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FCOM vs. FBMPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FCOM and FBMPX is 0.81, 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.


-0.50.00.51.00.8

Performance

FCOM vs. FBMPX - Performance Comparison

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

50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
197.28%
55.83%
FCOM
FBMPX

Key characteristics

Sharpe Ratio

FCOM:

2.22

FBMPX:

1.65

Sortino Ratio

FCOM:

2.92

FBMPX:

2.17

Omega Ratio

FCOM:

1.40

FBMPX:

1.30

Calmar Ratio

FCOM:

1.67

FBMPX:

1.89

Martin Ratio

FCOM:

16.67

FBMPX:

8.82

Ulcer Index

FCOM:

2.16%

FBMPX:

3.48%

Daily Std Dev

FCOM:

16.24%

FBMPX:

18.62%

Max Drawdown

FCOM:

-46.76%

FBMPX:

-61.51%

Current Drawdown

FCOM:

-4.08%

FBMPX:

-6.02%

Returns By Period

In the year-to-date period, FCOM achieves a 34.41% return, which is significantly higher than FBMPX's 28.38% return. Over the past 10 years, FCOM has outperformed FBMPX with an annualized return of 10.55%, while FBMPX has yielded a comparatively lower 3.74% annualized return.


FCOM

YTD

34.41%

1M

2.01%

6M

15.89%

1Y

34.54%

5Y*

11.54%

10Y*

10.55%

FBMPX

YTD

28.38%

1M

0.88%

6M

11.10%

1Y

28.82%

5Y*

11.80%

10Y*

3.74%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FCOM vs. FBMPX - Expense Ratio Comparison

FCOM has a 0.08% expense ratio, which is lower than FBMPX's 0.74% expense ratio.


FBMPX
Fidelity Select Communication Services Portfolio
Expense ratio chart for FBMPX: current value at 0.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.74%
Expense ratio chart for FCOM: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

FCOM vs. FBMPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Communication Services Index ETF (FCOM) 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.


Sharpe ratio
The chart of Sharpe ratio for FCOM, currently valued at 2.22, compared to the broader market0.002.004.002.221.65
The chart of Sortino ratio for FCOM, currently valued at 2.92, compared to the broader market-2.000.002.004.006.008.0010.002.922.17
The chart of Omega ratio for FCOM, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.401.30
The chart of Calmar ratio for FCOM, currently valued at 1.67, compared to the broader market0.005.0010.0015.001.671.89
The chart of Martin ratio for FCOM, currently valued at 16.67, compared to the broader market0.0020.0040.0060.0080.00100.0016.678.82
FCOM
FBMPX

The current FCOM Sharpe Ratio is 2.22, which is higher than the FBMPX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of FCOM 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.22
1.65
FCOM
FBMPX

Dividends

FCOM vs. FBMPX - Dividend Comparison

FCOM's dividend yield for the trailing twelve months is around 0.86%, while FBMPX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FCOM
Fidelity MSCI Communication Services Index ETF
0.86%0.77%1.04%0.90%0.68%0.86%2.78%7.54%2.25%2.92%2.69%0.25%
FBMPX
Fidelity Select Communication Services Portfolio
0.00%0.00%0.00%0.00%0.00%0.00%0.29%0.21%0.44%2.46%1.95%3.30%

Drawdowns

FCOM vs. FBMPX - Drawdown Comparison

The maximum FCOM drawdown since its inception was -46.76%, smaller than the maximum FBMPX drawdown of -61.51%. Use the drawdown chart below to compare losses from any high point for FCOM and FBMPX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.08%
-6.02%
FCOM
FBMPX

Volatility

FCOM vs. FBMPX - Volatility Comparison

The current volatility for Fidelity MSCI Communication Services Index ETF (FCOM) is 5.16%, while Fidelity Select Communication Services Portfolio (FBMPX) has a volatility of 6.76%. This indicates that FCOM 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.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.16%
6.76%
FCOM
FBMPX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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