FIDSX vs. ES
FIDSX (Fidelity Select Financial Services Portfolio) is Financials Equities fund managed by BlackRock, while ES (Eversource Energy) is a stock. Over the past 10 years, FIDSX returned 13.19%/yr vs 5.44%/yr for ES. At a 0.28 correlation, their price movements are largely independent.
Performance
FIDSX vs. ES - Performance Comparison
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Returns By Period
In the year-to-date period, FIDSX achieves a 0.60% return, which is significantly lower than ES's 4.32% return. Over the past 10 years, FIDSX has outperformed ES with an annualized return of 13.19%, while ES has yielded a comparatively lower 5.44% annualized return.
FIDSX
- 1D
- 0.96%
- 1M
- 4.14%
- YTD
- 0.60%
- 6M
- -4.54%
- 1Y
- 7.61%
- 3Y*
- 20.08%
- 5Y*
- 9.70%
- 10Y*
- 13.19%
ES
- 1D
- 0.38%
- 1M
- 3.48%
- YTD
- 4.32%
- 6M
- 4.28%
- 1Y
- 10.16%
- 3Y*
- 4.00%
- 5Y*
- 0.24%
- 10Y*
- 5.44%
FIDSX vs. ES - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIDSX Fidelity Select Financial Services Portfolio | 0.60% | 9.33% | 32.82% | 14.53% | -8.19% | 33.13% | 1.22% | 34.25% | -16.13% | 20.92% |
ES Eversource Energy | 4.32% | 22.86% | -2.46% | -23.43% | -5.06% | 8.18% | 4.45% | 34.49% | 6.41% | 17.97% |
Correlation
The correlation between FIDSX and ES is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 1984 | 0.28 |
The correlation between FIDSX and ES shifts across timeframes, from 0.13 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FIDSX vs. ES — Risk / Return Rank
FIDSX
ES
FIDSX vs. ES - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Financial Services Portfolio (FIDSX) and Eversource Energy (ES). 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.
| FIDSX | ES | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.09 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.32 | 0.61 | -0.29 |
| Martin ratioReturn relative to average drawdown | 0.78 | 1.46 | -0.69 |
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Drawdowns
FIDSX vs. ES - Drawdown Comparison
The maximum FIDSX drawdown since its inception was -74.26%, roughly equal to the maximum ES drawdown of -73.04%. Use the drawdown chart below to compare losses from any high point for FIDSX and ES.
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Drawdown Indicators
| FIDSX | ES | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.26% | -73.04% | -1.22% |
Max Drawdown (1Y)Largest decline over 1 year | -16.60% | -15.13% | -1.47% |
Max Drawdown (3Y)Largest decline over 3 years | -19.44% | -28.65% | +9.21% |
Max Drawdown (5Y)Largest decline over 5 years | -24.49% | -41.69% | +17.20% |
Max Drawdown (10Y)Largest decline over 10 years | -45.48% | -41.69% | -3.79% |
Current DrawdownCurrent decline from peak | -6.43% | -13.32% | +6.89% |
Average DrawdownAverage peak-to-trough decline | -13.94% | -19.06% | +5.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.82% | 6.30% | +0.52% |
Volatility
FIDSX vs. ES - Volatility Comparison
The current volatility for Fidelity Select Financial Services Portfolio (FIDSX) is 4.62%, while Eversource Energy (ES) has a volatility of 7.72%. This indicates that FIDSX experiences smaller price fluctuations and is considered to be less risky than ES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIDSX | ES | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 7.72% | -3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 13.51% | 16.00% | -2.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.17% | 24.68% | -7.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.90% | 23.94% | -3.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.69% | 24.35% | -0.66% |
Dividends
FIDSX vs. ES - Dividend Comparison
FIDSX's dividend yield for the trailing twelve months is around 1.44%, less than ES's 4.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ES Eversource Energy | 4.48% | 4.47% | 4.98% | 4.37% | 3.04% | 2.65% | 2.62% | 2.52% | 3.11% | 3.01% | 3.22% | 3.27% |
FIDSX Fidelity Select Financial Services Portfolio | 1.44% | 1.70% | 6.03% | 3.01% | 11.32% | 4.12% | 5.86% | 5.57% | 12.89% | 4.22% | 1.00% | 0.70% |
Frequently Asked Questions
FIDSX and ES have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ES has higher volatility (7.72%) compared to FIDSX (4.62%). In terms of maximum drawdown, FIDSX dropped -74.26% vs ES's -73.04%.
ES currently has the higher Sharpe Ratio (0.37 vs 0.31), 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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