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FBMPX vs. VOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FBMPX vs. VOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Communication Services Portfolio (FBMPX) and Vanguard Communication Services ETF (VOX). The values are adjusted to include any dividend payments, if applicable.

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FBMPX vs. VOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FBMPX
Fidelity Select Communication Services Portfolio
-11.69%37.07%35.98%56.85%-38.30%15.97%35.48%33.14%-3.52%12.60%
VOX
Vanguard Communication Services ETF
-6.90%26.27%33.12%44.81%-38.85%13.83%29.12%28.03%-16.75%-5.50%

Returns By Period

In the year-to-date period, FBMPX achieves a -11.69% return, which is significantly lower than VOX's -6.90% return. Over the past 10 years, FBMPX has outperformed VOX with an annualized return of 14.79%, while VOX has yielded a comparatively lower 8.41% annualized return.


FBMPX

1D
-0.18%
1M
-11.49%
YTD
-11.69%
6M
-9.17%
1Y
27.49%
3Y*
28.69%
5Y*
11.04%
10Y*
14.79%

VOX

1D
3.50%
1M
-6.17%
YTD
-6.90%
6M
-3.66%
1Y
22.45%
3Y*
24.33%
5Y*
7.40%
10Y*
8.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FBMPX vs. VOX - Expense Ratio Comparison

FBMPX has a 0.74% expense ratio, which is higher than VOX's 0.10% expense ratio.


Return for Risk

FBMPX vs. VOX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FBMPX
FBMPX Risk / Return Rank: 6565
Overall Rank
FBMPX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FBMPX Sortino Ratio Rank: 7272
Sortino Ratio Rank
FBMPX Omega Ratio Rank: 6666
Omega Ratio Rank
FBMPX Calmar Ratio Rank: 6161
Calmar Ratio Rank
FBMPX Martin Ratio Rank: 5656
Martin Ratio Rank

VOX
VOX Risk / Return Rank: 6868
Overall Rank
VOX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
VOX Sortino Ratio Rank: 7272
Sortino Ratio Rank
VOX Omega Ratio Rank: 6767
Omega Ratio Rank
VOX Calmar Ratio Rank: 6969
Calmar Ratio Rank
VOX Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


FBMPXVOXDifference

Sharpe ratio

Return per unit of total volatility

1.20

1.11

+0.09

Sortino ratio

Return per unit of downside risk

1.77

1.72

+0.05

Omega ratio

Gain probability vs. loss probability

1.24

1.23

+0.01

Calmar ratio

Return relative to maximum drawdown

1.39

1.67

-0.29

Martin ratio

Return relative to average drawdown

5.33

6.24

-0.91

FBMPX vs. VOX - Sharpe Ratio Comparison

The current FBMPX Sharpe Ratio is 1.20, which is comparable to the VOX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FBMPX and VOX, 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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Sharpe Ratios by Period


FBMPXVOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

1.11

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.35

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.40

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.42

+0.20

Correlation

The correlation between FBMPX and VOX is 0.81, 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.


Dividends

FBMPX vs. VOX - Dividend Comparison

FBMPX's dividend yield for the trailing twelve months is around 9.16%, more than VOX's 1.05% yield.


TTM20252024202320222021202020192018201720162015
FBMPX
Fidelity Select Communication Services Portfolio
9.16%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
1.05%0.95%1.05%1.03%0.88%0.93%0.73%0.90%2.77%3.83%2.67%3.55%

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


FBMPXVOXDifference

Max Drawdown

Largest 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 (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 Drawdown

Current decline from peak

-16.90%

-10.03%

-6.87%

Average Drawdown

Average peak-to-trough decline

-10.66%

-11.99%

+1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.40%

3.64%

+0.76%

Volatility

FBMPX vs. VOX - Volatility Comparison

Fidelity Select Communication Services Portfolio (FBMPX) has a higher volatility of 7.07% compared to Vanguard Communication Services ETF (VOX) at 6.40%. This indicates that FBMPX's price experiences larger fluctuations and is considered to be riskier 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


FBMPXVOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.07%

6.40%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

13.79%

11.80%

+1.99%

Volatility (1Y)

Calculated over the trailing 1-year period

23.07%

20.34%

+2.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.13%

21.19%

+1.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.83%

20.87%

+0.96%