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FDEGX vs. FSLBX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDEGX and FSLBX 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.


-0.50.00.51.0
Correlation: 0.8

Performance

FDEGX vs. FSLBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Growth Strategies Fund (FDEGX) and Fidelity Select Brokerage & Invmt Mgmt Portfolio (FSLBX). The values are adjusted to include any dividend payments, if applicable.

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%NovemberDecember2025FebruaryMarchApril
1,730.34%
5,609.06%
FDEGX
FSLBX

Key characteristics

Sharpe Ratio

FDEGX:

0.44

FSLBX:

0.63

Sortino Ratio

FDEGX:

0.78

FSLBX:

1.00

Omega Ratio

FDEGX:

1.11

FSLBX:

1.15

Calmar Ratio

FDEGX:

0.46

FSLBX:

0.63

Martin Ratio

FDEGX:

1.51

FSLBX:

2.35

Ulcer Index

FDEGX:

7.89%

FSLBX:

7.04%

Daily Std Dev

FDEGX:

27.08%

FSLBX:

26.39%

Max Drawdown

FDEGX:

-85.76%

FSLBX:

-67.49%

Current Drawdown

FDEGX:

-14.03%

FSLBX:

-15.74%

Returns By Period

In the year-to-date period, FDEGX achieves a -4.55% return, which is significantly higher than FSLBX's -9.01% return. Over the past 10 years, FDEGX has outperformed FSLBX with an annualized return of 9.93%, while FSLBX has yielded a comparatively lower 9.36% annualized return.


FDEGX

YTD

-4.55%

1M

-0.41%

6M

-0.98%

1Y

11.47%

5Y*

12.92%

10Y*

9.93%

FSLBX

YTD

-9.01%

1M

-5.31%

6M

-4.73%

1Y

18.04%

5Y*

20.75%

10Y*

9.36%

*Annualized

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FDEGX vs. FSLBX - Expense Ratio Comparison

FDEGX has a 0.63% expense ratio, which is lower than FSLBX's 0.75% expense ratio.


Expense ratio chart for FSLBX: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSLBX: 0.75%
Expense ratio chart for FDEGX: current value is 0.63%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDEGX: 0.63%

Risk-Adjusted Performance

FDEGX vs. FSLBX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FDEGX
The Risk-Adjusted Performance Rank of FDEGX is 5353
Overall Rank
The Sharpe Ratio Rank of FDEGX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of FDEGX is 5454
Sortino Ratio Rank
The Omega Ratio Rank of FDEGX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of FDEGX is 5959
Calmar Ratio Rank
The Martin Ratio Rank of FDEGX is 4949
Martin Ratio Rank

FSLBX
The Risk-Adjusted Performance Rank of FSLBX is 6666
Overall Rank
The Sharpe Ratio Rank of FSLBX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of FSLBX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of FSLBX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of FSLBX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FSLBX is 6262
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.

FDEGX vs. FSLBX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Strategies Fund (FDEGX) and Fidelity Select Brokerage & Invmt Mgmt Portfolio (FSLBX). 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 chart of Sharpe ratio for FDEGX, currently valued at 0.44, compared to the broader market-1.000.001.002.003.00
FDEGX: 0.44
FSLBX: 0.63
The chart of Sortino ratio for FDEGX, currently valued at 0.78, compared to the broader market-2.000.002.004.006.008.00
FDEGX: 0.78
FSLBX: 1.00
The chart of Omega ratio for FDEGX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.00
FDEGX: 1.11
FSLBX: 1.15
The chart of Calmar ratio for FDEGX, currently valued at 0.46, compared to the broader market0.002.004.006.008.0010.00
FDEGX: 0.46
FSLBX: 0.63
The chart of Martin ratio for FDEGX, currently valued at 1.51, compared to the broader market0.0010.0020.0030.0040.00
FDEGX: 1.51
FSLBX: 2.35

The current FDEGX Sharpe Ratio is 0.44, which is comparable to the FSLBX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of FDEGX and FSLBX, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.44
0.63
FDEGX
FSLBX

Dividends

FDEGX vs. FSLBX - Dividend Comparison

FDEGX's dividend yield for the trailing twelve months is around 8.27%, more than FSLBX's 0.73% yield.


TTM20242023202220212020201920182017201620152014
FDEGX
Fidelity Growth Strategies Fund
8.27%7.89%0.05%0.00%14.15%8.37%3.65%0.75%0.43%0.59%0.13%0.31%
FSLBX
Fidelity Select Brokerage & Invmt Mgmt Portfolio
0.73%0.69%1.22%1.71%0.63%1.11%1.21%1.50%1.00%1.23%2.17%1.36%

Drawdowns

FDEGX vs. FSLBX - Drawdown Comparison

The maximum FDEGX drawdown since its inception was -85.76%, which is greater than FSLBX's maximum drawdown of -67.49%. Use the drawdown chart below to compare losses from any high point for FDEGX and FSLBX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.03%
-15.74%
FDEGX
FSLBX

Volatility

FDEGX vs. FSLBX - Volatility Comparison

The current volatility for Fidelity Growth Strategies Fund (FDEGX) is 17.09%, while Fidelity Select Brokerage & Invmt Mgmt Portfolio (FSLBX) has a volatility of 18.06%. This indicates that FDEGX experiences smaller price fluctuations and is considered to be less risky than FSLBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
17.09%
18.06%
FDEGX
FSLBX