FDLSX vs. FSPCX
FDLSX (Fidelity Select Leisure Portfolio) and FSPCX (Fidelity Select Insurance Portfolio) are both mutual funds - FDLSX is a Consumer Discretionary Equities fund managed by Fidelity, while FSPCX is a Financials Equities fund managed by Fidelity. Over the past 10 years, FDLSX returned 11.25%/yr vs 13.33%/yr for FSPCX. Their 0.65 correlation means they have sometimes moved together and sometimes differently. FDLSX charges 0.74%/yr vs 0.78%/yr for FSPCX.
Performance
FDLSX vs. FSPCX - Performance Comparison
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Returns By Period
In the year-to-date period, FDLSX achieves a 0.65% return, which is significantly lower than FSPCX's 10.79% return. Over the past 10 years, FDLSX has underperformed FSPCX with an annualized return of 11.25%, while FSPCX has yielded a comparatively higher 13.33% 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%
FSPCX
- 1D
- -1.94%
- 1M
- 2.00%
- 6M
- 12.61%
- YTD
- 10.79%
- 1Y
- 16.31%
- 3Y*
- 17.03%
- 5Y*
- 14.82%
- 10Y*
- 13.33%
- ALL TIME*
- 11.50%
Liquidity Comparison
| Position | Avg. 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. FSPCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FSPCX Fidelity Select Insurance Portfolio | 10.79% | 3.45% | 28.44% | 12.98% | 7.75% | 29.26% | 0.00% | 30.06% | -11.99% | 15.50% |
Correlation
The correlation between FDLSX and FSPCX 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. | 0.41 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.51 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.57 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 1985 | 0.65 |
Over the past year, the correlation between FDLSX and FSPCX has dropped to 0.36 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.
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Return for Risk
FDLSX vs. FSPCX — Risk / Return Rank
FDLSX
FSPCX
FDLSX vs. FSPCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Leisure Portfolio (FDLSX) and Fidelity Select Insurance Portfolio (FSPCX). 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.
| FDLSX | FSPCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.71 | ||
| Sortino ratioReturn per unit of downside risk | -2.37 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.18 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 1.59 | -2.18 |
| Martin ratioReturn relative to average drawdown | -0.96 | 3.24 | -4.20 |
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Drawdowns
FDLSX vs. FSPCX - Drawdown Comparison
The maximum FDLSX drawdown since its inception was -51.58%, smaller than the maximum FSPCX drawdown of -69.48%. Use the drawdown chart below to compare losses from any high point for FDLSX and FSPCX.
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Drawdown Indicators
| FDLSX | FSPCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.58% | -69.48% | +17.90% |
Max Drawdown (1Y)Largest decline over 1 year | -27.94% | -9.98% | -17.96% |
Max Drawdown (3Y)Largest decline over 3 years | -28.33% | -11.69% | -16.64% |
Max Drawdown (5Y)Largest decline over 5 years | -28.33% | -16.65% | -11.68% |
Max Drawdown (10Y)Largest decline over 10 years | -48.44% | -43.68% | -4.76% |
Current DrawdownCurrent decline from peak | -17.51% | -2.17% | -15.34% |
Average DrawdownAverage peak-to-trough decline | -8.98% | -9.68% | +0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.32% | 4.88% | +12.44% |
Volatility
FDLSX vs. FSPCX - Volatility Comparison
The current volatility for Fidelity Select Leisure Portfolio (FDLSX) is 5.69%, while Fidelity Select Insurance Portfolio (FSPCX) has a volatility of 7.17%. This indicates that FDLSX experiences smaller price fluctuations and is considered to be less risky than FSPCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FDLSX | FSPCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 7.17% | -1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 15.67% | 12.93% | +2.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.12% | 16.55% | +5.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.61% | 17.63% | +3.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.38% | 20.13% | +2.25% |
FDLSX vs. FSPCX - Expense Ratio Comparison
FDLSX has a 0.74% expense ratio, which is lower than FSPCX's 0.78% expense ratio.
Dividends
FDLSX vs. FSPCX - Dividend Comparison
FDLSX's dividend yield for the trailing twelve months is around 5.13%, more than FSPCX's 4.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FSPCX Fidelity Select Insurance Portfolio | 4.25% | 3.35% | 8.72% | 8.48% | 0.74% | 8.40% | 8.80% | 6.90% | 32.69% | 12.52% | 2.81% | 3.11% |
Frequently Asked Questions
FDLSX and FSPCX 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.
FSPCX has higher volatility (7.17%) compared to FDLSX (5.69%). In terms of maximum drawdown, FDLSX dropped -51.58% vs FSPCX's -69.48%.
FSPCX currently has the higher Sharpe Ratio (0.96 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.
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