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FBMPX vs. FSELX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FBMPX vs. FSELX - Performance Comparison

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

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FBMPX vs. FSELX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FBMPX
Fidelity Select Communication Services Portfolio
-11.69%37.07%35.98%56.85%-38.30%15.97%35.48%33.14%-3.52%12.60%
FSELX
Fidelity Select Semiconductors Portfolio
0.00%52.17%49.68%78.49%-35.27%59.16%44.33%64.50%-12.01%34.51%

Returns By Period

Over the past 10 years, FBMPX has underperformed FSELX with an annualized return of 14.79%, while FSELX has yielded a comparatively higher 31.42% annualized return.


FBMPX

1D
-0.18%
1M
-11.49%
YTD
-11.69%
6M
-9.17%
1Y
27.49%
3Y*
28.69%
5Y*
11.04%
10Y*
14.79%

FSELX

1D
-4.27%
1M
-9.75%
YTD
0.00%
6M
7.40%
1Y
85.27%
3Y*
43.05%
5Y*
30.67%
10Y*
31.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FBMPX vs. FSELX - Expense Ratio Comparison

FBMPX has a 0.74% expense ratio, which is higher than FSELX's 0.68% expense ratio.


Return for Risk

FBMPX vs. FSELX — Risk / Return Rank

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

FBMPX
FBMPX Risk / Return Rank: 6565
Overall Rank
FBMPX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FBMPX Sortino Ratio Rank: 7272
Sortino Ratio Rank
FBMPX Omega Ratio Rank: 6666
Omega Ratio Rank
FBMPX Calmar Ratio Rank: 6161
Calmar Ratio Rank
FBMPX Martin Ratio Rank: 5656
Martin Ratio Rank

FSELX
FSELX Risk / Return Rank: 9494
Overall Rank
FSELX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FSELX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FSELX Omega Ratio Rank: 8989
Omega Ratio Rank
FSELX Calmar Ratio Rank: 9898
Calmar Ratio Rank
FSELX Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FBMPX vs. FSELX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Communication Services Portfolio (FBMPX) and Fidelity Select Semiconductors Portfolio (FSELX). 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.


FBMPXFSELXDifference

Sharpe ratio

Return per unit of total volatility

1.20

2.07

-0.87

Sortino ratio

Return per unit of downside risk

1.77

2.72

-0.95

Omega ratio

Gain probability vs. loss probability

1.24

1.38

-0.14

Calmar ratio

Return relative to maximum drawdown

1.39

4.58

-3.19

Martin ratio

Return relative to average drawdown

5.33

18.71

-13.38

FBMPX vs. FSELX - Sharpe Ratio Comparison

The current FBMPX Sharpe Ratio is 1.20, which is lower than the FSELX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of FBMPX and FSELX, 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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Sharpe Ratios by Period


FBMPXFSELXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

2.07

-0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.80

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.91

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.49

+0.13

Correlation

The correlation between FBMPX and FSELX is 0.65, 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.


Dividends

FBMPX vs. FSELX - Dividend Comparison

FBMPX's dividend yield for the trailing twelve months is around 9.16%, less than FSELX's 11.11% yield.


TTM20252024202320222021202020192018201720162015
FBMPX
Fidelity Select Communication Services Portfolio
9.16%8.09%7.05%0.00%0.00%5.88%3.74%35.43%15.29%5.53%7.50%7.29%
FSELX
Fidelity Select Semiconductors Portfolio
11.11%11.11%7.97%7.20%6.69%6.99%8.13%3.36%26.80%14.44%3.82%15.22%

Drawdowns

FBMPX vs. FSELX - Drawdown Comparison

The maximum FBMPX drawdown since its inception was -61.77%, smaller than the maximum FSELX drawdown of -82.54%. Use the drawdown chart below to compare losses from any high point for FBMPX and FSELX.


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Drawdown Indicators


FBMPXFSELXDifference

Max Drawdown

Largest peak-to-trough decline

-61.77%

-82.54%

+20.77%

Max Drawdown (1Y)

Largest decline over 1 year

-16.90%

-17.23%

+0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-47.42%

-46.37%

-1.05%

Max Drawdown (10Y)

Largest decline over 10 years

-47.42%

-46.37%

-1.05%

Current Drawdown

Current decline from peak

-16.90%

-14.38%

-2.52%

Average Drawdown

Average peak-to-trough decline

-10.66%

-28.82%

+18.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.40%

4.21%

+0.19%

Volatility

FBMPX vs. FSELX - Volatility Comparison

The current volatility for Fidelity Select Communication Services Portfolio (FBMPX) is 7.07%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 10.47%. This indicates that FBMPX experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBMPXFSELXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.07%

10.47%

-3.40%

Volatility (6M)

Calculated over the trailing 6-month period

13.79%

24.91%

-11.12%

Volatility (1Y)

Calculated over the trailing 1-year period

23.07%

40.89%

-17.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.13%

38.58%

-15.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.83%

34.71%

-12.88%