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FBMPX vs. FBGRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FBMPX and FBGRX is 0.78, 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.


Performance

FBMPX vs. FBGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Communication Services Portfolio (FBMPX) and Fidelity Blue Chip Growth Fund (FBGRX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FBMPX:

0.81

FBGRX:

0.25

Sortino Ratio

FBMPX:

1.25

FBGRX:

0.52

Omega Ratio

FBMPX:

1.17

FBGRX:

1.07

Calmar Ratio

FBMPX:

0.82

FBGRX:

0.24

Martin Ratio

FBMPX:

2.58

FBGRX:

0.72

Ulcer Index

FBMPX:

7.42%

FBGRX:

9.20%

Daily Std Dev

FBMPX:

23.25%

FBGRX:

28.70%

Max Drawdown

FBMPX:

-61.51%

FBGRX:

-57.42%

Current Drawdown

FBMPX:

-6.40%

FBGRX:

-7.67%

Returns By Period

In the year-to-date period, FBMPX achieves a 3.77% return, which is significantly higher than FBGRX's -3.13% return. Both investments have delivered pretty close results over the past 10 years, with FBMPX having a 11.97% annualized return and FBGRX not far ahead at 12.20%.


FBMPX

YTD

3.77%

1M

17.46%

6M

6.98%

1Y

18.74%

3Y*

22.55%

5Y*

15.25%

10Y*

11.97%

FBGRX

YTD

-3.13%

1M

19.09%

6M

0.07%

1Y

7.11%

3Y*

21.34%

5Y*

13.56%

10Y*

12.20%

*Annualized

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FBMPX vs. FBGRX - Expense Ratio Comparison

FBMPX has a 0.74% expense ratio, which is lower than FBGRX's 0.79% expense ratio.


Risk-Adjusted Performance

FBMPX vs. FBGRX — Risk-Adjusted Performance Rank

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

FBMPX
The Risk-Adjusted Performance Rank of FBMPX is 7272
Overall Rank
The Sharpe Ratio Rank of FBMPX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of FBMPX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of FBMPX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of FBMPX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of FBMPX is 6464
Martin Ratio Rank

FBGRX
The Risk-Adjusted Performance Rank of FBGRX is 3333
Overall Rank
The Sharpe Ratio Rank of FBGRX is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of FBGRX is 3434
Sortino Ratio Rank
The Omega Ratio Rank of FBGRX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of FBGRX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of FBGRX is 3131
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.

FBMPX vs. FBGRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Communication Services Portfolio (FBMPX) and Fidelity Blue Chip Growth Fund (FBGRX). 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.


The current FBMPX Sharpe Ratio is 0.81, which is higher than the FBGRX Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of FBMPX and FBGRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

FBMPX vs. FBGRX - Dividend Comparison

FBMPX's dividend yield for the trailing twelve months is around 3.73%, more than FBGRX's 0.24% yield.


TTM20242023202220212020201920182017201620152014
FBMPX
Fidelity Select Communication Services Portfolio
3.73%4.69%0.00%0.00%5.88%3.74%35.43%15.35%5.53%7.50%7.29%8.83%
FBGRX
Fidelity Blue Chip Growth Fund
0.24%0.23%0.00%0.00%0.00%0.00%0.00%0.12%0.09%0.22%5.07%6.08%

Drawdowns

FBMPX vs. FBGRX - Drawdown Comparison

The maximum FBMPX drawdown since its inception was -61.51%, which is greater than FBGRX's maximum drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for FBMPX and FBGRX. For additional features, visit the drawdowns tool.


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Volatility

FBMPX vs. FBGRX - Volatility Comparison

The current volatility for Fidelity Select Communication Services Portfolio (FBMPX) is 6.40%, while Fidelity Blue Chip Growth Fund (FBGRX) has a volatility of 7.50%. This indicates that FBMPX experiences smaller price fluctuations and is considered to be less risky than FBGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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