PortfoliosLab logoPortfoliosLab logo
FNCMX vs. FBIOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FNCMX vs. FBIOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity NASDAQ Composite Index Fund (FNCMX) and Fidelity Select Biotechnology Portfolio (FBIOX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FNCMX vs. FBIOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FNCMX
Fidelity NASDAQ Composite Index Fund
-6.99%21.11%29.48%45.13%-32.40%22.21%44.57%36.63%-3.07%28.35%
FBIOX
Fidelity Select Biotechnology Portfolio
2.11%36.38%7.26%10.09%-15.87%-12.26%38.62%36.12%-10.92%27.87%

Returns By Period

In the year-to-date period, FNCMX achieves a -6.99% return, which is significantly lower than FBIOX's 2.11% return. Over the past 10 years, FNCMX has outperformed FBIOX with an annualized return of 16.86%, while FBIOX has yielded a comparatively lower 10.44% annualized return.


FNCMX

1D
3.83%
1M
-5.04%
YTD
-6.99%
6M
-4.89%
1Y
24.46%
3Y*
21.83%
5Y*
10.80%
10Y*
16.86%

FBIOX

1D
5.51%
1M
-1.00%
YTD
2.11%
6M
15.61%
1Y
46.30%
3Y*
19.65%
5Y*
4.79%
10Y*
10.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FNCMX vs. FBIOX - Expense Ratio Comparison

FNCMX has a 0.29% expense ratio, which is lower than FBIOX's 0.69% expense ratio.


Return for Risk

FNCMX vs. FBIOX — Risk / Return Rank

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

FNCMX
FNCMX Risk / Return Rank: 6868
Overall Rank
FNCMX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FNCMX Sortino Ratio Rank: 6666
Sortino Ratio Rank
FNCMX Omega Ratio Rank: 6262
Omega Ratio Rank
FNCMX Calmar Ratio Rank: 7979
Calmar Ratio Rank
FNCMX Martin Ratio Rank: 7373
Martin Ratio Rank

FBIOX
FBIOX Risk / Return Rank: 8686
Overall Rank
FBIOX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FBIOX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FBIOX Omega Ratio Rank: 7575
Omega Ratio Rank
FBIOX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FBIOX Martin Ratio Rank: 9292
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.

FNCMX vs. FBIOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity NASDAQ Composite Index Fund (FNCMX) and Fidelity Select Biotechnology Portfolio (FBIOX). 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.


FNCMXFBIOXDifference

Sharpe ratio

Return per unit of total volatility

1.10

1.70

-0.59

Sortino ratio

Return per unit of downside risk

1.70

2.26

-0.56

Omega ratio

Gain probability vs. loss probability

1.24

1.29

-0.05

Calmar ratio

Return relative to maximum drawdown

1.92

2.86

-0.94

Martin ratio

Return relative to average drawdown

7.03

11.00

-3.97

FNCMX vs. FBIOX - Sharpe Ratio Comparison

The current FNCMX Sharpe Ratio is 1.10, which is lower than the FBIOX Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of FNCMX and FBIOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FNCMXFBIOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

1.70

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.19

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.40

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.48

+0.05

Correlation

The correlation between FNCMX and FBIOX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FNCMX vs. FBIOX - Dividend Comparison

FNCMX's dividend yield for the trailing twelve months is around 0.55%, less than FBIOX's 2.42% yield.


TTM20252024202320222021202020192018201720162015
FNCMX
Fidelity NASDAQ Composite Index Fund
0.55%0.51%0.61%0.67%0.88%0.47%0.67%4.41%1.93%0.03%1.01%1.50%
FBIOX
Fidelity Select Biotechnology Portfolio
2.42%2.47%1.21%0.45%0.00%14.48%19.46%8.89%11.18%1.41%3.42%6.71%

Drawdowns

FNCMX vs. FBIOX - Drawdown Comparison

The maximum FNCMX drawdown since its inception was -55.08%, smaller than the maximum FBIOX drawdown of -71.98%. Use the drawdown chart below to compare losses from any high point for FNCMX and FBIOX.


Loading graphics...

Drawdown Indicators


FNCMXFBIOXDifference

Max Drawdown

Largest peak-to-trough decline

-55.08%

-71.98%

+16.90%

Max Drawdown (1Y)

Largest decline over 1 year

-13.25%

-12.27%

-0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-35.64%

-44.87%

+9.23%

Max Drawdown (10Y)

Largest decline over 10 years

-35.64%

-48.66%

+13.02%

Current Drawdown

Current decline from peak

-9.68%

-2.21%

-7.47%

Average Drawdown

Average peak-to-trough decline

-7.91%

-23.72%

+15.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

3.57%

+0.04%

Volatility

FNCMX vs. FBIOX - Volatility Comparison

The current volatility for Fidelity NASDAQ Composite Index Fund (FNCMX) is 6.98%, while Fidelity Select Biotechnology Portfolio (FBIOX) has a volatility of 9.24%. This indicates that FNCMX experiences smaller price fluctuations and is considered to be less risky than FBIOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FNCMXFBIOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.98%

9.24%

-2.26%

Volatility (6M)

Calculated over the trailing 6-month period

13.04%

15.54%

-2.50%

Volatility (1Y)

Calculated over the trailing 1-year period

23.31%

24.47%

-1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.47%

24.93%

-2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.01%

26.43%

-4.42%