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

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.


-0.50.00.51.00.6

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.

4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%14,000.00%JulyAugustSeptemberOctoberNovemberDecember
3,689.26%
12,872.14%
FBMPX
FSELX

Key characteristics

Sharpe Ratio

FBMPX:

1.65

FSELX:

0.93

Sortino Ratio

FBMPX:

2.17

FSELX:

1.42

Omega Ratio

FBMPX:

1.30

FSELX:

1.18

Calmar Ratio

FBMPX:

1.89

FSELX:

1.39

Martin Ratio

FBMPX:

8.82

FSELX:

3.87

Ulcer Index

FBMPX:

3.48%

FSELX:

8.72%

Daily Std Dev

FBMPX:

18.62%

FSELX:

36.41%

Max Drawdown

FBMPX:

-61.51%

FSELX:

-81.70%

Current Drawdown

FBMPX:

-6.02%

FSELX:

-11.44%

Returns By Period

In the year-to-date period, FBMPX achieves a 28.38% return, which is significantly lower than FSELX's 38.23% return. Over the past 10 years, FBMPX has underperformed FSELX with an annualized return of 3.74%, while FSELX has yielded a comparatively higher 16.98% annualized return.


FBMPX

YTD

28.38%

1M

0.88%

6M

11.10%

1Y

28.82%

5Y*

11.80%

10Y*

3.74%

FSELX

YTD

38.23%

1M

-1.64%

6M

-6.19%

1Y

39.26%

5Y*

22.02%

10Y*

16.98%

Compare stocks, funds, or ETFs

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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.


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 FSELX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%

Risk-Adjusted Performance

FBMPX vs. FSELX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for FBMPX, currently valued at 1.65, compared to the broader market-1.000.001.002.003.004.001.650.93
The chart of Sortino ratio for FBMPX, currently valued at 2.17, compared to the broader market-2.000.002.004.006.008.0010.002.171.42
The chart of Omega ratio for FBMPX, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.003.501.301.18
The chart of Calmar ratio for FBMPX, currently valued at 1.89, compared to the broader market0.002.004.006.008.0010.0012.0014.001.891.39
The chart of Martin ratio for FBMPX, currently valued at 8.82, compared to the broader market0.0020.0040.0060.008.823.87
FBMPX
FSELX

The current FBMPX Sharpe Ratio is 1.65, which is higher than the FSELX Sharpe Ratio of 0.93. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.65
0.93
FBMPX
FSELX

Dividends

FBMPX vs. FSELX - Dividend Comparison

Neither FBMPX nor FSELX has paid dividends to shareholders.


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%
FSELX
Fidelity Select Semiconductors Portfolio
0.00%0.10%0.18%0.04%0.51%0.76%0.76%1.04%0.71%16.31%3.48%0.61%

Drawdowns

FBMPX vs. FSELX - Drawdown Comparison

The maximum FBMPX drawdown since its inception was -61.51%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for FBMPX and FSELX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.02%
-11.44%
FBMPX
FSELX

Volatility

FBMPX vs. FSELX - Volatility Comparison

The current volatility for Fidelity Select Communication Services Portfolio (FBMPX) is 6.76%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 8.36%. 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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
6.76%
8.36%
FBMPX
FSELX
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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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