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FBSOX vs. FBMPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FBSOX vs. FBMPX - Performance Comparison

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

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FBSOX vs. FBMPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FBSOX
Fidelity Select IT Services Portfolio
-20.61%-9.19%15.04%23.23%-28.86%2.53%31.47%42.25%4.11%34.28%
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%

Returns By Period

In the year-to-date period, FBSOX achieves a -20.61% return, which is significantly lower than FBMPX's -11.69% return. Over the past 10 years, FBSOX has underperformed FBMPX with an annualized return of 7.31%, while FBMPX has yielded a comparatively higher 14.79% annualized return.


FBSOX

1D
0.95%
1M
-5.16%
YTD
-20.61%
6M
-26.49%
1Y
-27.65%
3Y*
-1.46%
5Y*
-5.56%
10Y*
7.31%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FBSOX vs. FBMPX - Expense Ratio Comparison

FBSOX has a 0.70% expense ratio, which is lower than FBMPX's 0.74% expense ratio.


Return for Risk

FBSOX vs. FBMPX — Risk / Return Rank

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

FBSOX
FBSOX Risk / Return Rank: 00
Overall Rank
FBSOX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
FBSOX Sortino Ratio Rank: 00
Sortino Ratio Rank
FBSOX Omega Ratio Rank: 00
Omega Ratio Rank
FBSOX Calmar Ratio Rank: 00
Calmar Ratio Rank
FBSOX Martin Ratio Rank: 00
Martin Ratio Rank

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
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.

FBSOX vs. FBMPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select IT Services Portfolio (FBSOX) and Fidelity Select Communication Services Portfolio (FBMPX). 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.


FBSOXFBMPXDifference

Sharpe ratio

Return per unit of total volatility

-1.13

1.20

-2.33

Sortino ratio

Return per unit of downside risk

-1.49

1.77

-3.26

Omega ratio

Gain probability vs. loss probability

0.80

1.24

-0.44

Calmar ratio

Return relative to maximum drawdown

-0.87

1.39

-2.26

Martin ratio

Return relative to average drawdown

-2.12

5.33

-7.45

FBSOX vs. FBMPX - Sharpe Ratio Comparison

The current FBSOX Sharpe Ratio is -1.13, which is lower than the FBMPX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of FBSOX and FBMPX, 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


FBSOXFBMPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.13

1.20

-2.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.25

0.48

-0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.68

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.63

-0.16

Correlation

The correlation between FBSOX and FBMPX is 0.75, 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

FBSOX vs. FBMPX - Dividend Comparison

FBSOX's dividend yield for the trailing twelve months is around 17.72%, more than FBMPX's 9.16% yield.


TTM20252024202320222021202020192018201720162015
FBSOX
Fidelity Select IT Services Portfolio
17.72%14.07%18.34%3.81%14.40%15.64%5.27%2.30%4.97%3.10%0.32%3.87%
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%

Drawdowns

FBSOX vs. FBMPX - Drawdown Comparison

The maximum FBSOX drawdown since its inception was -50.01%, smaller than the maximum FBMPX drawdown of -61.77%. Use the drawdown chart below to compare losses from any high point for FBSOX and FBMPX.


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Drawdown Indicators


FBSOXFBMPXDifference

Max Drawdown

Largest peak-to-trough decline

-50.01%

-61.77%

+11.76%

Max Drawdown (1Y)

Largest decline over 1 year

-32.78%

-16.90%

-15.88%

Max Drawdown (5Y)

Largest decline over 5 years

-42.28%

-47.42%

+5.14%

Max Drawdown (10Y)

Largest decline over 10 years

-42.28%

-47.42%

+5.14%

Current Drawdown

Current decline from peak

-35.36%

-16.90%

-18.46%

Average Drawdown

Average peak-to-trough decline

-10.07%

-10.66%

+0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.45%

4.40%

+9.05%

Volatility

FBSOX vs. FBMPX - Volatility Comparison

The current volatility for Fidelity Select IT Services Portfolio (FBSOX) is 5.81%, while Fidelity Select Communication Services Portfolio (FBMPX) has a volatility of 7.07%. This indicates that FBSOX experiences smaller price fluctuations and is considered to be less risky than FBMPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBSOXFBMPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.81%

7.07%

-1.26%

Volatility (6M)

Calculated over the trailing 6-month period

16.80%

13.79%

+3.01%

Volatility (1Y)

Calculated over the trailing 1-year period

24.04%

23.07%

+0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.32%

23.13%

-0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.69%

21.83%

+0.86%