PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FSCSX vs. FBGRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FSCSX vs. FBGRX - Performance Comparison

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

6,000.00%8,000.00%10,000.00%12,000.00%14,000.00%16,000.00%JuneJulyAugustSeptemberOctoberNovember
14,663.82%
6,932.57%
FSCSX
FBGRX

Returns By Period

In the year-to-date period, FSCSX achieves a 6.18% return, which is significantly lower than FBGRX's 33.68% return. Over the past 10 years, FSCSX has underperformed FBGRX with an annualized return of 10.42%, while FBGRX has yielded a comparatively higher 13.79% annualized return.


FSCSX

YTD

6.18%

1M

5.61%

6M

6.99%

1Y

8.25%

5Y (annualized)

8.55%

10Y (annualized)

10.42%

FBGRX

YTD

33.68%

1M

1.35%

6M

12.47%

1Y

42.12%

5Y (annualized)

17.66%

10Y (annualized)

13.79%

Key characteristics


FSCSXFBGRX
Sharpe Ratio0.462.19
Sortino Ratio0.692.88
Omega Ratio1.101.40
Calmar Ratio0.342.37
Martin Ratio1.0410.66
Ulcer Index8.28%3.97%
Daily Std Dev18.93%19.33%
Max Drawdown-58.42%-57.42%
Current Drawdown-11.75%-2.90%

Compare stocks, funds, or ETFs

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


FSCSX vs. FBGRX - Expense Ratio Comparison

FSCSX has a 0.67% expense ratio, which is lower than FBGRX's 0.79% expense ratio.


FBGRX
Fidelity Blue Chip Growth Fund
Expense ratio chart for FBGRX: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for FSCSX: current value at 0.67% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.67%

Correlation

-0.50.00.51.00.8

The correlation between FSCSX and FBGRX is 0.82, 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.

Risk-Adjusted Performance

FSCSX vs. FBGRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Software & IT Services Portfolio (FSCSX) and Fidelity Blue Chip Growth Fund (FBGRX). 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.


Sharpe ratio
The chart of Sharpe ratio for FSCSX, currently valued at 0.46, compared to the broader market0.002.004.000.462.19
The chart of Sortino ratio for FSCSX, currently valued at 0.69, compared to the broader market0.005.0010.000.692.88
The chart of Omega ratio for FSCSX, currently valued at 1.10, compared to the broader market1.002.003.004.001.101.40
The chart of Calmar ratio for FSCSX, currently valued at 0.34, compared to the broader market0.005.0010.0015.0020.0025.000.342.37
The chart of Martin ratio for FSCSX, currently valued at 1.04, compared to the broader market0.0020.0040.0060.0080.00100.001.0410.66
FSCSX
FBGRX

The current FSCSX Sharpe Ratio is 0.46, which is lower than the FBGRX Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of FSCSX and FBGRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.46
2.19
FSCSX
FBGRX

Dividends

FSCSX vs. FBGRX - Dividend Comparison

FSCSX has not paid dividends to shareholders, while FBGRX's dividend yield for the trailing twelve months is around 0.20%.


TTM20232022202120202019201820172016201520142013
FSCSX
Fidelity Select Software & IT Services Portfolio
0.00%0.00%0.00%0.00%0.55%0.23%0.04%0.00%0.03%2.35%10.43%4.72%
FBGRX
Fidelity Blue Chip Growth Fund
0.20%0.00%0.00%0.00%0.00%0.00%0.12%0.09%0.22%5.07%6.08%7.80%

Drawdowns

FSCSX vs. FBGRX - Drawdown Comparison

The maximum FSCSX drawdown since its inception was -58.42%, roughly equal to the maximum FBGRX drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for FSCSX and FBGRX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-11.75%
-2.90%
FSCSX
FBGRX

Volatility

FSCSX vs. FBGRX - Volatility Comparison

Fidelity Select Software & IT Services Portfolio (FSCSX) has a higher volatility of 6.05% compared to Fidelity Blue Chip Growth Fund (FBGRX) at 5.74%. This indicates that FSCSX's price experiences larger fluctuations and is considered to be riskier than FBGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.05%
5.74%
FSCSX
FBGRX