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

Correlation

The correlation between FBMPX and FCOM is 0.81, 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.


-0.50.00.51.00.8

Performance

FBMPX vs. FCOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Communication Services Portfolio (FBMPX) and Fidelity MSCI Communication Services Index ETF (FCOM). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
55.83%
197.28%
FBMPX
FCOM

Key characteristics

Sharpe Ratio

FBMPX:

1.65

FCOM:

2.22

Sortino Ratio

FBMPX:

2.17

FCOM:

2.92

Omega Ratio

FBMPX:

1.30

FCOM:

1.40

Calmar Ratio

FBMPX:

1.89

FCOM:

1.67

Martin Ratio

FBMPX:

8.82

FCOM:

16.67

Ulcer Index

FBMPX:

3.48%

FCOM:

2.16%

Daily Std Dev

FBMPX:

18.62%

FCOM:

16.24%

Max Drawdown

FBMPX:

-61.51%

FCOM:

-46.76%

Current Drawdown

FBMPX:

-6.02%

FCOM:

-4.08%

Returns By Period

In the year-to-date period, FBMPX achieves a 28.38% return, which is significantly lower than FCOM's 34.41% return. Over the past 10 years, FBMPX has underperformed FCOM with an annualized return of 3.74%, while FCOM has yielded a comparatively higher 10.55% annualized return.


FBMPX

YTD

28.38%

1M

0.88%

6M

11.10%

1Y

28.82%

5Y*

11.80%

10Y*

3.74%

FCOM

YTD

34.41%

1M

2.01%

6M

15.89%

1Y

34.54%

5Y*

11.54%

10Y*

10.55%

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. FCOM - Expense Ratio Comparison

FBMPX has a 0.74% expense ratio, which is higher than FCOM's 0.08% expense ratio.


FBMPX
Fidelity Select Communication Services Portfolio
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%
Expense ratio chart for FCOM: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

FBMPX vs. FCOM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Communication Services Portfolio (FBMPX) and Fidelity MSCI Communication Services Index ETF (FCOM). 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 1.65, compared to the broader market-1.000.001.002.003.004.001.652.22
The chart of Sortino ratio for FBMPX, currently valued at 2.17, compared to the broader market-2.000.002.004.006.008.0010.002.172.92
The chart of Omega ratio for FBMPX, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.003.501.301.40
The chart of Calmar ratio for FBMPX, currently valued at 1.89, compared to the broader market0.002.004.006.008.0010.0012.0014.001.891.67
The chart of Martin ratio for FBMPX, currently valued at 8.82, compared to the broader market0.0020.0040.0060.008.8216.67
FBMPX
FCOM

The current FBMPX Sharpe Ratio is 1.65, which is comparable to the FCOM Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of FBMPX and FCOM, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.65
2.22
FBMPX
FCOM

Dividends

FBMPX vs. FCOM - Dividend Comparison

FBMPX has not paid dividends to shareholders, while FCOM's dividend yield for the trailing twelve months is around 0.86%.


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%
FCOM
Fidelity MSCI Communication Services Index ETF
0.86%0.77%1.04%0.90%0.68%0.86%2.78%7.54%2.25%2.92%2.69%0.25%

Drawdowns

FBMPX vs. FCOM - Drawdown Comparison

The maximum FBMPX drawdown since its inception was -61.51%, which is greater than FCOM's maximum drawdown of -46.76%. Use the drawdown chart below to compare losses from any high point for FBMPX and FCOM. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.02%
-4.08%
FBMPX
FCOM

Volatility

FBMPX vs. FCOM - Volatility Comparison

Fidelity Select Communication Services Portfolio (FBMPX) has a higher volatility of 6.76% compared to Fidelity MSCI Communication Services Index ETF (FCOM) at 5.16%. This indicates that FBMPX's price experiences larger fluctuations and is considered to be riskier than FCOM 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%JulyAugustSeptemberOctoberNovemberDecember
6.76%
5.16%
FBMPX
FCOM
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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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