FBMPX vs. IYZ
Compare and contrast key facts about Fidelity Select Communication Services Portfolio (FBMPX) and iShares U.S. Telecommunications ETF (IYZ).
FBMPX is managed by Fidelity. It was launched on Jun 29, 1986. IYZ is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Select Telecommunications Index. It was launched on May 22, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FBMPX or IYZ.
Performance
FBMPX vs. IYZ - Performance Comparison
Returns By Period
In the year-to-date period, FBMPX achieves a 27.27% return, which is significantly higher than IYZ's 20.55% return. Over the past 10 years, FBMPX has outperformed IYZ with an annualized return of 3.47%, while IYZ has yielded a comparatively lower 1.24% annualized return.
FBMPX
27.27%
4.43%
12.98%
33.43%
11.20%
3.47%
IYZ
20.55%
3.85%
26.88%
29.52%
0.70%
1.24%
Key characteristics
| FBMPX | IYZ | |
|---|---|---|
| Sharpe Ratio | 1.84 | 2.01 |
| Sortino Ratio | 2.44 | 2.79 |
| Omega Ratio | 1.33 | 1.34 |
| Calmar Ratio | 1.65 | 0.71 |
| Martin Ratio | 9.63 | 4.32 |
| Ulcer Index | 3.40% | 6.64% |
| Daily Std Dev | 17.82% | 14.25% |
| Max Drawdown | -61.51% | -77.12% |
| Current Drawdown | -1.45% | -20.83% |
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FBMPX vs. IYZ - Expense Ratio Comparison
FBMPX has a 0.74% expense ratio, which is higher than IYZ's 0.42% expense ratio.
Correlation
The correlation between FBMPX and IYZ is 0.66, 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. IYZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Communication Services Portfolio (FBMPX) and iShares U.S. Telecommunications ETF (IYZ). 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.
Dividends
FBMPX vs. IYZ - Dividend Comparison
FBMPX has not paid dividends to shareholders, while IYZ's dividend yield for the trailing twelve months is around 1.95%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IYZ iShares U.S. Telecommunications ETF | 1.95% | 2.28% | 2.55% | 2.51% | 2.60% | 2.35% | 2.15% | 3.54% | 2.26% | 1.98% | 2.25% | 2.62% |
Drawdowns
FBMPX vs. IYZ - Drawdown Comparison
The maximum FBMPX drawdown since its inception was -61.51%, smaller than the maximum IYZ drawdown of -77.12%. Use the drawdown chart below to compare losses from any high point for FBMPX and IYZ. For additional features, visit the drawdowns tool.
Volatility
FBMPX vs. IYZ - Volatility Comparison
Fidelity Select Communication Services Portfolio (FBMPX) has a higher volatility of 4.99% compared to iShares U.S. Telecommunications ETF (IYZ) at 4.26%. This indicates that FBMPX's price experiences larger fluctuations and is considered to be riskier than IYZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.