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

Performance

FBMPX vs. IGN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Communication Services Portfolio (FBMPX) and iShares North American Tech-Multimedia Networking ETF (IGN). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
12.60%
0
FBMPX
IGN

Returns By Period


FBMPX

YTD

27.05%

1M

3.78%

6M

12.60%

1Y

32.48%

5Y (annualized)

11.17%

10Y (annualized)

3.46%

IGN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


FBMPXIGN

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FBMPX vs. IGN - Expense Ratio Comparison

FBMPX has a 0.74% expense ratio, which is higher than IGN's 0.46% 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 IGN: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%

Correlation

-0.50.00.51.00.7

The correlation between FBMPX and IGN 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.

Risk-Adjusted Performance

FBMPX vs. IGN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Communication Services Portfolio (FBMPX) and iShares North American Tech-Multimedia Networking ETF (IGN). 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 market0.002.004.001.912.46
The chart of Sortino ratio for FBMPX, currently valued at 2.52, compared to the broader market0.005.0010.002.525.12
The chart of Omega ratio for FBMPX, currently valued at 1.34, compared to the broader market1.002.003.004.001.342.73
The chart of Calmar ratio for FBMPX, currently valued at 1.71, compared to the broader market0.005.0010.0015.0020.0025.001.710.56
The chart of Martin ratio for FBMPX, currently valued at 10.02, compared to the broader market0.0020.0040.0060.0080.00100.0010.0261.66
FBMPX
IGN

Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.91
2.46
FBMPX
IGN

Dividends

FBMPX vs. IGN - Dividend Comparison

Neither FBMPX nor IGN 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%
IGN
iShares North American Tech-Multimedia Networking ETF
0.83%0.37%0.30%0.22%0.60%0.42%0.65%0.57%0.75%0.72%0.50%0.38%

Drawdowns

FBMPX vs. IGN - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.62%
-18.91%
FBMPX
IGN

Volatility

FBMPX vs. IGN - Volatility Comparison

Fidelity Select Communication Services Portfolio (FBMPX) has a higher volatility of 5.02% compared to iShares North American Tech-Multimedia Networking ETF (IGN) at 0.00%. This indicates that FBMPX's price experiences larger fluctuations and is considered to be riskier than IGN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.02%
0
FBMPX
IGN