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FDLSX vs. FSPCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.6

Performance

FDLSX vs. FSPCX - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
7.60%
6.08%
FDLSX
FSPCX

Key characteristics

Sharpe Ratio

FDLSX:

0.92

FSPCX:

1.17

Sortino Ratio

FDLSX:

1.26

FSPCX:

1.60

Omega Ratio

FDLSX:

1.18

FSPCX:

1.22

Calmar Ratio

FDLSX:

0.99

FSPCX:

1.24

Martin Ratio

FDLSX:

3.51

FSPCX:

3.90

Ulcer Index

FDLSX:

4.10%

FSPCX:

4.55%

Daily Std Dev

FDLSX:

15.67%

FSPCX:

15.17%

Max Drawdown

FDLSX:

-51.30%

FSPCX:

-68.55%

Current Drawdown

FDLSX:

-11.16%

FSPCX:

-10.42%

Returns By Period

In the year-to-date period, FDLSX achieves a -0.15% return, which is significantly lower than FSPCX's 1.73% return. Over the past 10 years, FDLSX has outperformed FSPCX with an annualized return of 5.48%, while FSPCX has yielded a comparatively lower 4.99% annualized return.


FDLSX

YTD

-0.15%

1M

-5.01%

6M

7.60%

1Y

12.58%

5Y*

5.00%

10Y*

5.48%

FSPCX

YTD

1.73%

1M

-0.52%

6M

6.08%

1Y

16.93%

5Y*

8.06%

10Y*

4.99%

*Annualized

Compare stocks, funds, or ETFs

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


FDLSX vs. FSPCX - Expense Ratio Comparison

FDLSX has a 0.74% expense ratio, which is lower than FSPCX's 0.78% expense ratio.


FSPCX
Fidelity Select Insurance Portfolio
Expense ratio chart for FSPCX: current value at 0.78% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.78%
Expense ratio chart for FDLSX: current value at 0.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.74%

Risk-Adjusted Performance

FDLSX vs. FSPCX — Risk-Adjusted Performance Rank

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

FDLSX
The Risk-Adjusted Performance Rank of FDLSX is 5151
Overall Rank
The Sharpe Ratio Rank of FDLSX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of FDLSX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of FDLSX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of FDLSX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FDLSX is 4848
Martin Ratio Rank

FSPCX
The Risk-Adjusted Performance Rank of FSPCX is 6060
Overall Rank
The Sharpe Ratio Rank of FSPCX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPCX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of FSPCX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of FSPCX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of FSPCX is 5151
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.

FDLSX vs. FSPCX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for FDLSX, currently valued at 0.92, compared to the broader market-1.000.001.002.003.004.000.921.17
The chart of Sortino ratio for FDLSX, currently valued at 1.26, compared to the broader market0.005.0010.001.261.60
The chart of Omega ratio for FDLSX, currently valued at 1.18, compared to the broader market1.002.003.004.001.181.22
The chart of Calmar ratio for FDLSX, currently valued at 0.99, compared to the broader market0.005.0010.0015.0020.000.991.24
The chart of Martin ratio for FDLSX, currently valued at 3.51, compared to the broader market0.0020.0040.0060.0080.003.513.90
FDLSX
FSPCX

The current FDLSX Sharpe Ratio is 0.92, which is comparable to the FSPCX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of FDLSX and FSPCX, 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.92
1.17
FDLSX
FSPCX

Dividends

FDLSX vs. FSPCX - Dividend Comparison

FDLSX's dividend yield for the trailing twelve months is around 0.53%, less than FSPCX's 1.12% yield.


TTM20242023202220212020201920182017201620152014
FDLSX
Fidelity Select Leisure Portfolio
0.53%0.53%0.39%0.37%0.11%0.45%0.71%1.22%0.83%1.01%2.88%4.21%
FSPCX
Fidelity Select Insurance Portfolio
1.12%1.13%1.11%0.74%1.29%1.61%1.40%2.17%1.21%1.15%1.97%6.93%

Drawdowns

FDLSX vs. FSPCX - Drawdown Comparison

The maximum FDLSX drawdown since its inception was -51.30%, smaller than the maximum FSPCX drawdown of -68.55%. Use the drawdown chart below to compare losses from any high point for FDLSX and FSPCX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.16%
-10.42%
FDLSX
FSPCX

Volatility

FDLSX vs. FSPCX - Volatility Comparison

Fidelity Select Leisure Portfolio (FDLSX) has a higher volatility of 7.11% compared to Fidelity Select Insurance Portfolio (FSPCX) at 6.59%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
7.11%
6.59%
FDLSX
FSPCX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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