FIDSX vs. SCHW
Compare and contrast key facts about Fidelity Select Financial Services Portfolio (FIDSX) and The Charles Schwab Corporation (SCHW).
FIDSX is managed by BlackRock. It was launched on Dec 10, 1981.
Performance
FIDSX vs. SCHW - Performance Comparison
Loading graphics...
FIDSX vs. SCHW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIDSX Fidelity Select Financial Services Portfolio | -7.39% | 9.33% | 27.56% | 14.53% | -8.19% | 33.13% | 1.22% | 34.25% | -16.13% | 20.92% |
SCHW The Charles Schwab Corporation | -7.24% | 36.65% | 9.17% | -15.97% | 0.11% | 60.23% | 13.57% | 16.38% | -18.43% | 31.15% |
Returns By Period
The year-to-date returns for both investments are quite close, with FIDSX having a -7.39% return and SCHW slightly higher at -7.24%. Over the past 10 years, FIDSX has underperformed SCHW with an annualized return of 11.90%, while SCHW has yielded a comparatively higher 13.96% annualized return.
FIDSX
- 1D
- 2.28%
- 1M
- -3.96%
- YTD
- -7.39%
- 6M
- -7.62%
- 1Y
- 1.45%
- 3Y*
- 16.22%
- 5Y*
- 8.62%
- 10Y*
- 11.90%
SCHW
- 1D
- -1.72%
- 1M
- -3.28%
- YTD
- -7.24%
- 6M
- 0.74%
- 1Y
- 20.38%
- 3Y*
- 22.59%
- 5Y*
- 8.22%
- 10Y*
- 13.96%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FIDSX vs. SCHW — Risk / Return Rank
FIDSX
SCHW
FIDSX vs. SCHW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Financial Services Portfolio (FIDSX) and The Charles Schwab Corporation (SCHW). 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.
| FIDSX | SCHW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.07 | 0.83 | -0.77 |
Sortino ratioReturn per unit of downside risk | 0.23 | 1.19 | -0.95 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.17 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.02 | 1.33 | -1.31 |
Martin ratioReturn relative to average drawdown | 0.05 | 3.53 | -3.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FIDSX | SCHW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.07 | 0.83 | -0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.26 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.42 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.43 | +0.05 |
Correlation
The correlation between FIDSX and SCHW is 0.64, 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
FIDSX vs. SCHW - Dividend Comparison
FIDSX's dividend yield for the trailing twelve months is around 1.84%, more than SCHW's 1.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIDSX Fidelity Select Financial Services Portfolio | 1.84% | 1.70% | 1.86% | 3.01% | 11.32% | 4.12% | 5.86% | 5.57% | 12.89% | 4.22% | 1.00% | 0.70% |
SCHW The Charles Schwab Corporation | 1.22% | 1.08% | 1.35% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% |
Drawdowns
FIDSX vs. SCHW - Drawdown Comparison
The maximum FIDSX drawdown since its inception was -74.26%, smaller than the maximum SCHW drawdown of -86.79%. Use the drawdown chart below to compare losses from any high point for FIDSX and SCHW.
Loading graphics...
Drawdown Indicators
| FIDSX | SCHW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.26% | -86.79% | +12.53% |
Max Drawdown (1Y)Largest decline over 1 year | -16.60% | -14.61% | -1.99% |
Max Drawdown (5Y)Largest decline over 5 years | -24.49% | -49.70% | +25.21% |
Max Drawdown (10Y)Largest decline over 10 years | -45.48% | -51.08% | +5.60% |
Current DrawdownCurrent decline from peak | -13.86% | -13.56% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -14.00% | -35.65% | +21.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.02% | 5.51% | +0.51% |
Volatility
FIDSX vs. SCHW - Volatility Comparison
Fidelity Select Financial Services Portfolio (FIDSX) and The Charles Schwab Corporation (SCHW) have volatilities of 5.09% and 4.91%, 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.
Loading graphics...
Volatility by Period
| FIDSX | SCHW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.09% | 4.91% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 13.91% | 16.37% | -2.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.03% | 24.57% | -2.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.97% | 32.12% | -11.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.69% | 33.42% | -9.73% |