FBSOX vs. VOO
Compare and contrast key facts about Fidelity Select IT Services Portfolio (FBSOX) and Vanguard S&P 500 ETF (VOO).
FBSOX is managed by Fidelity. It was launched on Feb 4, 1998. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FBSOX or VOO.
Performance
FBSOX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, FBSOX achieves a 7.50% return, which is significantly lower than VOO's 24.51% return. Over the past 10 years, FBSOX has underperformed VOO with an annualized return of 6.21%, while VOO has yielded a comparatively higher 13.12% annualized return.
FBSOX
7.50%
2.49%
14.10%
12.20%
-2.23%
6.21%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| FBSOX | VOO | |
|---|---|---|
| Sharpe Ratio | 0.79 | 2.64 |
| Sortino Ratio | 1.09 | 3.53 |
| Omega Ratio | 1.16 | 1.49 |
| Calmar Ratio | 0.27 | 3.81 |
| Martin Ratio | 1.30 | 17.34 |
| Ulcer Index | 9.63% | 1.86% |
| Daily Std Dev | 15.96% | 12.20% |
| Max Drawdown | -54.04% | -33.99% |
| Current Drawdown | -35.79% | -2.16% |
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FBSOX vs. VOO - Expense Ratio Comparison
FBSOX has a 0.70% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between FBSOX and VOO is 0.84, 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.
Risk-Adjusted Performance
FBSOX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select IT Services Portfolio (FBSOX) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
FBSOX vs. VOO - Dividend Comparison
FBSOX's dividend yield for the trailing twelve months is around 0.01%, less than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FBSOX Fidelity Select IT Services Portfolio | 0.01% | 0.01% | 0.02% | 0.00% | 0.01% | 0.04% | 0.06% | 0.04% | 0.32% | 2.98% | 0.44% | 2.84% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
FBSOX vs. VOO - Drawdown Comparison
The maximum FBSOX drawdown since its inception was -54.04%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FBSOX and VOO. For additional features, visit the drawdowns tool.
Volatility
FBSOX vs. VOO - Volatility Comparison
Fidelity Select IT Services Portfolio (FBSOX) has a higher volatility of 4.78% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that FBSOX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.