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FSLBX vs. FBCGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSLBX and FBCGX is 0.70, 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.


-0.50.00.51.00.7

Performance

FSLBX vs. FBCGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Brokerage & Invmt Mgmt Portfolio (FSLBX) and Fidelity Blue Chip Growth K6 Fund (FBCGX). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
182.08%
275.27%
FSLBX
FBCGX

Key characteristics

Sharpe Ratio

FSLBX:

2.09

FBCGX:

1.94

Sortino Ratio

FSLBX:

2.81

FBCGX:

2.58

Omega Ratio

FSLBX:

1.38

FBCGX:

1.35

Calmar Ratio

FSLBX:

4.14

FBCGX:

2.64

Martin Ratio

FSLBX:

14.74

FBCGX:

10.22

Ulcer Index

FSLBX:

2.45%

FBCGX:

3.73%

Daily Std Dev

FSLBX:

17.30%

FBCGX:

19.61%

Max Drawdown

FSLBX:

-67.50%

FBCGX:

-42.92%

Current Drawdown

FSLBX:

-6.75%

FBCGX:

-3.88%

Returns By Period

In the year-to-date period, FSLBX achieves a 34.56% return, which is significantly lower than FBCGX's 38.33% return.


FSLBX

YTD

34.56%

1M

-4.05%

6M

23.65%

1Y

38.41%

5Y*

18.66%

10Y*

10.37%

FBCGX

YTD

38.33%

1M

2.30%

6M

9.85%

1Y

40.32%

5Y*

20.01%

10Y*

N/A

Compare stocks, funds, or ETFs

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


FSLBX vs. FBCGX - Expense Ratio Comparison

FSLBX has a 0.75% expense ratio, which is higher than FBCGX's 0.45% expense ratio.


FSLBX
Fidelity Select Brokerage & Invmt Mgmt Portfolio
Expense ratio chart for FSLBX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for FBCGX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Risk-Adjusted Performance

FSLBX vs. FBCGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Brokerage & Invmt Mgmt Portfolio (FSLBX) and Fidelity Blue Chip Growth K6 Fund (FBCGX). 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 FSLBX, currently valued at 2.09, compared to the broader market-1.000.001.002.003.004.002.091.94
The chart of Sortino ratio for FSLBX, currently valued at 2.81, compared to the broader market-2.000.002.004.006.008.0010.002.812.58
The chart of Omega ratio for FSLBX, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.003.501.381.35
The chart of Calmar ratio for FSLBX, currently valued at 4.14, compared to the broader market0.002.004.006.008.0010.0012.0014.004.142.64
The chart of Martin ratio for FSLBX, currently valued at 14.74, compared to the broader market0.0020.0040.0060.0014.7410.22
FSLBX
FBCGX

The current FSLBX Sharpe Ratio is 2.09, which is comparable to the FBCGX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of FSLBX and FBCGX, 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 Ratio1.001.502.002.503.003.504.004.50JulyAugustSeptemberOctoberNovemberDecember
2.09
1.94
FSLBX
FBCGX

Dividends

FSLBX vs. FBCGX - Dividend Comparison

FSLBX's dividend yield for the trailing twelve months is around 0.93%, more than FBCGX's 0.45% yield.


TTM20232022202120202019201820172016201520142013
FSLBX
Fidelity Select Brokerage & Invmt Mgmt Portfolio
0.02%1.22%1.71%0.63%1.11%1.21%1.50%1.00%1.23%2.17%1.36%0.52%
FBCGX
Fidelity Blue Chip Growth K6 Fund
0.45%0.26%0.12%0.00%0.08%0.25%0.46%0.11%0.00%0.00%0.00%0.00%

Drawdowns

FSLBX vs. FBCGX - Drawdown Comparison

The maximum FSLBX drawdown since its inception was -67.50%, which is greater than FBCGX's maximum drawdown of -42.92%. Use the drawdown chart below to compare losses from any high point for FSLBX and FBCGX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.75%
-3.88%
FSLBX
FBCGX

Volatility

FSLBX vs. FBCGX - Volatility Comparison

Fidelity Select Brokerage & Invmt Mgmt Portfolio (FSLBX) and Fidelity Blue Chip Growth K6 Fund (FBCGX) have volatilities of 5.57% and 5.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.57%
5.49%
FSLBX
FBCGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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