FDFAX vs. FBCVX

Last updated Jun 4, 2026

FDFAX (Fidelity Select Consumer Staples Portfolio) and FBCVX (Fidelity Blue Chip Value Fund) are both mutual funds - FDFAX is a Consumer Staples Equities fund managed by Fidelity, while FBCVX is a Large Cap Value Equities fund managed by Fidelity. Over the past 10 years, FDFAX returned 5.86%/yr vs 9.20%/yr for FBCVX. A 0.71 correlation means they provide meaningful diversification when combined. FDFAX charges 0.73%/yr vs 0.63%/yr for FBCVX.

Performance

FDFAX vs. FBCVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Consumer Staples Portfolio (FDFAX) and Fidelity Blue Chip Value Fund (FBCVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FDFAX achieves a 7.12% return, which is significantly lower than FBCVX's 16.27% return. Over the past 10 years, FDFAX has underperformed FBCVX with an annualized return of 5.86%, while FBCVX has yielded a comparatively higher 9.20% annualized return.

FDFAX

• 1D: -0.18%
• 1M: -1.98%
• YTD: 7.12%
• 6M: 5.44%
• 1Y: 4.59%
• 3Y*: 4.18%
• 5Y*: 3.89%
• 10Y*: 5.86%

FBCVX

• 1D: 0.50%
• 1M: 5.37%
• YTD: 16.27%
• 6M: 17.25%
• 1Y: 29.01%
• 3Y*: 13.95%
• 5Y*: 9.30%
• 10Y*: 9.20%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FDFAX vs. FBCVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FDFAX Fidelity Select Consumer Staples Portfolio	7.12%	-1.31%	5.58%	3.02%	-0.44%	14.43%	11.60%	31.79%	-15.91%	12.15%
FBCVX Fidelity Blue Chip Value Fund	16.27%	11.14%	4.91%	7.07%	1.54%	25.04%	-4.72%	21.71%	-9.19%	14.88%

Correlation

The correlation between FDFAX and FBCVX is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.43
Correlation (3Y) Calculated over the trailing 3-year period	0.53
Correlation (5Y) Calculated over the trailing 5-year period	0.63
Correlation (10Y) Calculated over the trailing 10-year period	0.64
Correlation (All Time) Calculated using the full available price history since Jan 9, 2003	0.71

Over the past year, the correlation between FDFAX and FBCVX has dropped to 0.43 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.

FDFAX vs. FBCVX - Sectors Allocation Comparison

Sectors	FDFAX	FBCVX
Consumer Defensive	96.8%	5.4%
Industrials	2.4%	12.4%
Consumer Cyclical	0.8%	8.4%
Basic Materials	-	4.1%
Communication Services	-	9.0%
Energy	-	7.8%
Financial Services	-	18.4%
Healthcare	-	12.7%
Real Estate	-	4.9%
Technology	-	13.6%
Utilities	-	3.4%

Return for Risk

FDFAX vs. FBCVX — Risk / Return Rank

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

FDFAX

FDFAX Risk / Return Rank: 5
FDFAX Sharpe Ratio Rank: 5
FDFAX Sortino Ratio Rank: 5
FDFAX Omega Ratio Rank: 4
FDFAX Calmar Ratio Rank: 5
FDFAX Martin Ratio Rank: 4

FBCVX

FBCVX Risk / Return Rank: 69
FBCVX Sharpe Ratio Rank: 72
FBCVX Sortino Ratio Rank: 71
FBCVX Omega Ratio Rank: 66
FBCVX Calmar Ratio Rank: 71
FBCVX Martin Ratio Rank: 67

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FDFAX vs. FBCVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Consumer Staples Portfolio (FDFAX) and Fidelity Blue Chip Value Fund (FBCVX). 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.

	FDFAX	FBCVX	Difference
Sharpe ratio: Return per unit of total volatility	0.34	2.46	-2.12
Sortino ratio: Return per unit of downside risk	0.57	3.50	-2.93
Omega ratio: Gain probability vs. loss probability	1.07	1.45	-0.39
Calmar ratio: Return relative to maximum drawdown	0.49	3.25	-2.76
Martin ratio: Return relative to average drawdown	0.92	12.98	-12.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FDFAX vs. FBCVX - Sharpe Ratio Comparison

The current FDFAX Sharpe Ratio is 0.34, which is lower than the FBCVX Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of FDFAX and FBCVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FDFAX	FBCVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.34	2.46	-2.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.28	0.68	-0.40
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.39	0.54	-0.15
Sharpe Ratio (All Time) Calculated using the full available price history	0.82	0.34	+0.48

Drawdowns

FDFAX vs. FBCVX - Drawdown Comparison

The maximum FDFAX drawdown since its inception was -38.29%, smaller than the maximum FBCVX drawdown of -63.75%. Use the drawdown chart below to compare losses from any high point for FDFAX and FBCVX.

Drawdown Indicators

	FDFAX	FBCVX	Difference
Max Drawdown Largest peak-to-trough decline	-38.29%	-63.75%	+25.46%
Max Drawdown (1Y) Largest decline over 1 year	-9.18%	-9.29%	+0.11%
Max Drawdown (3Y) Largest decline over 3 years	-13.03%	-14.82%	+1.79%
Max Drawdown (5Y) Largest decline over 5 years	-15.63%	-14.82%	-0.81%
Max Drawdown (10Y) Largest decline over 10 years	-27.66%	-41.65%	+13.99%
Current Drawdown Current decline from peak	-7.05%	0.00%	-7.05%
Average Drawdown Average peak-to-trough decline	-5.04%	-10.69%	+5.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.91%	2.32%	+2.59%

Volatility

FDFAX vs. FBCVX - Volatility Comparison

Fidelity Select Consumer Staples Portfolio (FDFAX) has a higher volatility of 3.79% compared to Fidelity Blue Chip Value Fund (FBCVX) at 3.45%. This indicates that FDFAX's price experiences larger fluctuations and is considered to be riskier than FBCVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FDFAX	FBCVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.79%	3.45%	+0.34%
Volatility (6M) Calculated over the trailing 6-month period	9.54%	9.60%	-0.06%
Volatility (1Y) Calculated over the trailing 1-year period	13.45%	12.30%	+1.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.79%	13.68%	+0.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.93%	17.09%	-2.16%

FDFAX vs. FBCVX - Expense Ratio Comparison

FDFAX has a 0.73% expense ratio, which is higher than FBCVX's 0.63% expense ratio.

Dividends

FDFAX vs. FBCVX - Dividend Comparison

FDFAX's dividend yield for the trailing twelve months is around 2.96%, more than FBCVX's 2.53% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FBCVX Fidelity Blue Chip Value Fund	2.53%	2.94%	9.31%	3.64%	2.59%	1.26%	1.07%	1.75%	1.47%	1.11%	1.05%	1.82%
FDFAX Fidelity Select Consumer Staples Portfolio	2.96%	6.45%	8.49%	5.13%	3.34%	10.73%	3.16%	2.78%	14.36%	8.82%	4.71%	9.06%

Frequently Asked Questions

Can I hold both FDFAX and FBCVX in my portfolio?

FDFAX and FBCVX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FDFAX or FBCVX?

FDFAX has higher volatility (3.79%) compared to FBCVX (3.45%). In terms of maximum drawdown, FDFAX dropped -38.29% vs FBCVX's -63.75%.

Which has better risk-adjusted returns?

FBCVX currently has the higher Sharpe Ratio (2.46 vs 0.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.