FSPCX vs. FDLSX
FSPCX (Fidelity Select Insurance Portfolio) and FDLSX (Fidelity Select Leisure Portfolio) are both mutual funds - FSPCX is a Financials Equities fund actively managed by Fidelity, while FDLSX is a Consumer Discretionary Equities fund managed by Fidelity. Over the past 10 years, FSPCX returned 13.29%/yr vs 11.34%/yr for FDLSX. Their 0.65 correlation means they have sometimes moved together and sometimes differently. FSPCX charges 0.62%/yr vs 0.74%/yr for FDLSX.
Performance
FSPCX vs. FDLSX - Performance Comparison
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Returns By Period
In the year-to-date period, FSPCX achieves a 9.94% return, which is significantly higher than FDLSX's 0.23% return. Over the past 10 years, FSPCX has outperformed FDLSX with an annualized return of 13.29%, while FDLSX has yielded a comparatively lower 11.34% annualized return.
FSPCX
- 1D
- -0.76%
- 1M
- 1.22%
- 6M
- 11.62%
- YTD
- 9.94%
- 1Y
- 15.42%
- 3Y*
- 16.70%
- 5Y*
- 14.64%
- 10Y*
- 13.29%
- ALL TIME*
- 11.48%
FDLSX
- 1D
- -0.41%
- 1M
- 0.60%
- 6M
- 0.91%
- YTD
- 0.23%
- 1Y
- -14.25%
- 3Y*
- 6.26%
- 5Y*
- 6.30%
- 10Y*
- 11.34%
- ALL TIME*
- 13.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FSPCX vs. FDLSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSPCX Fidelity Select Insurance Portfolio | 9.94% | 3.45% | 28.44% | 12.98% | 7.75% | 29.26% | 0.00% | 30.06% | -11.99% | 15.50% |
FDLSX Fidelity Select Leisure Portfolio | 0.23% | -5.30% | 20.17% | 30.14% | -15.27% | 21.66% | 18.59% | 28.78% | -7.65% | 29.09% |
Correlation
The correlation between FSPCX and FDLSX is 0.37, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.37 |
Correlation (3Y) Balances recent behavior with more history. | 0.41 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.51 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.57 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 1985 | 0.65 |
Over the past year, the correlation between FSPCX and FDLSX has dropped to 0.37 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FSPCX | FDLSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.55 | ||
| Sortino ratioReturn per unit of downside risk | +2.15 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 0.89 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.41 | -0.55 | +1.96 |
| Martin ratioReturn relative to average drawdown | 2.87 | -0.89 | +3.76 |
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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.
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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 | -9.98% | -27.94% | +17.96% |
Max Drawdown (3Y)Largest decline over 3 years | -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 | -2.92% | -17.86% | +14.94% |
Average DrawdownAverage peak-to-trough decline | -9.68% | -8.98% | -0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.88% | 17.35% | -12.47% |
Volatility
FSPCX vs. FDLSX - Volatility Comparison
Fidelity Select Insurance Portfolio (FSPCX) has a higher volatility of 6.90% compared to Fidelity Select Leisure Portfolio (FDLSX) at 5.71%. This indicates that FSPCX'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.
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Volatility by Period
| FSPCX | FDLSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.90% | 5.71% | +1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 12.92% | 15.65% | -2.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.52% | 22.11% | -5.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.63% | 21.61% | -3.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.13% | 22.38% | -2.25% |
FSPCX vs. FDLSX - Expense Ratio Comparison
FSPCX has a 0.62% expense ratio, which is lower than FDLSX's 0.74% expense ratio.
Dividends
FSPCX vs. FDLSX - Dividend Comparison
FSPCX's dividend yield for the trailing twelve months is around 4.28%, less than FDLSX's 5.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDLSX Fidelity Select Leisure Portfolio | 5.15% | 9.12% | 7.41% | 1.64% | 3.32% | 22.77% | 2.36% | 6.43% | 19.76% | 6.33% | 1.01% | 5.42% |
FSPCX Fidelity Select Insurance Portfolio | 4.28% | 3.35% | 8.72% | 8.48% | 0.74% | 8.40% | 8.80% | 6.90% | 32.69% | 12.52% | 2.81% | 3.11% |
Frequently Asked Questions
FSPCX and FDLSX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSPCX has higher volatility (6.90%) compared to FDLSX (5.71%). In terms of maximum drawdown, FSPCX dropped -69.48% vs FDLSX's -51.58%.
FSPCX currently has the higher Sharpe Ratio (0.85 vs -0.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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