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FGJMX vs. FBMPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGJMX vs. FBMPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Communication Services Class I (FGJMX) and Fidelity Select Communication Services Portfolio (FBMPX). The values are adjusted to include any dividend payments, if applicable.

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FGJMX vs. FBMPX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FGJMX
Fidelity Advisor Communication Services Class I
-7.55%37.24%35.98%56.89%-38.29%15.96%35.51%33.18%-7.40%
FBMPX
Fidelity Select Communication Services Portfolio
-7.53%37.07%35.98%56.85%-38.30%15.97%35.48%33.14%-7.39%

Returns By Period

The year-to-date returns for both investments are quite close, with FGJMX having a -7.55% return and FBMPX slightly higher at -7.53%.


FGJMX

1D
4.70%
1M
-7.26%
YTD
-7.55%
6M
-4.05%
1Y
32.39%
3Y*
30.72%
5Y*
11.64%
10Y*

FBMPX

1D
4.71%
1M
-7.26%
YTD
-7.53%
6M
-4.03%
1Y
32.24%
3Y*
30.68%
5Y*
11.60%
10Y*
15.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGJMX vs. FBMPX - Expense Ratio Comparison

FGJMX has a 0.75% expense ratio, which is higher than FBMPX's 0.74% expense ratio.


Return for Risk

FGJMX vs. FBMPX — Risk / Return Rank

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

FGJMX
FGJMX Risk / Return Rank: 7474
Overall Rank
FGJMX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FGJMX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FGJMX Omega Ratio Rank: 7070
Omega Ratio Rank
FGJMX Calmar Ratio Rank: 7676
Calmar Ratio Rank
FGJMX Martin Ratio Rank: 7070
Martin Ratio Rank

FBMPX
FBMPX Risk / Return Rank: 7878
Overall Rank
FBMPX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FBMPX Sortino Ratio Rank: 8080
Sortino Ratio Rank
FBMPX Omega Ratio Rank: 7373
Omega Ratio Rank
FBMPX Calmar Ratio Rank: 8080
Calmar Ratio Rank
FBMPX Martin Ratio Rank: 7777
Martin Ratio Rank
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.

FGJMX vs. FBMPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Communication Services Class I (FGJMX) and Fidelity Select Communication Services Portfolio (FBMPX). 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.


FGJMXFBMPXDifference

Sharpe ratio

Return per unit of total volatility

1.44

1.43

+0.01

Sortino ratio

Return per unit of downside risk

2.08

2.07

+0.01

Omega ratio

Gain probability vs. loss probability

1.29

1.28

0.00

Calmar ratio

Return relative to maximum drawdown

1.99

1.99

+0.01

Martin ratio

Return relative to average drawdown

7.54

7.51

+0.04

FGJMX vs. FBMPX - Sharpe Ratio Comparison

The current FGJMX Sharpe Ratio is 1.44, which is comparable to the FBMPX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of FGJMX and FBMPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FGJMXFBMPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.43

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.50

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.63

+0.09

Correlation

The correlation between FGJMX and FBMPX is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FGJMX vs. FBMPX - Dividend Comparison

FGJMX's dividend yield for the trailing twelve months is around 9.02%, more than FBMPX's 8.75% yield.


TTM20252024202320222021202020192018201720162015
FGJMX
Fidelity Advisor Communication Services Class I
9.02%8.34%7.12%0.00%0.00%5.92%3.74%35.50%8.87%0.00%0.00%0.00%
FBMPX
Fidelity Select Communication Services Portfolio
8.75%8.09%7.05%0.00%0.00%5.88%3.74%35.43%15.29%5.53%7.50%7.29%

Drawdowns

FGJMX vs. FBMPX - Drawdown Comparison

The maximum FGJMX drawdown since its inception was -47.41%, smaller than the maximum FBMPX drawdown of -61.77%. Use the drawdown chart below to compare losses from any high point for FGJMX and FBMPX.


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Drawdown Indicators


FGJMXFBMPXDifference

Max Drawdown

Largest peak-to-trough decline

-47.41%

-61.77%

+14.36%

Max Drawdown (1Y)

Largest decline over 1 year

-16.91%

-16.90%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-47.41%

-47.42%

+0.01%

Max Drawdown (10Y)

Largest decline over 10 years

-47.42%

Current Drawdown

Current decline from peak

-13.00%

-12.99%

-0.01%

Average Drawdown

Average peak-to-trough decline

-10.94%

-10.66%

-0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.47%

4.47%

0.00%

Volatility

FGJMX vs. FBMPX - Volatility Comparison

Fidelity Advisor Communication Services Class I (FGJMX) and Fidelity Select Communication Services Portfolio (FBMPX) have volatilities of 8.76% and 8.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGJMXFBMPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.76%

8.77%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

14.55%

14.55%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

23.49%

23.47%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.24%

23.23%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.07%

21.88%

+2.19%