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FSPCX vs. FAFDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSPCX vs. FAFDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Insurance Portfolio (FSPCX) and Fidelity Advisor Financial Services Fund Class A (FAFDX). The values are adjusted to include any dividend payments, if applicable.

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FSPCX vs. FAFDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSPCX
Fidelity Select Insurance Portfolio
-5.27%3.45%28.44%12.98%7.75%29.26%0.00%30.06%-11.99%15.50%
FAFDX
Fidelity Advisor Financial Services Fund Class A
-9.46%14.91%39.01%14.03%-8.93%32.90%-0.25%33.77%-16.09%20.17%

Returns By Period

In the year-to-date period, FSPCX achieves a -5.27% return, which is significantly higher than FAFDX's -9.46% return. Over the past 10 years, FSPCX has underperformed FAFDX with an annualized return of 11.85%, while FAFDX has yielded a comparatively higher 12.71% annualized return.


FSPCX

1D
1.89%
1M
-4.84%
YTD
-5.27%
6M
-6.93%
1Y
-9.38%
3Y*
13.82%
5Y*
12.52%
10Y*
11.85%

FAFDX

1D
0.98%
1M
-5.39%
YTD
-9.46%
6M
-5.99%
1Y
4.37%
3Y*
20.58%
5Y*
11.02%
10Y*
12.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSPCX vs. FAFDX - Expense Ratio Comparison

FSPCX has a 0.78% expense ratio, which is lower than FAFDX's 1.03% expense ratio.


Return for Risk

FSPCX vs. FAFDX — Risk / Return Rank

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

FSPCX
FSPCX Risk / Return Rank: 11
Overall Rank
FSPCX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FSPCX Sortino Ratio Rank: 22
Sortino Ratio Rank
FSPCX Omega Ratio Rank: 22
Omega Ratio Rank
FSPCX Calmar Ratio Rank: 00
Calmar Ratio Rank
FSPCX Martin Ratio Rank: 11
Martin Ratio Rank

FAFDX
FAFDX Risk / Return Rank: 1010
Overall Rank
FAFDX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
FAFDX Sortino Ratio Rank: 1010
Sortino Ratio Rank
FAFDX Omega Ratio Rank: 1111
Omega Ratio Rank
FAFDX Calmar Ratio Rank: 1010
Calmar Ratio Rank
FAFDX Martin Ratio Rank: 1010
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.

FSPCX vs. FAFDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Insurance Portfolio (FSPCX) and Fidelity Advisor Financial Services Fund Class A (FAFDX). 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.


FSPCXFAFDXDifference

Sharpe ratio

Return per unit of total volatility

-0.45

0.25

-0.70

Sortino ratio

Return per unit of downside risk

-0.50

0.47

-0.97

Omega ratio

Gain probability vs. loss probability

0.93

1.07

-0.14

Calmar ratio

Return relative to maximum drawdown

-0.80

0.22

-1.02

Martin ratio

Return relative to average drawdown

-1.48

0.68

-2.15

FSPCX vs. FAFDX - Sharpe Ratio Comparison

The current FSPCX Sharpe Ratio is -0.45, which is lower than the FAFDX Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of FSPCX and FAFDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FSPCXFAFDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.45

0.25

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.52

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.54

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.29

+0.26

Correlation

The correlation between FSPCX and FAFDX is 0.86, 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

FSPCX vs. FAFDX - Dividend Comparison

FSPCX's dividend yield for the trailing twelve months is around 3.53%, less than FAFDX's 7.66% yield.


TTM20252024202320222021202020192018201720162015
FSPCX
Fidelity Select Insurance Portfolio
3.53%3.35%8.72%8.48%0.74%8.40%8.80%6.90%32.69%12.52%2.81%3.11%
FAFDX
Fidelity Advisor Financial Services Fund Class A
7.66%6.93%9.59%2.29%5.93%4.21%2.47%1.21%4.00%0.06%0.21%0.53%

Drawdowns

FSPCX vs. FAFDX - Drawdown Comparison

The maximum FSPCX drawdown since its inception was -69.48%, smaller than the maximum FAFDX drawdown of -75.69%. Use the drawdown chart below to compare losses from any high point for FSPCX and FAFDX.


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Drawdown Indicators


FSPCXFAFDXDifference

Max Drawdown

Largest peak-to-trough decline

-69.48%

-75.69%

+6.21%

Max Drawdown (1Y)

Largest decline over 1 year

-11.69%

-14.39%

+2.70%

Max Drawdown (5Y)

Largest decline over 5 years

-16.65%

-25.14%

+8.49%

Max Drawdown (10Y)

Largest decline over 10 years

-43.68%

-45.99%

+2.31%

Current Drawdown

Current decline from peak

-9.77%

-12.19%

+2.42%

Average Drawdown

Average peak-to-trough decline

-9.71%

-17.73%

+8.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.37%

4.64%

+1.73%

Volatility

FSPCX vs. FAFDX - Volatility Comparison

The current volatility for Fidelity Select Insurance Portfolio (FSPCX) is 4.28%, while Fidelity Advisor Financial Services Fund Class A (FAFDX) has a volatility of 4.51%. This indicates that FSPCX experiences smaller price fluctuations and is considered to be less risky than FAFDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSPCXFAFDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

4.51%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

11.12%

12.41%

-1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

18.95%

21.13%

-2.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.48%

21.12%

-3.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.07%

23.83%

-3.76%