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FSPCX vs. FNILX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSPCX vs. FNILX - Performance Comparison

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

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FSPCX vs. FNILX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FSPCX
Fidelity Select Insurance Portfolio
-5.27%3.45%28.44%12.98%7.75%29.26%0.00%30.06%-10.65%
FNILX
Fidelity ZERO Large Cap Index Fund
-7.30%17.81%25.47%27.45%-19.37%26.67%21.13%31.79%-13.60%

Returns By Period

In the year-to-date period, FSPCX achieves a -5.27% return, which is significantly higher than FNILX's -7.30% 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%

FNILX

1D
-0.35%
1M
-7.60%
YTD
-7.30%
6M
-5.00%
1Y
14.41%
3Y*
17.43%
5Y*
11.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSPCX vs. FNILX - Expense Ratio Comparison

FSPCX has a 0.78% expense ratio, which is higher than FNILX's 0.00% expense ratio.


Return for Risk

FSPCX vs. FNILX — 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

FNILX
FNILX Risk / Return Rank: 4545
Overall Rank
FNILX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FNILX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FNILX Omega Ratio Rank: 4949
Omega Ratio Rank
FNILX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FNILX Martin Ratio Rank: 5252
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. FNILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Insurance Portfolio (FSPCX) and Fidelity ZERO Large Cap Index Fund (FNILX). 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.


FSPCXFNILXDifference

Sharpe ratio

Return per unit of total volatility

-0.45

0.83

-1.28

Sortino ratio

Return per unit of downside risk

-0.50

1.28

-1.78

Omega ratio

Gain probability vs. loss probability

0.93

1.20

-0.26

Calmar ratio

Return relative to maximum drawdown

-0.80

1.04

-1.85

Martin ratio

Return relative to average drawdown

-1.48

5.01

-6.49

FSPCX vs. FNILX - Sharpe Ratio Comparison

The current FSPCX Sharpe Ratio is -0.45, which is lower than the FNILX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of FSPCX and FNILX, 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


FSPCXFNILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.45

0.83

-1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.65

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.64

-0.08

Correlation

The correlation between FSPCX and FNILX is 0.61, 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. FNILX - Dividend Comparison

FSPCX's dividend yield for the trailing twelve months is around 3.53%, more than FNILX's 1.09% 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%
FNILX
Fidelity ZERO Large Cap Index Fund
1.09%1.01%1.09%1.34%1.53%0.95%1.20%1.17%0.53%0.00%0.00%0.00%

Drawdowns

FSPCX vs. FNILX - Drawdown Comparison

The maximum FSPCX drawdown since its inception was -69.48%, which is greater than FNILX's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for FSPCX and FNILX.


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Drawdown Indicators


FSPCXFNILXDifference

Max Drawdown

Largest peak-to-trough decline

-69.48%

-33.76%

-35.72%

Max Drawdown (1Y)

Largest decline over 1 year

-11.69%

-12.18%

+0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-16.65%

-25.40%

+8.75%

Max Drawdown (10Y)

Largest decline over 10 years

-43.68%

Current Drawdown

Current decline from peak

-9.77%

-9.01%

-0.76%

Average Drawdown

Average peak-to-trough decline

-9.71%

-5.47%

-4.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.37%

2.54%

+3.83%

Volatility

FSPCX vs. FNILX - Volatility Comparison

Fidelity Select Insurance Portfolio (FSPCX) and Fidelity ZERO Large Cap Index Fund (FNILX) have volatilities of 4.28% and 4.23%, 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.


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Volatility by Period


FSPCXFNILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

4.23%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

11.12%

9.14%

+1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

18.95%

18.26%

+0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.48%

17.22%

+0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.07%

20.17%

-0.10%