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FBSOX vs. FBGRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FBSOX and FBGRX is 0.83, 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.


Performance

FBSOX vs. FBGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select IT Services Portfolio (FBSOX) and Fidelity Blue Chip Growth Fund (FBGRX). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,500.00%2,000.00%December2025FebruaryMarchAprilMay
1,659.87%
774.52%
FBSOX
FBGRX

Key characteristics

Sharpe Ratio

FBSOX:

0.21

FBGRX:

0.20

Sortino Ratio

FBSOX:

0.41

FBGRX:

0.48

Omega Ratio

FBSOX:

1.07

FBGRX:

1.07

Calmar Ratio

FBSOX:

0.17

FBGRX:

0.21

Martin Ratio

FBSOX:

0.64

FBGRX:

0.65

Ulcer Index

FBSOX:

7.29%

FBGRX:

8.91%

Daily Std Dev

FBSOX:

22.22%

FBGRX:

28.26%

Max Drawdown

FBSOX:

-49.59%

FBGRX:

-57.42%

Current Drawdown

FBSOX:

-21.16%

FBGRX:

-14.71%

Returns By Period

In the year-to-date period, FBSOX achieves a -12.06% return, which is significantly lower than FBGRX's -10.52% return. Over the past 10 years, FBSOX has underperformed FBGRX with an annualized return of 9.90%, while FBGRX has yielded a comparatively higher 11.51% annualized return.


FBSOX

YTD

-12.06%

1M

-2.12%

6M

-7.27%

1Y

2.32%

5Y*

3.95%

10Y*

9.90%

FBGRX

YTD

-10.52%

1M

15.30%

6M

-5.83%

1Y

0.45%

5Y*

12.97%

10Y*

11.51%

*Annualized

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FBSOX vs. FBGRX - Expense Ratio Comparison

FBSOX has a 0.70% expense ratio, which is lower than FBGRX's 0.79% expense ratio.


Risk-Adjusted Performance

FBSOX vs. FBGRX — Risk-Adjusted Performance Rank

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

FBSOX
The Risk-Adjusted Performance Rank of FBSOX is 2929
Overall Rank
The Sharpe Ratio Rank of FBSOX is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of FBSOX is 2929
Sortino Ratio Rank
The Omega Ratio Rank of FBSOX is 3131
Omega Ratio Rank
The Calmar Ratio Rank of FBSOX is 3030
Calmar Ratio Rank
The Martin Ratio Rank of FBSOX is 2929
Martin Ratio Rank

FBGRX
The Risk-Adjusted Performance Rank of FBGRX is 3030
Overall Rank
The Sharpe Ratio Rank of FBGRX is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of FBGRX is 3131
Sortino Ratio Rank
The Omega Ratio Rank of FBGRX is 3030
Omega Ratio Rank
The Calmar Ratio Rank of FBGRX is 3333
Calmar Ratio Rank
The Martin Ratio Rank of FBGRX is 2929
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FBSOX vs. FBGRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select IT Services Portfolio (FBSOX) and Fidelity Blue Chip Growth Fund (FBGRX). 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.


The current FBSOX Sharpe Ratio is 0.21, which is comparable to the FBGRX Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of FBSOX and FBGRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
0.21
0.20
FBSOX
FBGRX

Dividends

FBSOX vs. FBGRX - Dividend Comparison

FBSOX's dividend yield for the trailing twelve months is around 0.10%, less than FBGRX's 0.26% yield.


TTM20242023202220212020201920182017201620152014
FBSOX
Fidelity Select IT Services Portfolio
0.10%0.07%0.01%0.02%0.00%0.01%0.04%0.06%0.04%0.32%2.98%0.44%
FBGRX
Fidelity Blue Chip Growth Fund
0.26%0.23%0.00%0.00%0.00%0.00%0.00%0.12%0.09%0.22%5.07%6.08%

Drawdowns

FBSOX vs. FBGRX - Drawdown Comparison

The maximum FBSOX drawdown since its inception was -49.59%, smaller than the maximum FBGRX drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for FBSOX and FBGRX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-21.16%
-14.71%
FBSOX
FBGRX

Volatility

FBSOX vs. FBGRX - Volatility Comparison

Fidelity Select IT Services Portfolio (FBSOX) and Fidelity Blue Chip Growth Fund (FBGRX) have volatilities of 16.86% and 16.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
16.86%
16.32%
FBSOX
FBGRX