FSLBX vs. VFH
Compare and contrast key facts about Fidelity Select Brokerage & Invmt Mgmt Portfolio (FSLBX) and Vanguard Financials ETF (VFH).
FSLBX is managed by Fidelity. It was launched on Jul 29, 1985. VFH is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Financials 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSLBX or VFH.
Key characteristics
| FSLBX | VFH | |
|---|---|---|
| YTD Return | 39.69% | 34.44% |
| 1Y Return | 64.45% | 52.72% |
| 3Y Return (Ann) | 12.54% | 9.34% |
| 5Y Return (Ann) | 20.34% | 13.24% |
| 10Y Return (Ann) | 10.89% | 12.07% |
| Sharpe Ratio | 3.79 | 3.53 |
| Sortino Ratio | 4.88 | 4.96 |
| Omega Ratio | 1.66 | 1.65 |
| Calmar Ratio | 4.48 | 3.21 |
| Martin Ratio | 27.26 | 25.54 |
| Ulcer Index | 2.35% | 2.05% |
| Daily Std Dev | 16.90% | 14.83% |
| Max Drawdown | -67.50% | -78.61% |
| Current Drawdown | -0.96% | -0.32% |
Correlation
The correlation between FSLBX and VFH is 0.89, 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.
Performance
FSLBX vs. VFH - Performance Comparison
In the year-to-date period, FSLBX achieves a 39.69% return, which is significantly higher than VFH's 34.44% return. Over the past 10 years, FSLBX has underperformed VFH with an annualized return of 10.89%, while VFH has yielded a comparatively higher 12.07% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. VFH - Expense Ratio Comparison
FSLBX has a 0.75% expense ratio, which is higher than VFH's 0.10% expense ratio.
Risk-Adjusted Performance
FSLBX vs. VFH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Brokerage & Invmt Mgmt Portfolio (FSLBX) and Vanguard Financials ETF (VFH). 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.
Dividends
FSLBX vs. VFH - Dividend Comparison
FSLBX's dividend yield for the trailing twelve months is around 0.90%, less than VFH's 1.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSLBX Fidelity Select Brokerage & Invmt Mgmt Portfolio | 0.90% | 1.22% | 1.71% | 0.63% | 1.11% | 1.21% | 1.50% | 1.00% | 1.23% | 2.17% | 1.36% | 0.52% |
VFH Vanguard Financials ETF | 1.60% | 2.08% | 2.31% | 1.87% | 2.21% | 2.17% | 2.30% | 1.53% | 1.63% | 2.00% | 1.85% | 1.82% |
Drawdowns
FSLBX vs. VFH - Drawdown Comparison
The maximum FSLBX drawdown since its inception was -67.50%, smaller than the maximum VFH drawdown of -78.61%. Use the drawdown chart below to compare losses from any high point for FSLBX and VFH. For additional features, visit the drawdowns tool.
Volatility
FSLBX vs. VFH - Volatility Comparison
Fidelity Select Brokerage & Invmt Mgmt Portfolio (FSLBX) and Vanguard Financials ETF (VFH) have volatilities of 7.61% and 7.80%, 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.