FBMPX vs. VOX
FBMPX (Fidelity Select Communication Services Portfolio) and VOX (Vanguard Communication Services ETF) are both Communications Equities funds. FBMPX is actively managed, while VOX is passively managed. Over the past 10 years, FBMPX returned 16.62%/yr vs 8.34%/yr for VOX. Their correlation of 0.81 means they have usually moved in the same direction. FBMPX charges 0.64%/yr vs 0.09%/yr for VOX.
Performance
FBMPX vs. VOX - Performance Comparison
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Returns By Period
In the year-to-date period, FBMPX achieves a 4.58% return, which is significantly higher than VOX's -2.41% return. Over the past 10 years, FBMPX has outperformed VOX with an annualized return of 16.62%, while VOX has yielded a comparatively lower 8.34% annualized return.
FBMPX
- 1D
- 1.67%
- 1M
- -4.14%
- 6M
- 0.05%
- YTD
- 4.58%
- 1Y
- 19.79%
- 3Y*
- 27.90%
- 5Y*
- 12.09%
- 10Y*
- 16.62%
- ALL TIME*
- 13.38%
VOX
- 1D
- 3.45%
- 1M
- 0.11%
- 6M
- -4.92%
- YTD
- -2.41%
- 1Y
- 10.81%
- 3Y*
- 21.07%
- 5Y*
- 6.63%
- 10Y*
- 8.34%
- ALL TIME*
- 8.76%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $68.75M | $60.11M | $55.51M |
FBMPX vs. VOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FBMPX Fidelity Select Communication Services Portfolio | 4.58% | 37.07% | 35.98% | 56.85% | -38.30% | 15.97% | 35.48% | 33.14% | -3.52% | 12.60% |
VOX Vanguard Communication Services ETF | -2.41% | 26.27% | 33.12% | 44.81% | -38.85% | 13.83% | 29.12% | 28.03% | -16.75% | -5.50% |
Correlation
The correlation between FBMPX and VOX is 0.93, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.93 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2004 | 0.81 |
The correlation between FBMPX and VOX shifts across timeframes, from 0.81 (all time) to 0.97 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
FBMPX vs. VOX — Risk / Return Rank
FBMPX
VOX
FBMPX vs. VOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Communication Services Portfolio (FBMPX) and Vanguard Communication Services ETF (VOX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FBMPX | VOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.12 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 0.80 | +0.18 |
| Martin ratioReturn relative to average drawdown | 3.32 | 2.43 | +0.90 |
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Drawdowns
FBMPX vs. VOX - Drawdown Comparison
The maximum FBMPX drawdown since its inception was -61.77%, which is greater than VOX's maximum drawdown of -57.18%. Use the drawdown chart below to compare losses from any high point for FBMPX and VOX.
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Drawdown Indicators
| FBMPX | VOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.77% | -57.18% | -4.59% |
Max Drawdown (1Y)Largest decline over 1 year | -16.90% | -13.56% | -3.34% |
Max Drawdown (3Y)Largest decline over 3 years | -23.20% | -21.15% | -2.05% |
Max Drawdown (5Y)Largest decline over 5 years | -47.42% | -46.76% | -0.66% |
Max Drawdown (10Y)Largest decline over 10 years | -47.42% | -46.76% | -0.66% |
Current DrawdownCurrent decline from peak | -7.82% | -5.69% | -2.13% |
Average DrawdownAverage peak-to-trough decline | -10.61% | -11.87% | +1.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.99% | 4.46% | +0.53% |
Volatility
FBMPX vs. VOX - Volatility Comparison
The current volatility for Fidelity Select Communication Services Portfolio (FBMPX) is 6.55%, while Vanguard Communication Services ETF (VOX) has a volatility of 7.56%. This indicates that FBMPX experiences smaller price fluctuations and is considered to be less risky than VOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FBMPX | VOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 7.56% | -1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 16.05% | 13.82% | +2.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.56% | 17.29% | +3.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.50% | 21.45% | +2.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.09% | 21.03% | +1.06% |
FBMPX vs. VOX - Expense Ratio Comparison
FBMPX has a 0.64% expense ratio, which is higher than VOX's 0.09% expense ratio.
Dividends
FBMPX vs. VOX - Dividend Comparison
FBMPX's dividend yield for the trailing twelve months is around 12.81%, more than VOX's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FBMPX Fidelity Select Communication Services Portfolio | 12.81% | 8.09% | 7.05% | 0.00% | 0.00% | 5.88% | 3.74% | 35.43% | 15.29% | 5.53% | 7.50% | 7.29% |
VOX Vanguard Communication Services ETF | 1.04% | 0.95% | 1.05% | 1.03% | 0.88% | 0.93% | 0.73% | 0.90% | 2.77% | 3.83% | 2.67% | 3.55% |
Frequently Asked Questions
With a correlation of 0.93, FBMPX and VOX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VOX has higher volatility (7.56%) compared to FBMPX (6.55%). In terms of maximum drawdown, FBMPX dropped -61.77% vs VOX's -57.18%.
FBMPX currently has the higher Sharpe Ratio (0.82 vs 0.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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