FSLBX vs. FDLSX

In the year-to-date period, FSLBX achieves a -3.81% return, which is significantly higher than FDLSX's -6.91% return. Over the past 10 years, FSLBX has outperformed FDLSX with an annualized return of 10.00%, while FDLSX has yielded a comparatively lower 3.90% annualized return.

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

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.

The current FSLBX Sharpe Ratio is 0.81, which is higher than the FDLSX Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of FSLBX and FDLSX, 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 0.72%, more than FDLSX's 0.42% yield.

The maximum FSLBX drawdown since its inception was -67.49%, which is greater than FDLSX's maximum drawdown of -51.30%. Use the drawdown chart below to compare losses from any high point for FSLBX and FDLSX. For additional features, visit the drawdowns tool.