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FSCSX vs. BAC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSCSX vs. BAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Software & IT Services Portfolio (FSCSX) and Bank of America Corporation (BAC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSCSX achieves a -13.54% return, which is significantly lower than BAC's 3.72% return. Over the past 10 years, FSCSX has underperformed BAC with an annualized return of 16.09%, while BAC has yielded a comparatively higher 18.19% annualized return.


FSCSX

1D
-0.35%
1M
2.79%
YTD
-13.54%
6M
-13.86%
1Y
-10.77%
3Y*
9.63%
5Y*
5.10%
10Y*
16.09%

BAC

1D
2.31%
1M
13.79%
YTD
3.72%
6M
3.46%
1Y
30.78%
3Y*
27.43%
5Y*
8.79%
10Y*
18.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSCSX vs. BAC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSCSX
Fidelity Select Software & IT Services Portfolio
-13.54%6.96%19.66%51.72%-29.13%18.13%45.55%38.99%4.08%38.60%
BAC
Bank of America Corporation
3.72%28.04%33.85%4.83%-23.82%49.61%-11.63%46.19%-15.00%35.69%

Correlation

The correlation between FSCSX and BAC is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

Correlation (All Time)
Calculated using the full available price history since May 29, 1986

0.42

Over the past year, the correlation between FSCSX and BAC has dropped to 0.17 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.

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Return for Risk

FSCSX vs. BAC — Risk / Return Rank

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

FSCSX
FSCSX Risk / Return Rank: 22
Overall Rank
FSCSX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FSCSX Sortino Ratio Rank: 22
Sortino Ratio Rank
FSCSX Omega Ratio Rank: 22
Omega Ratio Rank
FSCSX Calmar Ratio Rank: 22
Calmar Ratio Rank
FSCSX Martin Ratio Rank: 22
Martin Ratio Rank

BAC
BAC Risk / Return Rank: 7575
Overall Rank
BAC Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
BAC Sortino Ratio Rank: 7474
Sortino Ratio Rank
BAC Omega Ratio Rank: 7474
Omega Ratio Rank
BAC Calmar Ratio Rank: 7373
Calmar Ratio Rank
BAC Martin Ratio Rank: 7474
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.

FSCSX vs. BAC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Software & IT Services Portfolio (FSCSX) and Bank of America Corporation (BAC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FSCSXBACDifference
Sharpe ratioReturn per unit of total volatility

-1.78

Sortino ratioReturn per unit of downside risk

-2.27

Omega ratioGain probability vs. loss probability

0.95

1.24

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.35

1.64

-1.99

Martin ratioReturn relative to average drawdown

-0.78

4.21

-4.99

FSCSX vs. BAC - Sharpe Ratio Comparison

The current FSCSX Sharpe Ratio is -0.42, which is lower than the BAC Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of FSCSX and BAC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FSCSX vs. BAC - Drawdown Comparison

The maximum FSCSX drawdown since its inception was -64.66%, smaller than the maximum BAC drawdown of -93.10%. Use the drawdown chart below to compare losses from any high point for FSCSX and BAC.


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Drawdown Indicators


FSCSXBACDifference

Max Drawdown

Largest peak-to-trough decline

-64.66%

-93.10%

+28.44%

Max Drawdown (1Y)

Largest decline over 1 year

-34.24%

-17.93%

-16.31%

Max Drawdown (3Y)

Largest decline over 3 years

-34.24%

-27.51%

-6.73%

Max Drawdown (5Y)

Largest decline over 5 years

-37.06%

-46.64%

+9.58%

Max Drawdown (10Y)

Largest decline over 10 years

-37.06%

-48.95%

+11.89%

Current Drawdown

Current decline from peak

-18.48%

-0.36%

-18.12%

Average Drawdown

Average peak-to-trough decline

-13.22%

-28.30%

+15.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.37%

6.96%

+8.41%

Volatility

FSCSX vs. BAC - Volatility Comparison

Fidelity Select Software & IT Services Portfolio (FSCSX) has a higher volatility of 12.57% compared to Bank of America Corporation (BAC) at 5.49%. This indicates that FSCSX's price experiences larger fluctuations and is considered to be riskier than BAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSCSXBACDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.57%

5.49%

+7.08%

Volatility (6M)

Calculated over the trailing 6-month period

25.44%

16.57%

+8.87%

Volatility (1Y)

Calculated over the trailing 1-year period

28.43%

21.62%

+6.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.51%

26.89%

-0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.63%

30.68%

-6.05%

Dividends

FSCSX vs. BAC - Dividend Comparison

FSCSX's dividend yield for the trailing twelve months is around 23.23%, more than BAC's 2.72% yield.


PositionTTM20252024202320222021202020192018201720162015
BAC
Bank of America Corporation
2.72%1.96%2.28%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%
FSCSX
Fidelity Select Software & IT Services Portfolio
23.23%15.40%19.17%7.72%9.06%6.54%5.10%12.70%6.20%7.15%3.98%5.22%

Frequently Asked Questions


FSCSX and BAC have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSCSX has higher volatility (12.57%) compared to BAC (5.49%). In terms of maximum drawdown, FSCSX dropped -64.66% vs BAC's -93.10%.

BAC currently has the higher Sharpe Ratio (1.36 vs -0.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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