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FSLBX vs. FDLSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSLBX vs. FDLSX - Performance Comparison

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

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Returns By Period

In the year-to-date period, FSLBX achieves a -9.65% return, which is significantly lower than FDLSX's -5.65% return. Over the past 10 years, FSLBX has outperformed FDLSX with an annualized return of 14.65%, while FDLSX has yielded a comparatively lower 10.33% annualized return.


FSLBX

1D
-0.53%
1M
7.53%
6M
-10.81%
YTD
-9.65%
1Y
-15.63%
3Y*
13.80%
5Y*
8.72%
10Y*
14.65%
ALL TIME*
11.22%

FDLSX

1D
-1.24%
1M
-4.97%
6M
-4.96%
YTD
-5.65%
1Y
-22.17%
3Y*
4.18%
5Y*
5.03%
10Y*
10.33%
ALL TIME*
12.88%
*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

FSLBX vs. FDLSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSLBX
Fidelity Select Brokerage & Invmt Mgmt Portfolio
-9.65%5.78%35.74%27.77%-17.54%40.61%22.66%31.60%-15.37%27.74%
FDLSX
Fidelity Select Leisure Portfolio
-5.65%-5.30%20.17%30.14%-15.27%21.66%18.59%28.78%-7.65%29.09%

Correlation

The correlation between FSLBX and FDLSX is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.54

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

0.63

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

0.71

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

0.69

Correlation (All Time)
Calculated using the full available price history since Jul 29, 1985

0.72

The correlation between FSLBX and FDLSX shifts across timeframes, from 0.54 (1 year) to 0.72 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FSLBX vs. FDLSX — Risk / Return Rank

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

FSLBX
FSLBX Risk / Return Rank: 11
Overall Rank
FSLBX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
FSLBX Sortino Ratio Rank: 11
Sortino Ratio Rank
FSLBX Omega Ratio Rank: 11
Omega Ratio Rank
FSLBX Calmar Ratio Rank: 11
Calmar Ratio Rank
FSLBX Martin Ratio Rank: 11
Martin Ratio Rank

FDLSX
FDLSX Risk / Return Rank: 00
Overall Rank
FDLSX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
FDLSX Sortino Ratio Rank: 00
Sortino Ratio Rank
FDLSX Omega Ratio Rank: 00
Omega Ratio Rank
FDLSX Calmar Ratio Rank: 00
Calmar Ratio Rank
FDLSX Martin Ratio Rank: 11
Martin Ratio Rank
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. FDLSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Brokerage & Invmt Mgmt Portfolio (FSLBX) and Fidelity Select Leisure Portfolio (FDLSX). 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.


FSLBXFDLSXDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.55

Omega ratioGain probability vs. loss probability

0.91

0.83

+0.08

Calmar ratioReturn relative to maximum drawdown

-0.59

-0.81

+0.22

Martin ratioReturn relative to average drawdown

-1.09

-1.32

+0.23

FSLBX vs. FDLSX - Sharpe Ratio Comparison

The current FSLBX Sharpe Ratio is -0.66, which is higher than the FDLSX Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of FSLBX and FDLSX, 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

FSLBX vs. FDLSX - Drawdown Comparison

The maximum FSLBX drawdown since its inception was -68.20%, which is greater than FDLSX's maximum drawdown of -51.58%. Use the drawdown chart below to compare losses from any high point for FSLBX and FDLSX.


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Drawdown Indicators


FSLBXFDLSXDifference

Max Drawdown

Largest peak-to-trough decline

-68.20%

-51.58%

-16.62%

Max Drawdown (1Y)

Largest decline over 1 year

-24.67%

-27.94%

+3.27%

Max Drawdown (3Y)

Largest decline over 3 years

-26.06%

-28.33%

+2.27%

Max Drawdown (5Y)

Largest decline over 5 years

-30.87%

-28.33%

-2.54%

Max Drawdown (10Y)

Largest decline over 10 years

-40.56%

-48.44%

+7.88%

Current Drawdown

Current decline from peak

-15.67%

-22.68%

+7.01%

Average Drawdown

Average peak-to-trough decline

-14.88%

-8.97%

-5.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.27%

17.49%

-4.22%

Volatility

FSLBX vs. FDLSX - Volatility Comparison

Fidelity Select Brokerage & Invmt Mgmt Portfolio (FSLBX) has a higher volatility of 6.78% compared to Fidelity Select Leisure Portfolio (FDLSX) at 5.05%. This indicates that FSLBX's price experiences larger fluctuations and is considered to be riskier than FDLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSLBXFDLSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

5.05%

+1.73%

Volatility (6M)

Calculated over the trailing 6-month period

17.33%

15.16%

+2.17%

Volatility (1Y)

Calculated over the trailing 1-year period

22.07%

21.83%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.04%

21.55%

+1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.51%

22.35%

+1.16%

FSLBX vs. FDLSX - Expense Ratio Comparison

FSLBX has a 0.75% expense ratio, which is higher than FDLSX's 0.74% expense ratio.


Dividends

FSLBX vs. FDLSX - Dividend Comparison

FSLBX's dividend yield for the trailing twelve months is around 2.16%, less than FDLSX's 5.47% yield.


PositionTTM20252024202320222021202020192018201720162015
FDLSX
Fidelity Select Leisure Portfolio
5.47%9.12%7.41%1.64%3.32%22.77%2.36%6.43%19.76%6.33%1.01%5.42%
FSLBX
Fidelity Select Brokerage & Invmt Mgmt Portfolio
2.16%0.67%0.69%1.22%2.09%1.39%3.08%4.25%8.94%5.46%1.25%6.37%

Frequently Asked Questions


FSLBX and FDLSX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSLBX has higher volatility (6.78%) compared to FDLSX (5.05%). In terms of maximum drawdown, FSLBX dropped -68.20% vs FDLSX's -51.58%.

FSLBX currently has the higher Sharpe Ratio (-0.66 vs -1.04), 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 FSLBX and FDLSX

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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