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

Correlation

The correlation between FBSOX and VOOG 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.


Performance

FBSOX vs. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select IT Services Portfolio (FBSOX) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

550.00%600.00%650.00%700.00%750.00%800.00%December2025FebruaryMarchAprilMay
584.21%
718.82%
FBSOX
VOOG

Key characteristics

Sharpe Ratio

FBSOX:

0.21

VOOG:

0.73

Sortino Ratio

FBSOX:

0.41

VOOG:

1.14

Omega Ratio

FBSOX:

1.07

VOOG:

1.16

Calmar Ratio

FBSOX:

0.17

VOOG:

0.82

Martin Ratio

FBSOX:

0.64

VOOG:

2.78

Ulcer Index

FBSOX:

7.29%

VOOG:

6.53%

Daily Std Dev

FBSOX:

22.22%

VOOG:

24.81%

Max Drawdown

FBSOX:

-49.59%

VOOG:

-32.73%

Current Drawdown

FBSOX:

-21.16%

VOOG:

-9.80%

Returns By Period

In the year-to-date period, FBSOX achieves a -12.06% return, which is significantly lower than VOOG's -5.13% return. Over the past 10 years, FBSOX has underperformed VOOG with an annualized return of 9.90%, while VOOG has yielded a comparatively higher 14.07% annualized return.


FBSOX

YTD

-12.06%

1M

-2.12%

6M

-7.27%

1Y

2.32%

5Y*

3.95%

10Y*

9.90%

VOOG

YTD

-5.13%

1M

14.98%

6M

-0.43%

1Y

14.40%

5Y*

16.23%

10Y*

14.07%

*Annualized

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FBSOX vs. VOOG - Expense Ratio Comparison

FBSOX has a 0.70% expense ratio, which is higher than VOOG's 0.10% expense ratio.


Risk-Adjusted Performance

FBSOX vs. VOOG — 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

VOOG
The Risk-Adjusted Performance Rank of VOOG is 6767
Overall Rank
The Sharpe Ratio Rank of VOOG is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOOG is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VOOG is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VOOG is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VOOG is 6565
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. VOOG - 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 Growth ETF (VOOG). 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 lower than the VOOG Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of FBSOX and VOOG, 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-0.500.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
0.20
0.73
FBSOX
VOOG

Dividends

FBSOX vs. VOOG - Dividend Comparison

FBSOX's dividend yield for the trailing twelve months is around 0.10%, less than VOOG's 0.59% 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%
VOOG
Vanguard S&P 500 Growth ETF
0.59%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%

Drawdowns

FBSOX vs. VOOG - Drawdown Comparison

The maximum FBSOX drawdown since its inception was -49.59%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for FBSOX and VOOG. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-21.16%
-9.80%
FBSOX
VOOG

Volatility

FBSOX vs. VOOG - Volatility Comparison

Fidelity Select IT Services Portfolio (FBSOX) has a higher volatility of 15.24% compared to Vanguard S&P 500 Growth ETF (VOOG) at 13.46%. This indicates that FBSOX's price experiences larger fluctuations and is considered to be riskier than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
15.24%
13.46%
FBSOX
VOOG