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

Correlation

The correlation between FBIOX and VWIGX is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

FBIOX vs. VWIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Biotechnology Portfolio (FBIOX) and Vanguard International Growth Fund Investor Shares (VWIGX). The values are adjusted to include any dividend payments, if applicable.

1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
3,444.80%
1,315.13%
FBIOX
VWIGX

Key characteristics

Sharpe Ratio

FBIOX:

0.56

VWIGX:

0.09

Sortino Ratio

FBIOX:

0.89

VWIGX:

0.24

Omega Ratio

FBIOX:

1.11

VWIGX:

1.04

Calmar Ratio

FBIOX:

0.28

VWIGX:

0.06

Martin Ratio

FBIOX:

2.11

VWIGX:

0.63

Ulcer Index

FBIOX:

5.73%

VWIGX:

2.98%

Daily Std Dev

FBIOX:

21.72%

VWIGX:

19.73%

Max Drawdown

FBIOX:

-71.96%

VWIGX:

-59.58%

Current Drawdown

FBIOX:

-35.98%

VWIGX:

-30.00%

Returns By Period

In the year-to-date period, FBIOX achieves a 5.96% return, which is significantly higher than VWIGX's 0.53% return. Over the past 10 years, FBIOX has underperformed VWIGX with an annualized return of -1.16%, while VWIGX has yielded a comparatively higher 7.56% annualized return.


FBIOX

YTD

5.96%

1M

-3.68%

6M

1.62%

1Y

9.98%

5Y*

-2.98%

10Y*

-1.16%

VWIGX

YTD

0.53%

1M

-9.25%

6M

-7.92%

1Y

0.78%

5Y*

4.95%

10Y*

7.56%

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. VWIGX - Expense Ratio Comparison

FBIOX has a 0.69% expense ratio, which is higher than VWIGX's 0.43% expense ratio.


FBIOX
Fidelity Select Biotechnology Portfolio
Expense ratio chart for FBIOX: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
Expense ratio chart for VWIGX: current value at 0.43% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.43%

Risk-Adjusted Performance

FBIOX vs. VWIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Biotechnology Portfolio (FBIOX) and Vanguard International Growth Fund Investor Shares (VWIGX). 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 FBIOX, currently valued at 0.56, compared to the broader market-1.000.001.002.003.004.000.560.09
The chart of Sortino ratio for FBIOX, currently valued at 0.89, compared to the broader market-2.000.002.004.006.008.0010.000.890.24
The chart of Omega ratio for FBIOX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.003.501.111.04
The chart of Calmar ratio for FBIOX, currently valued at 0.28, compared to the broader market0.005.0010.0015.000.280.06
The chart of Martin ratio for FBIOX, currently valued at 2.11, compared to the broader market0.0020.0040.0060.002.110.63
FBIOX
VWIGX

The current FBIOX Sharpe Ratio is 0.56, which is higher than the VWIGX Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of FBIOX and VWIGX, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.56
0.09
FBIOX
VWIGX

Dividends

FBIOX vs. VWIGX - Dividend Comparison

FBIOX's dividend yield for the trailing twelve months is around 0.35%, while VWIGX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FBIOX
Fidelity Select Biotechnology Portfolio
0.35%0.45%0.00%0.17%0.26%0.15%0.00%0.00%0.00%6.71%10.77%0.25%
VWIGX
Vanguard International Growth Fund Investor Shares
0.00%1.01%1.37%0.93%0.21%1.20%1.62%0.84%1.26%1.39%2.29%1.44%

Drawdowns

FBIOX vs. VWIGX - Drawdown Comparison

The maximum FBIOX drawdown since its inception was -71.96%, which is greater than VWIGX's maximum drawdown of -59.58%. Use the drawdown chart below to compare losses from any high point for FBIOX and VWIGX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-35.98%
-30.00%
FBIOX
VWIGX

Volatility

FBIOX vs. VWIGX - Volatility Comparison

The current volatility for Fidelity Select Biotechnology Portfolio (FBIOX) is 7.25%, while Vanguard International Growth Fund Investor Shares (VWIGX) has a volatility of 12.43%. This indicates that FBIOX experiences smaller price fluctuations and is considered to be less risky than VWIGX 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%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.25%
12.43%
FBIOX
VWIGX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab