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

Correlation

The correlation between FBMPX and FSELX 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. 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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Key characteristics

Sharpe Ratio

FBMPX:

0.77

FSELX:

-0.09

Sortino Ratio

FBMPX:

1.16

FSELX:

0.21

Omega Ratio

FBMPX:

1.16

FSELX:

1.03

Calmar Ratio

FBMPX:

0.74

FSELX:

-0.10

Martin Ratio

FBMPX:

2.35

FSELX:

-0.26

Ulcer Index

FBMPX:

7.36%

FSELX:

15.79%

Daily Std Dev

FBMPX:

23.15%

FSELX:

47.11%

Max Drawdown

FBMPX:

-61.51%

FSELX:

-81.70%

Current Drawdown

FBMPX:

-8.78%

FSELX:

-21.96%

Returns By Period

In the year-to-date period, FBMPX achieves a 1.14% return, which is significantly higher than FSELX's -11.74% return. Over the past 10 years, FBMPX has underperformed FSELX with an annualized return of 11.90%, while FSELX has yielded a comparatively higher 14.88% annualized return.


FBMPX

YTD

1.14%

1M

11.91%

6M

1.66%

1Y

17.62%

5Y*

16.35%

10Y*

11.90%

FSELX

YTD

-11.74%

1M

19.64%

6M

-16.62%

1Y

-4.18%

5Y*

23.70%

10Y*

14.88%

*Annualized

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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.


Risk-Adjusted Performance

FBMPX vs. FSELX — 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 6969
Overall Rank
The Sharpe Ratio Rank of FBMPX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of FBMPX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of FBMPX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of FBMPX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of FBMPX is 6262
Martin Ratio Rank

FSELX
The Risk-Adjusted Performance Rank of FSELX is 1515
Overall Rank
The Sharpe Ratio Rank of FSELX is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of FSELX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of FSELX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of FSELX is 1010
Calmar Ratio Rank
The Martin Ratio Rank of FSELX is 1212
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. 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.


The current FBMPX Sharpe Ratio is 0.77, which is higher than the FSELX Sharpe Ratio of -0.09. 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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Dividends

FBMPX vs. FSELX - Dividend Comparison

FBMPX's dividend yield for the trailing twelve months is around 3.83%, while FSELX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FBMPX
Fidelity Select Communication Services Portfolio
3.83%4.69%0.00%0.00%5.88%3.74%35.43%15.35%5.53%7.50%7.29%8.83%
FSELX
Fidelity Select Semiconductors Portfolio
0.00%0.00%0.10%0.18%0.04%0.51%0.76%0.76%1.04%0.71%16.31%3.48%

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.


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Volatility

FBMPX vs. FSELX - Volatility Comparison

The current volatility for Fidelity Select Communication Services Portfolio (FBMPX) is 6.88%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 13.06%. 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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