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FITB vs. FSRBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FITB vs. FSRBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fifth Third Bancorp (FITB) and Fidelity Select Banking Portfolio (FSRBX). The values are adjusted to include any dividend payments, if applicable.

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FITB vs. FSRBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FITB
Fifth Third Bancorp
0.15%14.75%27.20%10.41%-21.94%62.46%-5.43%35.20%-20.32%15.02%
FSRBX
Fidelity Select Banking Portfolio
-4.77%11.11%30.13%8.48%-12.61%38.21%-11.73%35.60%-19.04%12.72%

Returns By Period

In the year-to-date period, FITB achieves a 0.15% return, which is significantly higher than FSRBX's -4.77% return. Over the past 10 years, FITB has outperformed FSRBX with an annualized return of 14.66%, while FSRBX has yielded a comparatively lower 10.57% annualized return.


FITB

1D
4.92%
1M
-5.24%
YTD
0.15%
6M
6.12%
1Y
22.77%
3Y*
25.22%
5Y*
8.08%
10Y*
14.66%

FSRBX

1D
0.34%
1M
-4.63%
YTD
-4.77%
6M
-6.04%
1Y
11.19%
3Y*
20.44%
5Y*
7.34%
10Y*
10.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FITB vs. FSRBX — Risk / Return Rank

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

FITB
FITB Risk / Return Rank: 6666
Overall Rank
FITB Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FITB Sortino Ratio Rank: 6161
Sortino Ratio Rank
FITB Omega Ratio Rank: 6363
Omega Ratio Rank
FITB Calmar Ratio Rank: 6767
Calmar Ratio Rank
FITB Martin Ratio Rank: 7070
Martin Ratio Rank

FSRBX
FSRBX Risk / Return Rank: 1818
Overall Rank
FSRBX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
FSRBX Sortino Ratio Rank: 1717
Sortino Ratio Rank
FSRBX Omega Ratio Rank: 2020
Omega Ratio Rank
FSRBX Calmar Ratio Rank: 1919
Calmar Ratio Rank
FSRBX Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FITB vs. FSRBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fifth Third Bancorp (FITB) and Fidelity Select Banking Portfolio (FSRBX). 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.


FITBFSRBXDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.45

+0.32

Sortino ratio

Return per unit of downside risk

1.17

0.74

+0.43

Omega ratio

Gain probability vs. loss probability

1.17

1.11

+0.05

Calmar ratio

Return relative to maximum drawdown

1.19

0.56

+0.63

Martin ratio

Return relative to average drawdown

3.42

1.46

+1.97

FITB vs. FSRBX - Sharpe Ratio Comparison

The current FITB Sharpe Ratio is 0.77, which is higher than the FSRBX Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of FITB and FSRBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FITBFSRBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.45

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.27

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.36

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.42

-0.22

Correlation

The correlation between FITB and FSRBX is 0.75, 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.


Dividends

FITB vs. FSRBX - Dividend Comparison

FITB's dividend yield for the trailing twelve months is around 3.38%, more than FSRBX's 1.55% yield.


TTM20252024202320222021202020192018201720162015
FITB
Fifth Third Bancorp
3.38%3.29%3.41%3.94%3.84%2.62%3.92%3.06%3.14%1.98%1.97%2.59%
FSRBX
Fidelity Select Banking Portfolio
1.55%1.47%4.49%5.35%6.12%3.36%8.63%5.90%32.02%2.57%0.76%5.64%

Drawdowns

FITB vs. FSRBX - Drawdown Comparison

The maximum FITB drawdown since its inception was -98.13%, which is greater than FSRBX's maximum drawdown of -76.89%. Use the drawdown chart below to compare losses from any high point for FITB and FSRBX.


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Drawdown Indicators


FITBFSRBXDifference

Max Drawdown

Largest peak-to-trough decline

-98.13%

-76.89%

-21.24%

Max Drawdown (1Y)

Largest decline over 1 year

-21.21%

-15.60%

-5.61%

Max Drawdown (5Y)

Largest decline over 5 years

-51.68%

-41.95%

-9.73%

Max Drawdown (10Y)

Largest decline over 10 years

-64.06%

-51.23%

-12.83%

Current Drawdown

Current decline from peak

-14.89%

-14.30%

-0.59%

Average Drawdown

Average peak-to-trough decline

-31.57%

-13.30%

-18.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.36%

6.00%

+1.36%

Volatility

FITB vs. FSRBX - Volatility Comparison

Fifth Third Bancorp (FITB) has a higher volatility of 8.87% compared to Fidelity Select Banking Portfolio (FSRBX) at 4.78%. This indicates that FITB's price experiences larger fluctuations and is considered to be riskier than FSRBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FITBFSRBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.87%

4.78%

+4.09%

Volatility (6M)

Calculated over the trailing 6-month period

20.79%

18.15%

+2.64%

Volatility (1Y)

Calculated over the trailing 1-year period

29.89%

27.49%

+2.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.85%

26.90%

+4.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.31%

29.52%

+6.79%