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FSBDX vs. FSPTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSBDX vs. FSPTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Blue Chip Growth Fund (FSBDX) and Fidelity Select Technology Portfolio (FSPTX). The values are adjusted to include any dividend payments, if applicable.

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FSBDX vs. FSPTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSBDX
Fidelity Series Blue Chip Growth Fund
-6.92%20.31%39.76%57.42%-37.20%22.53%62.77%33.24%4.53%35.27%
FSPTX
Fidelity Select Technology Portfolio
-4.01%23.37%41.76%59.83%-36.91%21.99%63.95%51.08%-9.03%49.75%

Returns By Period

In the year-to-date period, FSBDX achieves a -6.92% return, which is significantly lower than FSPTX's -4.01% return. Over the past 10 years, FSBDX has underperformed FSPTX with an annualized return of 19.89%, while FSPTX has yielded a comparatively higher 22.84% annualized return.


FSBDX

1D
4.49%
1M
-4.93%
YTD
-6.92%
6M
-3.87%
1Y
27.69%
3Y*
27.12%
5Y*
12.43%
10Y*
19.89%

FSPTX

1D
4.99%
1M
-3.56%
YTD
-4.01%
6M
-3.00%
1Y
36.58%
3Y*
28.77%
5Y*
14.60%
10Y*
22.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSBDX vs. FSPTX - Expense Ratio Comparison

FSBDX has a 0.00% expense ratio, which is lower than FSPTX's 0.67% expense ratio.


Return for Risk

FSBDX vs. FSPTX — Risk / Return Rank

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

FSBDX
FSBDX Risk / Return Rank: 7373
Overall Rank
FSBDX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FSBDX Sortino Ratio Rank: 7070
Sortino Ratio Rank
FSBDX Omega Ratio Rank: 6565
Omega Ratio Rank
FSBDX Calmar Ratio Rank: 8383
Calmar Ratio Rank
FSBDX Martin Ratio Rank: 8282
Martin Ratio Rank

FSPTX
FSPTX Risk / Return Rank: 7878
Overall Rank
FSPTX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FSPTX Sortino Ratio Rank: 7676
Sortino Ratio Rank
FSPTX Omega Ratio Rank: 7171
Omega Ratio Rank
FSPTX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FSPTX Martin Ratio Rank: 8383
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.

FSBDX vs. FSPTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Blue Chip Growth Fund (FSBDX) and Fidelity Select Technology Portfolio (FSPTX). 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.


FSBDXFSPTXDifference

Sharpe ratio

Return per unit of total volatility

1.17

1.30

-0.13

Sortino ratio

Return per unit of downside risk

1.78

1.94

-0.15

Omega ratio

Gain probability vs. loss probability

1.25

1.27

-0.02

Calmar ratio

Return relative to maximum drawdown

2.10

2.43

-0.33

Martin ratio

Return relative to average drawdown

8.31

8.36

-0.04

FSBDX vs. FSPTX - Sharpe Ratio Comparison

The current FSBDX Sharpe Ratio is 1.17, which is comparable to the FSPTX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of FSBDX and FSPTX, 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


FSBDXFSPTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

1.30

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.54

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.89

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.53

+0.28

Correlation

The correlation between FSBDX and FSPTX is 0.95, 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

FSBDX vs. FSPTX - Dividend Comparison

FSBDX's dividend yield for the trailing twelve months is around 4.01%, less than FSPTX's 9.44% yield.


TTM20252024202320222021202020192018201720162015
FSBDX
Fidelity Series Blue Chip Growth Fund
4.01%3.73%8.92%0.54%3.93%24.67%40.16%11.36%15.87%10.80%1.41%13.10%
FSPTX
Fidelity Select Technology Portfolio
9.44%9.06%9.42%0.01%3.95%11.62%18.86%1.86%23.77%8.32%1.54%4.19%

Drawdowns

FSBDX vs. FSPTX - Drawdown Comparison

The maximum FSBDX drawdown since its inception was -42.25%, smaller than the maximum FSPTX drawdown of -84.37%. Use the drawdown chart below to compare losses from any high point for FSBDX and FSPTX.


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Drawdown Indicators


FSBDXFSPTXDifference

Max Drawdown

Largest peak-to-trough decline

-42.25%

-84.37%

+42.12%

Max Drawdown (1Y)

Largest decline over 1 year

-13.65%

-15.49%

+1.84%

Max Drawdown (5Y)

Largest decline over 5 years

-42.25%

-42.16%

-0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-42.25%

-42.16%

-0.09%

Current Drawdown

Current decline from peak

-8.47%

-9.41%

+0.94%

Average Drawdown

Average peak-to-trough decline

-7.33%

-27.13%

+19.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

4.51%

-1.05%

Volatility

FSBDX vs. FSPTX - Volatility Comparison

The current volatility for Fidelity Series Blue Chip Growth Fund (FSBDX) is 7.75%, while Fidelity Select Technology Portfolio (FSPTX) has a volatility of 8.46%. This indicates that FSBDX experiences smaller price fluctuations and is considered to be less risky than FSPTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSBDXFSPTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.75%

8.46%

-0.71%

Volatility (6M)

Calculated over the trailing 6-month period

14.03%

17.22%

-3.19%

Volatility (1Y)

Calculated over the trailing 1-year period

24.87%

29.39%

-4.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.82%

27.27%

-2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.45%

25.85%

-2.40%