FBMPX vs. SCHD
Compare and contrast key facts about Fidelity Select Communication Services Portfolio (FBMPX) and Schwab US Dividend Equity ETF (SCHD).
FBMPX is managed by Fidelity. It was launched on Jun 29, 1986. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FBMPX or SCHD.
Performance
FBMPX vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, FBMPX achieves a 25.96% return, which is significantly higher than SCHD's 17.35% return. Over the past 10 years, FBMPX has underperformed SCHD with an annualized return of 3.21%, while SCHD has yielded a comparatively higher 11.54% annualized return.
FBMPX
25.96%
2.64%
13.34%
30.86%
10.96%
3.21%
SCHD
17.35%
2.29%
13.68%
26.18%
12.87%
11.54%
Key characteristics
| FBMPX | SCHD | |
|---|---|---|
| Sharpe Ratio | 1.80 | 2.40 |
| Sortino Ratio | 2.39 | 3.44 |
| Omega Ratio | 1.32 | 1.42 |
| Calmar Ratio | 1.61 | 3.63 |
| Martin Ratio | 9.43 | 12.99 |
| Ulcer Index | 3.40% | 2.05% |
| Daily Std Dev | 17.84% | 11.09% |
| Max Drawdown | -61.51% | -33.37% |
| Current Drawdown | -2.47% | -0.62% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FBMPX vs. SCHD - Expense Ratio Comparison
FBMPX has a 0.74% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between FBMPX and SCHD is 0.63, 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. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Communication Services Portfolio (FBMPX) and Schwab US Dividend Equity ETF (SCHD). 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. SCHD - Dividend Comparison
FBMPX has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.37%.
| 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% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
FBMPX vs. SCHD - Drawdown Comparison
The maximum FBMPX drawdown since its inception was -61.51%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FBMPX and SCHD. For additional features, visit the drawdowns tool.
Volatility
FBMPX vs. SCHD - Volatility Comparison
Fidelity Select Communication Services Portfolio (FBMPX) has a higher volatility of 4.93% compared to Schwab US Dividend Equity ETF (SCHD) at 3.48%. This indicates that FBMPX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.