Ratio Rank: 6565
Sortino Ratio Rank
UTES Omega Ratio Rank: 6161
Omega Ratio Rank
UTES Calmar Ratio Rank: 7676
Calmar Ratio Rank
UTES Martin Ratio Rank: 5252
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. UTES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Biotechnology Portfolio (FBIOX) and Virtus Reaves Utilities ETF (UTES). 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.


FBIOXUTESDifference

Sharpe ratio

Return per unit of total volatility

1.35

1.13

+0.22

Sortino ratio

Return per unit of downside risk

1.84

1.56

+0.28

Omega ratio

Gain probability vs. loss probability

1.24

1.21

+0.03

Calmar ratio

Return relative to maximum drawdown

2.10

1.88

+0.21

Martin ratio

Return relative to average drawdown

7.73

4.68

+3.05

FBIOX vs. UTES - Sharpe Ratio Comparison

The current FBIOX Sharpe Ratio is 1.35, which is comparable to the UTES Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of FBIOX and UTES, 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


FBIOXUTESDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.13

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.81

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.64

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.72

-0.25

Correlation

The correlation between FBIOX and UTES is 0.20, 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.


Dividends

FBIOX vs. UTES - Dividend Comparison

FBIOX's dividend yield for the trailing twelve months is around 2.55%, more than UTES's 1.47% yield.


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%
UTES
Virtus Reaves Utilities ETF
1.47%1.42%1.51%2.44%2.13%1.94%2.09%1.84%2.09%3.44%3.53%0.61%

Drawdowns

FBIOX vs. UTES - Drawdown Comparison

The maximum FBIOX drawdown since its inception was -71.98%, which is greater than UTES's maximum drawdown of -35.39%. Use the drawdown chart below to compare losses from any high point for FBIOX and UTES.


Loading graphics...

Drawdown Indicators


FBIOXUTESDifference

Max Drawdown

Largest peak-to-trough decline

-71.98%

-35.39%

-36.59%

Max Drawdown (1Y)

Largest decline over 1 year

-12.27%

-13.88%

+1.61%

Max Drawdown (5Y)

Largest decline over 5 years

-44.87%

-20.40%

-24.47%

Max Drawdown (10Y)

Largest decline over 10 years

-48.66%

-35.39%

-13.27%

Current Drawdown

Current decline from peak

-7.32%

-7.89%

+0.57%

Average Drawdown

Average peak-to-trough decline

-23.72%

-5.51%

-18.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.05%

5.59%

-1.54%

Volatility

FBIOX vs. UTES - Volatility Comparison

The current volatility for Fidelity Select Biotechnology Portfolio (FBIOX) is 7.30%, while Virtus Reaves Utilities ETF (UTES) has a volatility of 8.04%. This indicates that FBIOX experiences smaller price fluctuations and is considered to be less risky than UTES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FBIOXUTESDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.30%

8.04%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

14.68%

16.26%

-1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

23.91%

22.79%

+1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.85%

20.28%

+4.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.38%

20.03%

+6.35%