FLC vs. FSPCX
Compare and contrast key facts about Flaherty & Crumrine Total Return Fund Inc (FLC) and Fidelity Select Insurance Portfolio (FSPCX).
FLC is an actively managed fund by Flaherty & Crumrine. It was launched on Aug 29, 2003. FSPCX is managed by Fidelity. It was launched on Dec 16, 1985.
Performance
FLC vs. FSPCX - Performance Comparison
Loading graphics...
FLC vs. FSPCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLC Flaherty & Crumrine Total Return Fund Inc | -3.43% | 12.38% | 23.05% | -0.83% | -25.11% | 2.82% | 14.12% | 38.65% | -14.14% | 17.00% |
FSPCX Fidelity Select Insurance Portfolio | -5.27% | 3.45% | 28.44% | 12.98% | 7.75% | 29.26% | 0.00% | 30.06% | -11.99% | 15.50% |
Returns By Period
In the year-to-date period, FLC achieves a -3.43% return, which is significantly higher than FSPCX's -5.27% return. Over the past 10 years, FLC has underperformed FSPCX with an annualized return of 5.33%, while FSPCX has yielded a comparatively higher 11.85% annualized return.
FLC
- 1D
- 1.59%
- 1M
- -5.90%
- YTD
- -3.43%
- 6M
- -3.32%
- 1Y
- 6.24%
- 3Y*
- 11.79%
- 5Y*
- -0.62%
- 10Y*
- 5.33%
FSPCX
- 1D
- 1.89%
- 1M
- -4.84%
- YTD
- -5.27%
- 6M
- -6.93%
- 1Y
- -9.38%
- 3Y*
- 13.82%
- 5Y*
- 12.52%
- 10Y*
- 11.85%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FLC vs. FSPCX - Expense Ratio Comparison
FLC has a 1.64% expense ratio, which is higher than FSPCX's 0.78% expense ratio.
Return for Risk
FLC vs. FSPCX — Risk / Return Rank
FLC
FSPCX
FLC vs. FSPCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Flaherty & Crumrine Total Return Fund Inc (FLC) and Fidelity Select Insurance Portfolio (FSPCX). 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.
| FLC | FSPCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.55 | -0.45 | +1.00 |
Sortino ratioReturn per unit of downside risk | 0.75 | -0.50 | +1.25 |
Omega ratioGain probability vs. loss probability | 1.14 | 0.93 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 0.70 | -0.80 | +1.51 |
Martin ratioReturn relative to average drawdown | 2.71 | -1.48 | +4.18 |
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
| FLC | FSPCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | -0.45 | +1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | 0.72 | -0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | 0.59 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.55 | -0.27 |
Correlation
The correlation between FLC and FSPCX is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FLC vs. FSPCX - Dividend Comparison
FLC's dividend yield for the trailing twelve months is around 7.36%, more than FSPCX's 3.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLC Flaherty & Crumrine Total Return Fund Inc | 7.36% | 6.81% | 6.62% | 7.38% | 8.95% | 6.86% | 6.27% | 6.31% | 8.34% | 7.22% | 8.20% | 8.51% |
FSPCX Fidelity Select Insurance Portfolio | 3.53% | 3.35% | 8.72% | 8.48% | 0.74% | 8.40% | 8.80% | 6.90% | 32.69% | 12.52% | 2.81% | 3.11% |
Drawdowns
FLC vs. FSPCX - Drawdown Comparison
The maximum FLC drawdown since its inception was -76.79%, which is greater than FSPCX's maximum drawdown of -69.48%. Use the drawdown chart below to compare losses from any high point for FLC and FSPCX.
Loading graphics...
Drawdown Indicators
| FLC | FSPCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.79% | -69.48% | -7.31% |
Max Drawdown (1Y)Largest decline over 1 year | -8.69% | -11.69% | +3.00% |
Max Drawdown (5Y)Largest decline over 5 years | -40.14% | -16.65% | -23.49% |
Max Drawdown (10Y)Largest decline over 10 years | -55.27% | -43.68% | -11.59% |
Current DrawdownCurrent decline from peak | -6.77% | -9.77% | +3.00% |
Average DrawdownAverage peak-to-trough decline | -10.92% | -9.71% | -1.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 6.37% | -4.11% |
Volatility
FLC vs. FSPCX - Volatility Comparison
Flaherty & Crumrine Total Return Fund Inc (FLC) and Fidelity Select Insurance Portfolio (FSPCX) have volatilities of 4.25% and 4.28%, 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
| FLC | FSPCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 4.28% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 5.78% | 11.12% | -5.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.34% | 18.95% | -7.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.23% | 17.48% | -3.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.06% | 20.07% | +1.99% |