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FSDAX vs. FBMPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSDAX vs. FBMPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Defense & Aerospace Portfolio (FSDAX) and Fidelity Select Communication Services Portfolio (FBMPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSDAX achieves a 12.58% return, which is significantly higher than FBMPX's 2.86% return. Both investments have delivered pretty close results over the past 10 years, with FSDAX having a 15.62% annualized return and FBMPX not far ahead at 16.31%.


FSDAX

1D
0.97%
1M
-4.06%
6M
6.10%
YTD
12.58%
1Y
22.65%
3Y*
28.50%
5Y*
18.30%
10Y*
15.62%
ALL TIME*
12.21%

FBMPX

1D
-1.81%
1M
-5.72%
6M
-1.53%
YTD
2.86%
1Y
17.82%
3Y*
27.10%
5Y*
11.71%
10Y*
16.31%
ALL TIME*
13.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

FSDAX vs. FBMPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSDAX
Fidelity Select Defense & Aerospace Portfolio
12.58%50.03%15.83%16.29%6.83%4.91%-7.87%33.75%-6.83%34.15%
FBMPX
Fidelity Select Communication Services Portfolio
2.86%37.07%35.98%56.85%-38.30%15.97%35.48%33.14%-3.52%12.60%

Correlation

The correlation between FSDAX and FBMPX is 0.41, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.41

Correlation (3Y)
Balances recent behavior with more history.

0.42

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.49

Correlation (10Y)
Provides a long-term view across more market conditions.

0.48

Correlation (All Time)
Calculated using the full available price history since Jun 30, 1986

0.62

Over the past year, the correlation between FSDAX and FBMPX has dropped to 0.41 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.

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Return for Risk

FSDAX vs. FBMPX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FSDAX
FSDAX Risk / Return Rank: 3030
Overall Rank
FSDAX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
FSDAX Sortino Ratio Rank: 3131
Sortino Ratio Rank
FSDAX Omega Ratio Rank: 2929
Omega Ratio Rank
FSDAX Calmar Ratio Rank: 3131
Calmar Ratio Rank
FSDAX Martin Ratio Rank: 2727
Martin Ratio Rank

FBMPX
FBMPX Risk / Return Rank: 2626
Overall Rank
FBMPX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FBMPX Sortino Ratio Rank: 2727
Sortino Ratio Rank
FBMPX Omega Ratio Rank: 2727
Omega Ratio Rank
FBMPX Calmar Ratio Rank: 2424
Calmar Ratio Rank
FBMPX Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FSDAX vs. FBMPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Defense & Aerospace Portfolio (FSDAX) and Fidelity Select Communication Services Portfolio (FBMPX). 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.


FSDAXFBMPXDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.17

1.16

+0.01

Calmar ratioReturn relative to maximum drawdown

1.33

1.05

+0.27

Martin ratioReturn relative to average drawdown

3.65

3.58

+0.07

FSDAX vs. FBMPX - Sharpe Ratio Comparison

The current FSDAX Sharpe Ratio is 0.94, which is comparable to the FBMPX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of FSDAX and FBMPX, 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

FSDAX vs. FBMPX - Drawdown Comparison

The maximum FSDAX drawdown since its inception was -60.59%, roughly equal to the maximum FBMPX drawdown of -61.77%. Use the drawdown chart below to compare losses from any high point for FSDAX and FBMPX.


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Drawdown Indicators


FSDAXFBMPXDifference

Max Drawdown

Largest peak-to-trough decline

-60.59%

-61.77%

+1.18%

Max Drawdown (1Y)

Largest decline over 1 year

-16.13%

-16.90%

+0.77%

Max Drawdown (3Y)

Largest decline over 3 years

-16.13%

-23.20%

+7.07%

Max Drawdown (5Y)

Largest decline over 5 years

-21.90%

-47.42%

+25.52%

Max Drawdown (10Y)

Largest decline over 10 years

-47.08%

-47.42%

+0.34%

Current Drawdown

Current decline from peak

-5.22%

-9.34%

+4.12%

Average Drawdown

Average peak-to-trough decline

-10.43%

-10.61%

+0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.86%

4.97%

+0.89%

Volatility

FSDAX vs. FBMPX - Volatility Comparison

Fidelity Select Defense & Aerospace Portfolio (FSDAX) has a higher volatility of 7.33% compared to Fidelity Select Communication Services Portfolio (FBMPX) at 6.85%. This indicates that FSDAX's price experiences larger fluctuations and is considered to be riskier than FBMPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSDAXFBMPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.33%

6.85%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

18.86%

16.12%

+2.74%

Volatility (1Y)

Calculated over the trailing 1-year period

22.77%

20.50%

+2.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.65%

23.50%

-2.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.51%

22.09%

+0.42%

FSDAX vs. FBMPX - Expense Ratio Comparison

FSDAX has a 0.63% expense ratio, which is lower than FBMPX's 0.64% expense ratio.


Dividends

FSDAX vs. FBMPX - Dividend Comparison

FSDAX's dividend yield for the trailing twelve months is around 2.03%, less than FBMPX's 13.02% yield.


PositionTTM20252024202320222021202020192018201720162015
FBMPX
Fidelity Select Communication Services Portfolio
13.02%8.09%7.05%0.00%0.00%5.88%3.74%35.43%15.29%5.53%7.50%7.29%
FSDAX
Fidelity Select Defense & Aerospace Portfolio
2.03%4.48%7.68%6.47%8.87%8.38%2.11%2.62%11.45%3.57%4.87%6.30%

Frequently Asked Questions


FSDAX and FBMPX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSDAX has higher volatility (7.33%) compared to FBMPX (6.85%). In terms of maximum drawdown, FSDAX dropped -60.59% vs FBMPX's -61.77%.

FSDAX currently has the higher Sharpe Ratio (0.94 vs 0.87), 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 FSDAX and FBMPX

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

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