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

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.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
12.60%
13.49%
FBMPX
FBGRX

Returns By Period

In the year-to-date period, FBMPX achieves a 27.05% return, which is significantly lower than FBGRX's 36.02% return. Over the past 10 years, FBMPX has underperformed FBGRX with an annualized return of 3.46%, while FBGRX has yielded a comparatively higher 13.93% annualized return.


FBMPX

YTD

27.05%

1M

3.78%

6M

12.60%

1Y

32.48%

5Y (annualized)

11.17%

10Y (annualized)

3.46%

FBGRX

YTD

36.02%

1M

3.13%

6M

13.49%

1Y

42.78%

5Y (annualized)

18.16%

10Y (annualized)

13.93%

Key characteristics


FBMPXFBGRX
Sharpe Ratio1.912.30
Sortino Ratio2.523.00
Omega Ratio1.341.41
Calmar Ratio1.712.55
Martin Ratio10.0211.22
Ulcer Index3.39%3.98%
Daily Std Dev17.85%19.37%
Max Drawdown-61.51%-57.42%
Current Drawdown-1.62%-1.20%

Compare stocks, funds, or ETFs

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


FBMPX vs. FBGRX - Expense Ratio Comparison

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


FBGRX
Fidelity Blue Chip Growth Fund
Expense ratio chart for FBGRX: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for FBMPX: current value at 0.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.74%

Correlation

-0.50.00.51.00.8

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.

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for FBMPX, currently valued at 1.91, compared to the broader market0.002.004.001.912.30
The chart of Sortino ratio for FBMPX, currently valued at 2.52, compared to the broader market0.005.0010.002.523.00
The chart of Omega ratio for FBMPX, currently valued at 1.34, compared to the broader market1.002.003.004.001.341.41
The chart of Calmar ratio for FBMPX, currently valued at 1.71, compared to the broader market0.005.0010.0015.0020.0025.001.712.55
The chart of Martin ratio for FBMPX, currently valued at 10.02, compared to the broader market0.0020.0040.0060.0080.00100.0010.0211.22
FBMPX
FBGRX

The current FBMPX Sharpe Ratio is 1.91, which is comparable to the FBGRX Sharpe Ratio of 2.30. 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.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.91
2.30
FBMPX
FBGRX

Dividends

FBMPX vs. FBGRX - Dividend Comparison

FBMPX has not paid dividends to shareholders, while FBGRX's dividend yield for the trailing twelve months is around 0.20%.


TTM20232022202120202019201820172016201520142013
FBMPX
Fidelity Select Communication Services Portfolio
0.00%0.00%0.00%0.00%0.00%0.00%0.29%0.21%0.44%2.46%1.95%3.30%
FBGRX
Fidelity Blue Chip Growth Fund
0.20%0.00%0.00%0.00%0.00%0.00%0.12%0.09%0.22%5.07%6.08%7.80%

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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.62%
-1.20%
FBMPX
FBGRX

Volatility

FBMPX vs. FBGRX - Volatility Comparison

The current volatility for Fidelity Select Communication Services Portfolio (FBMPX) is 5.02%, while Fidelity Blue Chip Growth Fund (FBGRX) has a volatility of 5.83%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.02%
5.83%
FBMPX
FBGRX