FSLBX vs. FBCGX

In the year-to-date period, FSLBX achieves a -4.07% return, which is significantly higher than FBCGX's -8.77% return.

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

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.

The current FSLBX Sharpe Ratio is 0.80, which is higher than the FBCGX Sharpe Ratio of 0.33. 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.

FSLBX's dividend yield for the trailing twelve months is around 0.73%, more than FBCGX's 0.68% yield.

The maximum FSLBX drawdown since its inception was -67.49%, 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.

Fidelity Select Brokerage & Invmt Mgmt Portfolio (FSLBX) and Fidelity Blue Chip Growth K6 Fund (FBCGX) have volatilities of 8.52% and 8.95%, 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.