FBSOX vs. VOOG
Compare and contrast key facts about Fidelity Select IT Services Portfolio (FBSOX) and Vanguard S&P 500 Growth ETF (VOOG).
FBSOX is managed by Fidelity. It was launched on Feb 4, 1998. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth 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 VOOG.
Performance
FBSOX vs. VOOG - Performance Comparison
Returns By Period
In the year-to-date period, FBSOX achieves a 7.50% return, which is significantly lower than VOOG's 31.46% return. Over the past 10 years, FBSOX has underperformed VOOG with an annualized return of 6.21%, while VOOG has yielded a comparatively higher 14.84% annualized return.
FBSOX
7.50%
2.49%
14.10%
12.20%
-2.23%
6.21%
VOOG
31.46%
1.49%
14.22%
37.48%
17.18%
14.84%
Key characteristics
| FBSOX | VOOG | |
|---|---|---|
| Sharpe Ratio | 0.79 | 2.21 |
| Sortino Ratio | 1.09 | 2.88 |
| Omega Ratio | 1.16 | 1.41 |
| Calmar Ratio | 0.27 | 2.78 |
| Martin Ratio | 1.30 | 11.74 |
| Ulcer Index | 9.63% | 3.21% |
| Daily Std Dev | 15.96% | 17.04% |
| Max Drawdown | -54.04% | -32.73% |
| Current Drawdown | -35.79% | -2.82% |
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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.
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.
Risk-Adjusted Performance
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.
Dividends
FBSOX vs. VOOG - Dividend Comparison
FBSOX's dividend yield for the trailing twelve months is around 0.01%, less than VOOG's 0.61% 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% |
VOOG Vanguard S&P 500 Growth ETF | 0.61% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Drawdowns
FBSOX vs. VOOG - Drawdown Comparison
The maximum FBSOX drawdown since its inception was -54.04%, 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.
Volatility
FBSOX vs. VOOG - Volatility Comparison
The current volatility for Fidelity Select IT Services Portfolio (FBSOX) is 4.78%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 5.61%. This indicates that FBSOX experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.