FSPCX vs. FDLSX
Compare and contrast key facts about Fidelity Select Insurance Portfolio (FSPCX) and Fidelity Select Leisure Portfolio (FDLSX).
FSPCX is managed by Fidelity. It was launched on Dec 16, 1985. FDLSX is managed by Fidelity. It was launched on May 7, 1984.
Performance
FSPCX vs. FDLSX - Performance Comparison
Loading graphics...
FSPCX vs. FDLSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FDLSX Fidelity Select Leisure Portfolio | -12.27% | -5.30% | 13.64% | 30.14% | -15.27% | 21.66% | 18.59% | 28.78% | -7.65% | 29.09% |
Returns By Period
In the year-to-date period, FSPCX achieves a -5.27% return, which is significantly higher than FDLSX's -12.27% return. Over the past 10 years, FSPCX has outperformed FDLSX with an annualized return of 11.85%, while FDLSX has yielded a comparatively lower 9.06% 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%
FDLSX
- 1D
- 0.32%
- 1M
- -8.57%
- YTD
- -12.27%
- 6M
- -23.33%
- 1Y
- -13.03%
- 3Y*
- 2.71%
- 5Y*
- 3.18%
- 10Y*
- 9.06%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FSPCX vs. FDLSX - Expense Ratio Comparison
FSPCX has a 0.78% expense ratio, which is higher than FDLSX's 0.74% expense ratio.
Return for Risk
FSPCX vs. FDLSX — Risk / Return Rank
FSPCX
FDLSX
FSPCX vs. FDLSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Insurance Portfolio (FSPCX) 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.
| FSPCX | FDLSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.45 | -0.53 | +0.08 |
Sortino ratioReturn per unit of downside risk | -0.50 | -0.59 | +0.10 |
Omega ratioGain probability vs. loss probability | 0.93 | 0.92 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | -0.80 | -0.55 | -0.25 |
Martin ratioReturn relative to average drawdown | -1.48 | -1.30 | -0.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FSPCX | FDLSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.45 | -0.53 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.15 | +0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.41 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.65 | -0.10 |
Correlation
The correlation between FSPCX and FDLSX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
FSPCX vs. FDLSX - Dividend Comparison
FSPCX's dividend yield for the trailing twelve months is around 3.53%, less than FDLSX's 10.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FDLSX Fidelity Select Leisure Portfolio | 10.40% | 9.12% | 1.57% | 1.64% | 3.32% | 22.77% | 2.36% | 6.43% | 19.76% | 6.33% | 1.01% | 5.42% |
Drawdowns
FSPCX vs. FDLSX - Drawdown Comparison
The maximum FSPCX drawdown since its inception was -69.48%, which is greater than FDLSX's maximum drawdown of -51.58%. Use the drawdown chart below to compare losses from any high point for FSPCX and FDLSX.
Loading graphics...
Drawdown Indicators
| FSPCX | FDLSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.48% | -51.58% | -17.90% |
Max Drawdown (1Y)Largest decline over 1 year | -11.69% | -28.33% | +16.64% |
Max Drawdown (5Y)Largest decline over 5 years | -16.65% | -28.33% | +11.68% |
Max Drawdown (10Y)Largest decline over 10 years | -43.68% | -48.44% | +4.76% |
Current DrawdownCurrent decline from peak | -9.77% | -28.10% | +18.33% |
Average DrawdownAverage peak-to-trough decline | -9.71% | -8.91% | -0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.37% | 12.09% | -5.72% |
Volatility
FSPCX vs. FDLSX - Volatility Comparison
The current volatility for Fidelity Select Insurance Portfolio (FSPCX) is 4.28%, while Fidelity Select Leisure Portfolio (FDLSX) has a volatility of 6.09%. This indicates that FSPCX experiences smaller price fluctuations and is considered to be less risky than FDLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FSPCX | FDLSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.28% | 6.09% | -1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 11.12% | 17.83% | -6.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.95% | 24.50% | -5.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.48% | 21.44% | -3.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.07% | 22.26% | -2.19% |