FIDSX vs. XLF
Compare and contrast key facts about Fidelity Select Financial Services Portfolio (FIDSX) and Financial Select Sector SPDR Fund (XLF).
FIDSX is managed by Blackrock. It was launched on Dec 10, 1981. XLF is a passively managed fund by State Street that tracks the performance of the Financial Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIDSX or XLF.
Key characteristics
| FIDSX | XLF | |
|---|---|---|
| YTD Return | 35.78% | 33.53% |
| 1Y Return | 51.73% | 45.44% |
| 3Y Return (Ann) | 11.27% | 9.36% |
| 5Y Return (Ann) | 14.84% | 13.03% |
| 10Y Return (Ann) | 11.83% | 11.93% |
| Sharpe Ratio | 3.18 | 3.36 |
| Sortino Ratio | 4.51 | 4.72 |
| Omega Ratio | 1.58 | 1.61 |
| Calmar Ratio | 3.96 | 3.48 |
| Martin Ratio | 22.45 | 23.97 |
| Ulcer Index | 2.34% | 1.93% |
| Daily Std Dev | 16.52% | 13.75% |
| Max Drawdown | -73.84% | -82.69% |
| Current Drawdown | -1.29% | -0.50% |
Correlation
The correlation between FIDSX and XLF is 0.96, 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
FIDSX vs. XLF - Performance Comparison
In the year-to-date period, FIDSX achieves a 35.78% return, which is significantly higher than XLF's 33.53% return. Both investments have delivered pretty close results over the past 10 years, with FIDSX having a 11.83% annualized return and XLF not far ahead at 11.93%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FIDSX vs. XLF - Expense Ratio Comparison
FIDSX has a 0.73% expense ratio, which is higher than XLF's 0.13% expense ratio.
Risk-Adjusted Performance
FIDSX vs. XLF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Financial Services Portfolio (FIDSX) and Financial Select Sector SPDR Fund (XLF). 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.
Dividends
FIDSX vs. XLF - Dividend Comparison
FIDSX's dividend yield for the trailing twelve months is around 1.56%, more than XLF's 1.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIDSX Fidelity Select Financial Services Portfolio | 1.56% | 2.08% | 2.17% | 1.97% | 2.04% | 1.45% | 1.61% | 0.63% | 1.00% | 0.92% | 1.00% | 0.91% |
XLF Financial Select Sector SPDR Fund | 1.34% | 1.71% | 2.04% | 1.63% | 2.03% | 1.86% | 2.09% | 1.48% | 1.63% | 1.95% | 1.61% | 1.47% |
Drawdowns
FIDSX vs. XLF - Drawdown Comparison
The maximum FIDSX drawdown since its inception was -73.84%, smaller than the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for FIDSX and XLF. For additional features, visit the drawdowns tool.
Volatility
FIDSX vs. XLF - Volatility Comparison
Fidelity Select Financial Services Portfolio (FIDSX) has a higher volatility of 8.76% compared to Financial Select Sector SPDR Fund (XLF) at 7.03%. This indicates that FIDSX's price experiences larger fluctuations and is considered to be riskier than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.