FDLSX vs. FSPCX
Compare and contrast key facts about Fidelity Select Leisure Portfolio (FDLSX) and Fidelity Select Insurance Portfolio (FSPCX).
FDLSX is managed by Fidelity. It was launched on May 7, 1984. FSPCX is managed by Fidelity. It was launched on Dec 16, 1985.
Performance
FDLSX vs. FSPCX - Performance Comparison
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FDLSX vs. FSPCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FDLSX Fidelity Select Leisure Portfolio | -12.27% | -5.30% | 13.64% | 30.14% | -15.27% | 21.66% | 18.59% | 28.78% | -7.65% | 29.09% |
FSPCX Fidelity Select Insurance Portfolio | -5.27% | 3.45% | 28.44% | 12.98% | 7.75% | 29.26% | 0.00% | 30.06% | -11.99% | 15.50% |
Returns By Period
In the year-to-date period, FDLSX achieves a -12.27% return, which is significantly lower than FSPCX's -5.27% return. Over the past 10 years, FDLSX has underperformed FSPCX with an annualized return of 9.06%, while FSPCX has yielded a comparatively higher 11.85% annualized return.
FDLSX
- 1D
- 0.32%
- 1M
- -8.57%
- YTD
- -12.27%
- 6M
- -23.33%
- 1Y
- -13.03%
- 3Y*
- 2.71%
- 5Y*
- 3.18%
- 10Y*
- 9.06%
FSPCX
- 1D
- 1.89%
- 1M
- -4.84%
- YTD
- -5.27%
- 6M
- -6.93%
- 1Y
- -9.38%
- 3Y*
- 13.82%
- 5Y*
- 12.52%
- 10Y*
- 11.85%
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FDLSX vs. FSPCX - Expense Ratio Comparison
FDLSX has a 0.74% expense ratio, which is lower than FSPCX's 0.78% expense ratio.
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.
| FDLSX | FSPCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.53 | -0.45 | -0.08 |
Sortino ratioReturn per unit of downside risk | -0.59 | -0.50 | -0.10 |
Omega ratioGain probability vs. loss probability | 0.92 | 0.93 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | -0.55 | -0.80 | +0.25 |
Martin ratioReturn relative to average drawdown | -1.30 | -1.48 | +0.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FDLSX | FSPCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.53 | -0.45 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.72 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.59 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.55 | +0.10 |
Correlation
The correlation between FDLSX and FSPCX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
FDLSX vs. FSPCX - Dividend Comparison
FDLSX's dividend yield for the trailing twelve months is around 10.40%, more than FSPCX's 3.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDLSX Fidelity Select Leisure Portfolio | 10.40% | 9.12% | 1.57% | 1.64% | 3.32% | 22.77% | 2.36% | 6.43% | 19.76% | 6.33% | 1.01% | 5.42% |
FSPCX Fidelity Select Insurance Portfolio | 3.53% | 3.35% | 8.72% | 8.48% | 0.74% | 8.40% | 8.80% | 6.90% | 32.69% | 12.52% | 2.81% | 3.11% |
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 | -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 | -28.10% | -9.77% | -18.33% |
Average DrawdownAverage peak-to-trough decline | -8.91% | -9.71% | +0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.09% | 6.37% | +5.72% |
Volatility
FDLSX vs. FSPCX - Volatility Comparison
Fidelity Select Leisure Portfolio (FDLSX) has a higher volatility of 6.09% compared to Fidelity Select Insurance Portfolio (FSPCX) at 4.28%. This indicates that FDLSX's price experiences larger fluctuations and is considered to be riskier 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 | 6.09% | 4.28% | +1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 17.83% | 11.12% | +6.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.50% | 18.95% | +5.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.44% | 17.48% | +3.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.26% | 20.07% | +2.19% |