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

Correlation

The correlation between FGRTX and FSPCX is 0.74, 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.


Performance

FGRTX vs. FSPCX - Performance Comparison

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

200.00%400.00%600.00%800.00%1,000.00%1,200.00%December2025FebruaryMarchAprilMay
329.30%
1,114.52%
FGRTX
FSPCX

Key characteristics

Sharpe Ratio

FGRTX:

0.54

FSPCX:

1.13

Sortino Ratio

FGRTX:

0.87

FSPCX:

1.60

Omega Ratio

FGRTX:

1.13

FSPCX:

1.23

Calmar Ratio

FGRTX:

0.56

FSPCX:

1.85

Martin Ratio

FGRTX:

2.20

FSPCX:

5.21

Ulcer Index

FGRTX:

4.72%

FSPCX:

4.05%

Daily Std Dev

FGRTX:

19.31%

FSPCX:

18.59%

Max Drawdown

FGRTX:

-57.06%

FSPCX:

-69.12%

Current Drawdown

FGRTX:

-6.60%

FSPCX:

-3.50%

Returns By Period

In the year-to-date period, FGRTX achieves a -0.66% return, which is significantly lower than FSPCX's 4.80% return. Over the past 10 years, FGRTX has underperformed FSPCX with an annualized return of 6.05%, while FSPCX has yielded a comparatively higher 13.03% annualized return.


FGRTX

YTD

-0.66%

1M

13.35%

6M

-2.74%

1Y

9.27%

5Y*

16.15%

10Y*

6.05%

FSPCX

YTD

4.80%

1M

8.95%

6M

0.96%

1Y

18.94%

5Y*

22.96%

10Y*

13.03%

*Annualized

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FGRTX vs. FSPCX - Expense Ratio Comparison

FGRTX has a 0.61% expense ratio, which is lower than FSPCX's 0.78% expense ratio.


Risk-Adjusted Performance

FGRTX vs. FSPCX — Risk-Adjusted Performance Rank

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

FGRTX
The Risk-Adjusted Performance Rank of FGRTX is 5454
Overall Rank
The Sharpe Ratio Rank of FGRTX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of FGRTX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of FGRTX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of FGRTX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of FGRTX is 5555
Martin Ratio Rank

FSPCX
The Risk-Adjusted Performance Rank of FSPCX is 8383
Overall Rank
The Sharpe Ratio Rank of FSPCX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPCX is 7878
Sortino Ratio Rank
The Omega Ratio Rank of FSPCX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of FSPCX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of FSPCX is 8585
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.

FGRTX vs. FSPCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Mega Cap Stock Fund (FGRTX) 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.


The current FGRTX Sharpe Ratio is 0.54, which is lower than the FSPCX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of FGRTX 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.48
1.03
FGRTX
FSPCX

Dividends

FGRTX vs. FSPCX - Dividend Comparison

FGRTX's dividend yield for the trailing twelve months is around 1.05%, less than FSPCX's 5.51% yield.


TTM20242023202220212020201920182017201620152014
FGRTX
Fidelity Mega Cap Stock Fund
1.05%1.04%1.06%1.34%1.76%2.87%2.01%2.22%1.57%1.48%4.07%5.39%
FSPCX
Fidelity Select Insurance Portfolio
5.51%8.72%8.48%0.74%8.40%8.80%6.90%33.30%12.52%2.81%3.27%11.09%

Drawdowns

FGRTX vs. FSPCX - Drawdown Comparison

The maximum FGRTX drawdown since its inception was -57.06%, smaller than the maximum FSPCX drawdown of -69.12%. Use the drawdown chart below to compare losses from any high point for FGRTX and FSPCX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-6.60%
-3.50%
FGRTX
FSPCX

Volatility

FGRTX vs. FSPCX - Volatility Comparison

Fidelity Mega Cap Stock Fund (FGRTX) has a higher volatility of 11.02% compared to Fidelity Select Insurance Portfolio (FSPCX) at 8.41%. This indicates that FGRTX'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%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
11.02%
8.41%
FGRTX
FSPCX