PortfoliosLab logoPortfoliosLab logo
FSCSX vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSCSX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Software & IT Services Portfolio (FSCSX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FSCSX achieves a -13.54% return, which is significantly lower than BRK-B's -2.67% return. Over the past 10 years, FSCSX has outperformed BRK-B with an annualized return of 16.09%, while BRK-B has yielded a comparatively lower 13.22% 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%

BRK-B

1D
0.71%
1M
1.07%
YTD
-2.67%
6M
-2.06%
1Y
0.35%
3Y*
13.30%
5Y*
11.27%
10Y*
13.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSCSX vs. BRK-B - 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%
BRK-B
Berkshire Hathaway Inc.
-2.67%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Correlation

The correlation between FSCSX and BRK-B is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.03

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

0.18

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

0.33

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

0.40

Correlation (All Time)
Calculated using the full available price history since May 9, 1996

0.38

The correlation between FSCSX and BRK-B shifts across timeframes, from -0.03 (1 year) to 0.40 (10 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

FSCSX vs. BRK-B — 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

BRK-B
BRK-B Risk / Return Rank: 3939
Overall Rank
BRK-B Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3434
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3333
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4242
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4242
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. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Software & IT Services Portfolio (FSCSX) and Berkshire Hathaway Inc. (BRK-B). 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.


FSCSXBRK-BDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.50

Omega ratioGain probability vs. loss probability

0.95

1.01

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.35

-0.02

-0.33

Martin ratioReturn relative to average drawdown

-0.78

-0.05

-0.73

FSCSX vs. BRK-B - Sharpe Ratio Comparison

The current FSCSX Sharpe Ratio is -0.42, which is lower than the BRK-B Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of FSCSX and BRK-B, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

FSCSX vs. BRK-B - Drawdown Comparison

The maximum FSCSX drawdown since its inception was -64.66%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for FSCSX and BRK-B.


Loading charts...

Drawdown Indicators


FSCSXBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-64.66%

-53.86%

-10.80%

Max Drawdown (1Y)

Largest decline over 1 year

-34.24%

-9.42%

-24.82%

Max Drawdown (3Y)

Largest decline over 3 years

-34.24%

-14.95%

-19.29%

Max Drawdown (5Y)

Largest decline over 5 years

-37.06%

-26.58%

-10.48%

Max Drawdown (10Y)

Largest decline over 10 years

-37.06%

-29.57%

-7.49%

Current Drawdown

Current decline from peak

-18.48%

-9.36%

-9.12%

Average Drawdown

Average peak-to-trough decline

-13.22%

-11.07%

-2.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.37%

4.53%

+10.84%

Volatility

FSCSX vs. BRK-B - Volatility Comparison

Fidelity Select Software & IT Services Portfolio (FSCSX) has a higher volatility of 12.57% compared to Berkshire Hathaway Inc. (BRK-B) at 3.95%. This indicates that FSCSX's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FSCSXBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.57%

3.95%

+8.62%

Volatility (6M)

Calculated over the trailing 6-month period

25.44%

10.78%

+14.66%

Volatility (1Y)

Calculated over the trailing 1-year period

28.43%

14.38%

+14.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.51%

17.12%

+9.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.63%

19.44%

+5.19%

Dividends

FSCSX vs. BRK-B - Dividend Comparison

FSCSX's dividend yield for the trailing twelve months is around 23.23%, while BRK-B has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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 BRK-B have a correlation of -0.03, 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 BRK-B (3.95%). In terms of maximum drawdown, FSCSX dropped -64.66% vs BRK-B's -53.86%.

BRK-B currently has the higher Sharpe Ratio (-0.02 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.

Portfolio Optimizer

Find the right allocation for FSCSX and BRK-B

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer