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

Correlation

The correlation between FSLBX and FDLSX is 0.72, 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. 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.

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
22.49%
7.60%
FSLBX
FDLSX

Key characteristics

Sharpe Ratio

FSLBX:

2.61

FDLSX:

0.92

Sortino Ratio

FSLBX:

3.38

FDLSX:

1.26

Omega Ratio

FSLBX:

1.46

FDLSX:

1.18

Calmar Ratio

FSLBX:

5.33

FDLSX:

0.99

Martin Ratio

FSLBX:

17.29

FDLSX:

3.51

Ulcer Index

FSLBX:

2.69%

FDLSX:

4.10%

Daily Std Dev

FSLBX:

17.82%

FDLSX:

15.67%

Max Drawdown

FSLBX:

-67.50%

FDLSX:

-51.30%

Current Drawdown

FSLBX:

-2.25%

FDLSX:

-11.16%

Returns By Period

In the year-to-date period, FSLBX achieves a 3.92% return, which is significantly higher than FDLSX's -0.15% return. Over the past 10 years, FSLBX has outperformed FDLSX with an annualized return of 11.61%, while FDLSX has yielded a comparatively lower 5.17% annualized return.


FSLBX

YTD

3.92%

1M

3.44%

6M

22.49%

1Y

44.43%

5Y*

18.76%

10Y*

11.61%

FDLSX

YTD

-0.15%

1M

-6.56%

6M

7.60%

1Y

11.25%

5Y*

5.30%

10Y*

5.17%

*Annualized

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. FDLSX - Expense Ratio Comparison

FSLBX has a 0.75% expense ratio, which is higher than FDLSX's 0.74% 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 FDLSX: current value at 0.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.74%

Risk-Adjusted Performance

FSLBX vs. FDLSX — Risk-Adjusted Performance Rank

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

FSLBX
The Risk-Adjusted Performance Rank of FSLBX is 9393
Overall Rank
The Sharpe Ratio Rank of FSLBX is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of FSLBX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of FSLBX is 9090
Omega Ratio Rank
The Calmar Ratio Rank of FSLBX is 9595
Calmar Ratio Rank
The Martin Ratio Rank of FSLBX is 9494
Martin Ratio Rank

FDLSX
The Risk-Adjusted Performance Rank of FDLSX is 4747
Overall Rank
The Sharpe Ratio Rank of FDLSX is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of FDLSX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of FDLSX is 4242
Omega Ratio Rank
The Calmar Ratio Rank of FDLSX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of FDLSX is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSLBX vs. FDLSX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for FSLBX, currently valued at 2.61, compared to the broader market-1.000.001.002.003.004.002.610.92
The chart of Sortino ratio for FSLBX, currently valued at 3.38, compared to the broader market0.005.0010.003.381.26
The chart of Omega ratio for FSLBX, currently valued at 1.46, compared to the broader market1.002.003.004.001.461.18
The chart of Calmar ratio for FSLBX, currently valued at 5.33, compared to the broader market0.005.0010.0015.0020.005.330.99
The chart of Martin ratio for FSLBX, currently valued at 17.29, compared to the broader market0.0020.0040.0060.0080.0017.293.51
FSLBX
FDLSX

The current FSLBX Sharpe Ratio is 2.61, which is higher than the FDLSX Sharpe Ratio of 0.92. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
2.61
0.92
FSLBX
FDLSX

Dividends

FSLBX vs. FDLSX - Dividend Comparison

FSLBX's dividend yield for the trailing twelve months is around 0.66%, more than FDLSX's 0.53% yield.


TTM20242023202220212020201920182017201620152014
FSLBX
Fidelity Select Brokerage & Invmt Mgmt Portfolio
0.66%0.69%1.22%1.71%0.63%1.11%1.21%1.50%1.00%1.23%2.17%1.36%
FDLSX
Fidelity Select Leisure Portfolio
0.53%0.53%0.39%0.37%0.11%0.45%0.71%1.22%0.83%1.01%2.88%4.21%

Drawdowns

FSLBX vs. FDLSX - Drawdown Comparison

The maximum FSLBX drawdown since its inception was -67.50%, 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.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.25%
-11.16%
FSLBX
FDLSX

Volatility

FSLBX vs. FDLSX - Volatility Comparison

Fidelity Select Brokerage & Invmt Mgmt Portfolio (FSLBX) has a higher volatility of 7.67% compared to Fidelity Select Leisure Portfolio (FDLSX) at 7.11%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%AugustSeptemberOctoberNovemberDecember2025
7.67%
7.11%
FSLBX
FDLSX
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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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