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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.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-10.93%
-5.65%
FBIOX
VWIGX

Key characteristics

Sharpe Ratio

FBIOX:

0.14

VWIGX:

0.44

Sortino Ratio

FBIOX:

0.33

VWIGX:

0.65

Omega Ratio

FBIOX:

1.04

VWIGX:

1.10

Calmar Ratio

FBIOX:

0.07

VWIGX:

0.19

Martin Ratio

FBIOX:

0.42

VWIGX:

1.82

Ulcer Index

FBIOX:

7.06%

VWIGX:

4.56%

Daily Std Dev

FBIOX:

20.79%

VWIGX:

19.06%

Max Drawdown

FBIOX:

-71.96%

VWIGX:

-65.63%

Current Drawdown

FBIOX:

-37.02%

VWIGX:

-40.18%

Returns By Period

In the year-to-date period, FBIOX achieves a -2.80% return, which is significantly lower than VWIGX's 2.69% return. Over the past 10 years, FBIOX has underperformed VWIGX with an annualized return of -1.56%, while VWIGX has yielded a comparatively higher 5.37% annualized return.


FBIOX

YTD

-2.80%

1M

-3.82%

6M

-10.76%

1Y

3.32%

5Y*

-3.22%

10Y*

-1.56%

VWIGX

YTD

2.69%

1M

1.93%

6M

-5.71%

1Y

6.41%

5Y*

0.62%

10Y*

5.37%

*Annualized

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 Rank

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

FBIOX
The Risk-Adjusted Performance Rank of FBIOX is 88
Overall Rank
The Sharpe Ratio Rank of FBIOX is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of FBIOX is 88
Sortino Ratio Rank
The Omega Ratio Rank of FBIOX is 77
Omega Ratio Rank
The Calmar Ratio Rank of FBIOX is 77
Calmar Ratio Rank
The Martin Ratio Rank of FBIOX is 77
Martin Ratio Rank

VWIGX
The Risk-Adjusted Performance Rank of VWIGX is 1818
Overall Rank
The Sharpe Ratio Rank of VWIGX is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of VWIGX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of VWIGX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of VWIGX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of VWIGX is 2323
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 0.14, compared to the broader market-1.000.001.002.003.004.000.140.44
The chart of Sortino ratio for FBIOX, currently valued at 0.33, compared to the broader market0.005.0010.000.330.65
The chart of Omega ratio for FBIOX, currently valued at 1.04, compared to the broader market1.002.003.004.001.041.10
The chart of Calmar ratio for FBIOX, currently valued at 0.07, compared to the broader market0.005.0010.0015.0020.000.070.19
The chart of Martin ratio for FBIOX, currently valued at 0.42, compared to the broader market0.0020.0040.0060.0080.000.421.82
FBIOX
VWIGX

The current FBIOX Sharpe Ratio is 0.14, which is lower than the VWIGX Sharpe Ratio of 0.44. 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.14
0.44
FBIOX
VWIGX

Dividends

FBIOX vs. VWIGX - Dividend Comparison

FBIOX's dividend yield for the trailing twelve months is around 1.25%, more than VWIGX's 0.80% yield.


TTM20242023202220212020201920182017201620152014
FBIOX
Fidelity Select Biotechnology Portfolio
1.25%1.21%0.45%0.00%0.17%0.26%0.15%0.00%0.00%0.00%6.71%10.77%
VWIGX
Vanguard International Growth Fund Investor Shares
0.80%0.83%1.01%1.37%0.93%0.21%1.20%1.62%0.84%2.53%1.39%2.29%

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 -65.63%. Use the drawdown chart below to compare losses from any high point for FBIOX and VWIGX. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%AugustSeptemberOctoberNovemberDecember2025
-37.02%
-40.18%
FBIOX
VWIGX

Volatility

FBIOX vs. VWIGX - Volatility Comparison

The current volatility for Fidelity Select Biotechnology Portfolio (FBIOX) is 6.80%, while Vanguard International Growth Fund Investor Shares (VWIGX) has a volatility of 11.99%. 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%AugustSeptemberOctoberNovemberDecember2025
6.80%
11.99%
FBIOX
VWIGX
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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.

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