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

Correlation

The correlation between FBSOX and FXAIX is 0.85, 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. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select IT Services Portfolio (FBSOX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FBSOX:

1.15

FXAIX:

0.68

Sortino Ratio

FBSOX:

1.52

FXAIX:

1.08

Omega Ratio

FBSOX:

1.22

FXAIX:

1.16

Calmar Ratio

FBSOX:

0.80

FXAIX:

0.72

Martin Ratio

FBSOX:

3.83

FXAIX:

2.77

Ulcer Index

FBSOX:

5.48%

FXAIX:

4.84%

Daily Std Dev

FBSOX:

20.07%

FXAIX:

19.83%

Max Drawdown

FBSOX:

-49.59%

FXAIX:

-33.79%

Current Drawdown

FBSOX:

-6.37%

FXAIX:

-2.99%

Returns By Period

In the year-to-date period, FBSOX achieves a 4.44% return, which is significantly higher than FXAIX's 1.50% return. Over the past 10 years, FBSOX has underperformed FXAIX with an annualized return of 11.70%, while FXAIX has yielded a comparatively higher 12.71% annualized return.


FBSOX

YTD

4.44%

1M

8.07%

6M

1.41%

1Y

22.78%

3Y*

11.50%

5Y*

6.55%

10Y*

11.70%

FXAIX

YTD

1.50%

1M

7.32%

6M

-0.72%

1Y

13.45%

3Y*

14.33%

5Y*

16.15%

10Y*

12.71%

*Annualized

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Fidelity 500 Index Fund

FBSOX vs. FXAIX - Expense Ratio Comparison

FBSOX has a 0.70% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FBSOX vs. FXAIX — 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 8181
Overall Rank
The Sharpe Ratio Rank of FBSOX is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of FBSOX is 8383
Sortino Ratio Rank
The Omega Ratio Rank of FBSOX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of FBSOX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of FBSOX is 8181
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 6969
Overall Rank
The Sharpe Ratio Rank of FXAIX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 7070
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. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select IT Services Portfolio (FBSOX) and Fidelity 500 Index Fund (FXAIX). 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 1.15, which is higher than the FXAIX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of FBSOX and FXAIX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FBSOX vs. FXAIX - Dividend Comparison

FBSOX's dividend yield for the trailing twelve months is around 25.44%, more than FXAIX's 1.55% yield.


TTM20242023202220212020201920182017201620152014
FBSOX
Fidelity Select IT Services Portfolio
25.44%18.34%3.81%14.40%15.64%5.27%2.30%4.97%3.10%0.32%3.87%8.20%
FXAIX
Fidelity 500 Index Fund
1.55%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%2.08%

Drawdowns

FBSOX vs. FXAIX - Drawdown Comparison

The maximum FBSOX drawdown since its inception was -49.59%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FBSOX and FXAIX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FBSOX vs. FXAIX - Volatility Comparison

The current volatility for Fidelity Select IT Services Portfolio (FBSOX) is 4.42%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 4.70%. This indicates that FBSOX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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