FIDSX vs. SCHW

In the year-to-date period, FIDSX achieves a 1.05% return, which is significantly lower than SCHW's 14.88% return. Both investments have delivered pretty close results over the past 10 years, with FIDSX having a 11.33% annualized return and SCHW not far ahead at 11.67%.

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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.

The current FIDSX Sharpe Ratio is 0.98, which is higher than the SCHW Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of FIDSX and SCHW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FIDSX's dividend yield for the trailing twelve months is around 7.40%, more than SCHW's 1.23% yield.

The maximum FIDSX drawdown since its inception was -74.17%, 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. For additional features, visit the drawdowns tool.