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

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.


-0.50.00.51.00.6

Performance

FSPCX vs. FDLSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Insurance Portfolio (FSPCX) and Fidelity Select Leisure Portfolio (FDLSX). The values are adjusted to include any dividend payments, if applicable.

2,600.00%2,800.00%3,000.00%3,200.00%3,400.00%3,600.00%3,800.00%AugustSeptemberOctoberNovemberDecember2025
2,726.60%
3,430.12%
FSPCX
FDLSX

Key characteristics

Sharpe Ratio

FSPCX:

1.17

FDLSX:

0.92

Sortino Ratio

FSPCX:

1.60

FDLSX:

1.26

Omega Ratio

FSPCX:

1.22

FDLSX:

1.18

Calmar Ratio

FSPCX:

1.24

FDLSX:

0.99

Martin Ratio

FSPCX:

3.90

FDLSX:

3.51

Ulcer Index

FSPCX:

4.55%

FDLSX:

4.10%

Daily Std Dev

FSPCX:

15.17%

FDLSX:

15.67%

Max Drawdown

FSPCX:

-68.55%

FDLSX:

-51.30%

Current Drawdown

FSPCX:

-10.42%

FDLSX:

-11.16%

Returns By Period

In the year-to-date period, FSPCX achieves a 1.73% return, which is significantly higher than FDLSX's -0.15% return. Over the past 10 years, FSPCX has underperformed FDLSX with an annualized return of 4.99%, while FDLSX has yielded a comparatively higher 5.48% annualized return.


FSPCX

YTD

1.73%

1M

-1.17%

6M

6.08%

1Y

14.85%

5Y*

8.06%

10Y*

4.99%

FDLSX

YTD

-0.15%

1M

-5.32%

6M

7.60%

1Y

11.25%

5Y*

5.00%

10Y*

5.48%

*Annualized

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FSPCX vs. FDLSX - Expense Ratio Comparison

FSPCX has a 0.78% expense ratio, which is higher than FDLSX's 0.74% expense ratio.


FSPCX
Fidelity Select Insurance Portfolio
Expense ratio chart for FSPCX: current value at 0.78% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.78%
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

FSPCX vs. FDLSX — Risk-Adjusted Performance Rank

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

FSPCX
The Risk-Adjusted Performance Rank of FSPCX is 5757
Overall Rank
The Sharpe Ratio Rank of FSPCX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPCX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of FSPCX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of FSPCX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of FSPCX is 4848
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 6363
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.

FSPCX vs. FDLSX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for FSPCX, currently valued at 1.17, compared to the broader market-1.000.001.002.003.004.001.170.92
The chart of Sortino ratio for FSPCX, currently valued at 1.60, compared to the broader market0.005.0010.001.601.26
The chart of Omega ratio for FSPCX, currently valued at 1.22, compared to the broader market1.002.003.004.001.221.18
The chart of Calmar ratio for FSPCX, currently valued at 1.24, compared to the broader market0.005.0010.0015.0020.001.240.99
The chart of Martin ratio for FSPCX, currently valued at 3.90, compared to the broader market0.0020.0040.0060.0080.003.903.51
FSPCX
FDLSX

The current FSPCX Sharpe Ratio is 1.17, which is comparable to the FDLSX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of FSPCX 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.17
0.92
FSPCX
FDLSX

Dividends

FSPCX vs. FDLSX - Dividend Comparison

FSPCX's dividend yield for the trailing twelve months is around 1.12%, more than FDLSX's 0.53% yield.


TTM20242023202220212020201920182017201620152014
FSPCX
Fidelity Select Insurance Portfolio
1.12%1.13%1.11%0.74%1.29%1.61%1.40%2.17%1.21%1.15%1.97%6.93%
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

FSPCX vs. FDLSX - Drawdown Comparison

The maximum FSPCX drawdown since its inception was -68.55%, which is greater than FDLSX's maximum drawdown of -51.30%. Use the drawdown chart below to compare losses from any high point for FSPCX and FDLSX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-10.42%
-11.16%
FSPCX
FDLSX

Volatility

FSPCX vs. FDLSX - Volatility Comparison

The current volatility for Fidelity Select Insurance Portfolio (FSPCX) is 6.59%, while Fidelity Select Leisure Portfolio (FDLSX) has a volatility of 7.11%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
6.59%
7.11%
FSPCX
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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