PortfoliosLab logoPortfoliosLab logo
FDLSX vs. FBGRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDLSX vs. FBGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Leisure Portfolio (FDLSX) and Fidelity Blue Chip Growth Fund (FBGRX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FDLSX achieves a 0.65% return, which is significantly lower than FBGRX's 10.15% return. Over the past 10 years, FDLSX has underperformed FBGRX with an annualized return of 11.25%, while FBGRX has yielded a comparatively higher 20.56% annualized return.


FDLSX

1D
-0.29%
1M
1.01%
6M
2.96%
YTD
0.65%
1Y
-13.90%
3Y*
6.17%
5Y*
6.39%
10Y*
11.25%
ALL TIME*
13.05%

FBGRX

1D
3.14%
1M
-4.18%
6M
10.25%
YTD
10.15%
1Y
24.18%
3Y*
25.20%
5Y*
13.50%
10Y*
20.56%
ALL TIME*
13.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

FDLSX vs. FBGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDLSX
Fidelity Select Leisure Portfolio
0.65%-5.30%20.17%30.14%-15.27%21.66%18.59%28.78%-7.65%29.09%
FBGRX
Fidelity Blue Chip Growth Fund
10.15%19.91%39.77%55.61%-38.45%22.64%62.20%33.43%1.02%36.01%

Correlation

The correlation between FDLSX and FBGRX is 0.36, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.36

Correlation (3Y)
Balances recent behavior with more history.

0.53

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.67

Correlation (10Y)
Provides a long-term view across more market conditions.

0.67

Correlation (All Time)
Calculated using the full available price history since Dec 31, 1987

0.78

Over the past year, the correlation between FDLSX and FBGRX has dropped to 0.36 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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


Return for Risk

FDLSX vs. FBGRX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FDLSX
FDLSX Risk / Return Rank: 11
Overall Rank
FDLSX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
FDLSX Sortino Ratio Rank: 11
Sortino Ratio Rank
FDLSX Omega Ratio Rank: 11
Omega Ratio Rank
FDLSX Calmar Ratio Rank: 11
Calmar Ratio Rank
FDLSX Martin Ratio Rank: 11
Martin Ratio Rank

FBGRX
FBGRX Risk / Return Rank: 4040
Overall Rank
FBGRX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
FBGRX Sortino Ratio Rank: 3636
Sortino Ratio Rank
FBGRX Omega Ratio Rank: 3535
Omega Ratio Rank
FBGRX Calmar Ratio Rank: 4747
Calmar Ratio Rank
FBGRX Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FDLSX vs. FBGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Leisure Portfolio (FDLSX) and Fidelity Blue Chip Growth Fund (FBGRX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FDLSXFBGRXDifference
Sharpe ratioReturn per unit of total volatility

-1.84

Sortino ratioReturn per unit of downside risk

-2.49

Omega ratioGain probability vs. loss probability

0.88

1.19

-0.31

Calmar ratioReturn relative to maximum drawdown

-0.59

1.73

-2.33

Martin ratioReturn relative to average drawdown

-0.96

6.19

-7.14

FDLSX vs. FBGRX - Sharpe Ratio Comparison

The current FDLSX Sharpe Ratio is -0.75, which is lower than the FBGRX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of FDLSX and FBGRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

FDLSX vs. FBGRX - Drawdown Comparison

The maximum FDLSX drawdown since its inception was -51.58%, smaller than the maximum FBGRX drawdown of -58.64%. Use the drawdown chart below to compare losses from any high point for FDLSX and FBGRX.


Loading charts...

Drawdown Indicators


FDLSXFBGRXDifference

Max Drawdown

Largest peak-to-trough decline

-51.58%

-58.64%

+7.06%

Max Drawdown (1Y)

Largest decline over 1 year

-27.94%

-12.65%

-15.29%

Max Drawdown (3Y)

Largest decline over 3 years

-28.33%

-27.07%

-1.26%

Max Drawdown (5Y)

Largest decline over 5 years

-28.33%

-43.08%

+14.75%

Max Drawdown (10Y)

Largest decline over 10 years

-48.44%

-43.08%

-5.36%

Current Drawdown

Current decline from peak

-17.51%

-7.79%

-9.72%

Average Drawdown

Average peak-to-trough decline

-8.98%

-12.49%

+3.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.32%

3.54%

+13.78%

Volatility

FDLSX vs. FBGRX - Volatility Comparison

The current volatility for Fidelity Select Leisure Portfolio (FDLSX) is 5.69%, while Fidelity Blue Chip Growth Fund (FBGRX) has a volatility of 6.56%. This indicates that FDLSX experiences smaller price fluctuations and is considered to be less risky than FBGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FDLSXFBGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.69%

6.56%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

15.67%

16.09%

-0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

22.12%

20.05%

+2.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.61%

25.24%

-3.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.38%

23.83%

-1.45%

FDLSX vs. FBGRX - Expense Ratio Comparison

FDLSX has a 0.74% expense ratio, which is lower than FBGRX's 0.79% expense ratio.


Dividends

FDLSX vs. FBGRX - Dividend Comparison

FDLSX's dividend yield for the trailing twelve months is around 5.13%, more than FBGRX's 1.72% yield.


PositionTTM20252024202320222021202020192018201720162015
FBGRX
Fidelity Blue Chip Growth Fund
1.72%1.90%5.95%0.93%0.57%8.73%6.40%3.70%6.32%4.23%4.05%5.30%
FDLSX
Fidelity Select Leisure Portfolio
5.13%9.12%7.41%1.64%3.32%22.77%2.36%6.43%19.76%6.33%1.01%5.42%

Frequently Asked Questions


FDLSX and FBGRX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FBGRX has higher volatility (6.56%) compared to FDLSX (5.69%). In terms of maximum drawdown, FDLSX dropped -51.58% vs FBGRX's -58.64%.

FBGRX currently has the higher Sharpe Ratio (1.09 vs -0.75), 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.

Portfolio Optimizer

Find the right allocation for FDLSX and FBGRX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer