FSLBX vs. FBCGX

Last updated Apr 2, 2026

Compare and contrast key facts about Fidelity Select Brokerage & Invmt Mgmt Portfolio (FSLBX) and Fidelity Blue Chip Growth K6 Fund (FBCGX).

FSLBX is managed by Fidelity. It was launched on Jul 29, 1985. FBCGX is managed by Fidelity. It was launched on May 25, 2017.

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.

FSLBX vs. FBCGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FSLBX Fidelity Select Brokerage & Invmt Mgmt Portfolio	-16.57%	5.78%	35.74%	27.77%	-17.54%	40.61%	22.66%	31.60%	-15.37%	22.93%
FBCGX Fidelity Blue Chip Growth K6 Fund	-6.85%	21.33%	38.15%	55.57%	-37.84%	23.00%	62.92%	36.11%	-2.33%	14.15%

Returns By Period

In the year-to-date period, FSLBX achieves a -16.57% return, which is significantly lower than FBCGX's -6.85% return.

FSLBX

• 1D: 1.93%
• 1M: -4.71%
• YTD: -16.57%
• 6M: -16.88%
• 1Y: -5.82%
• 3Y*: 14.79%
• 5Y*: 9.48%
• 10Y*: 13.45%

FBCGX

• 1D: 4.62%
• 1M: -5.07%
• YTD: -6.85%
• 6M: -4.17%
• 1Y: 28.16%
• 3Y*: 26.56%
• 5Y*: 12.11%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

FBCGX

Fidelity Blue Chip Growth K6 Fund

Return for Risk

FSLBX vs. FBCGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FSLBX

FSLBX Risk / Return Rank: 3
FSLBX Sharpe Ratio Rank: 3
FSLBX Sortino Ratio Rank: 3
FSLBX Omega Ratio Rank: 3
FSLBX Calmar Ratio Rank: 4
FSLBX Martin Ratio Rank: 4

FBCGX

FBCGX Risk / Return Rank: 72
FBCGX Sharpe Ratio Rank: 65
FBCGX Sortino Ratio Rank: 71
FBCGX Omega Ratio Rank: 67
FBCGX Calmar Ratio Rank: 80
FBCGX Martin Ratio Rank: 77

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.

FSLBX vs. FBCGX - Risk-Adjusted Trends 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.

	FSLBX	FBCGX	Difference
Sharpe ratio Return per unit of total volatility	-0.19	1.19	-1.38
Sortino ratio Return per unit of downside risk	-0.08	1.81	-1.88
Omega ratio Gain probability vs. loss probability	0.99	1.26	-0.27
Calmar ratio Return relative to maximum drawdown	-0.19	1.94	-2.13
Martin ratio Return relative to average drawdown	-0.51	7.40	-7.91
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FSLBX vs. FBCGX - Sharpe Ratio Comparison

The current FSLBX Sharpe Ratio is -0.19, which is lower than the FBCGX Sharpe Ratio of 1.19. 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.

Sharpe Ratios by Period

	FSLBX	FBCGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.19	1.19	-1.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.42	0.49	-0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	0.76	-0.31

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.

Dividends

FSLBX vs. FBCGX - Dividend Comparison

FSLBX's dividend yield for the trailing twelve months is around 0.80%, less than FBCGX's 1.04% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FSLBX Fidelity Select Brokerage & Invmt Mgmt Portfolio	0.80%	0.67%	0.69%	1.22%	2.09%	1.39%	3.08%	4.25%	8.94%	5.46%	1.25%	6.37%
FBCGX Fidelity Blue Chip Growth K6 Fund	1.04%	0.97%	0.62%	0.26%	0.12%	6.71%	1.26%	0.28%	0.46%	0.13%	0.00%	0.00%

Drawdowns

FSLBX vs. FBCGX - Drawdown Comparison

The maximum FSLBX drawdown since its inception was -68.20%, which is greater than FBCGX's maximum drawdown of -42.55%. Use the drawdown chart below to compare losses from any high point for FSLBX and FBCGX.

Drawdown Indicators

	FSLBX	FBCGX	Difference
Max Drawdown Largest peak-to-trough decline	-68.20%	-42.55%	-25.65%
Max Drawdown (1Y) Largest decline over 1 year	-24.67%	-13.28%	-11.39%
Max Drawdown (5Y) Largest decline over 5 years	-30.87%	-42.55%	+11.68%
Max Drawdown (10Y) Largest decline over 10 years	-40.56%	—	—
Current Drawdown Current decline from peak	-22.14%	-8.61%	-13.53%
Average Drawdown Average peak-to-trough decline	-14.86%	-9.04%	-5.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.36%	3.47%	+5.89%

Volatility

FSLBX vs. FBCGX - Volatility Comparison

The current volatility for Fidelity Select Brokerage & Invmt Mgmt Portfolio (FSLBX) is 6.45%, while Fidelity Blue Chip Growth K6 Fund (FBCGX) has a volatility of 7.92%. This indicates that FSLBX experiences smaller price fluctuations and is considered to be less risky than FBCGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FSLBX	FBCGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.45%	7.92%	-1.47%
Volatility (6M) Calculated over the trailing 6-month period	17.21%	14.30%	+2.91%
Volatility (1Y) Calculated over the trailing 1-year period	27.05%	25.02%	+2.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.77%	25.03%	-2.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.67%	25.00%	-1.33%