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FNCL vs. FSPCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FNCL vs. FSPCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Financials Index ETF (FNCL) and Fidelity Select Insurance Portfolio (FSPCX). The values are adjusted to include any dividend payments, if applicable.

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FNCL vs. FSPCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FNCL
Fidelity MSCI Financials Index ETF
-9.17%14.94%30.44%14.10%-12.28%34.92%-2.19%31.59%-13.44%19.99%
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, FNCL achieves a -9.17% return, which is significantly lower than FSPCX's -5.27% return. Both investments have delivered pretty close results over the past 10 years, with FNCL having a 12.25% annualized return and FSPCX not far behind at 11.85%.


FNCL

1D
2.23%
1M
-3.42%
YTD
-9.17%
6M
-7.18%
1Y
2.69%
3Y*
17.96%
5Y*
9.30%
10Y*
12.25%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FNCL vs. FSPCX - Expense Ratio Comparison

FNCL has a 0.08% expense ratio, which is lower than FSPCX's 0.78% expense ratio.


Return for Risk

FNCL vs. FSPCX — Risk / Return Rank

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

FNCL
FNCL Risk / Return Rank: 1717
Overall Rank
FNCL Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
FNCL Sortino Ratio Rank: 1515
Sortino Ratio Rank
FNCL Omega Ratio Rank: 1616
Omega Ratio Rank
FNCL Calmar Ratio Rank: 1818
Calmar Ratio Rank
FNCL Martin Ratio Rank: 1818
Martin Ratio Rank

FSPCX
FSPCX Risk / Return Rank: 11
Overall Rank
FSPCX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FSPCX Sortino Ratio Rank: 22
Sortino Ratio Rank
FSPCX Omega Ratio Rank: 22
Omega Ratio Rank
FSPCX Calmar Ratio Rank: 00
Calmar Ratio Rank
FSPCX Martin Ratio Rank: 11
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.

FNCL vs. FSPCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Financials Index ETF (FNCL) 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.


FNCLFSPCXDifference

Sharpe ratio

Return per unit of total volatility

0.14

-0.45

+0.58

Sortino ratio

Return per unit of downside risk

0.32

-0.50

+0.82

Omega ratio

Gain probability vs. loss probability

1.05

0.93

+0.11

Calmar ratio

Return relative to maximum drawdown

0.26

-0.80

+1.07

Martin ratio

Return relative to average drawdown

0.79

-1.48

+2.27

FNCL vs. FSPCX - Sharpe Ratio Comparison

The current FNCL Sharpe Ratio is 0.14, which is higher than the FSPCX Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of FNCL and FSPCX, 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


FNCLFSPCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

-0.45

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.72

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.59

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.55

-0.03

Correlation

The correlation between FNCL and FSPCX is 0.85, 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

FNCL vs. FSPCX - Dividend Comparison

FNCL's dividend yield for the trailing twelve months is around 1.75%, less than FSPCX's 3.53% yield.


TTM20252024202320222021202020192018201720162015
FNCL
Fidelity MSCI Financials Index ETF
1.75%1.45%1.52%1.91%2.29%1.75%2.26%2.17%2.37%1.60%1.81%2.17%
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

FNCL vs. FSPCX - Drawdown Comparison

The maximum FNCL drawdown since its inception was -44.38%, smaller than the maximum FSPCX drawdown of -69.48%. Use the drawdown chart below to compare losses from any high point for FNCL and FSPCX.


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Drawdown Indicators


FNCLFSPCXDifference

Max Drawdown

Largest peak-to-trough decline

-44.38%

-69.48%

+25.10%

Max Drawdown (1Y)

Largest decline over 1 year

-14.78%

-11.69%

-3.09%

Max Drawdown (5Y)

Largest decline over 5 years

-25.68%

-16.65%

-9.03%

Max Drawdown (10Y)

Largest decline over 10 years

-44.38%

-43.68%

-0.70%

Current Drawdown

Current decline from peak

-11.94%

-9.77%

-2.17%

Average Drawdown

Average peak-to-trough decline

-6.89%

-9.71%

+2.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.92%

6.37%

-1.45%

Volatility

FNCL vs. FSPCX - Volatility Comparison

Fidelity MSCI Financials Index ETF (FNCL) has a higher volatility of 4.88% compared to Fidelity Select Insurance Portfolio (FSPCX) at 4.28%. This indicates that FNCL's price experiences larger fluctuations and is considered to be riskier than FSPCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNCLFSPCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.88%

4.28%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

11.75%

11.12%

+0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

20.02%

18.95%

+1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.34%

17.48%

+1.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.35%

20.07%

+2.28%