FSPCX vs. FSVLX
FSPCX (Fidelity Select Insurance Portfolio) and FSVLX (Fidelity Select Fintech Portfolio) are both Financials Equities funds from Fidelity. Over the past 10 years, FSPCX returned 13.33%/yr vs 7.11%/yr for FSVLX. Their 0.74 correlation means they have sometimes moved together and sometimes differently. FSPCX charges 0.62%/yr vs 0.81%/yr for FSVLX.
Performance
FSPCX vs. FSVLX - Performance Comparison
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Returns By Period
In the year-to-date period, FSPCX achieves a 10.79% return, which is significantly higher than FSVLX's -11.79% return. Over the past 10 years, FSPCX has outperformed FSVLX with an annualized return of 13.33%, while FSVLX has yielded a comparatively lower 7.11% annualized return.
FSPCX
- 1D
- -1.94%
- 1M
- 2.00%
- 6M
- 12.61%
- YTD
- 10.79%
- 1Y
- 16.31%
- 3Y*
- 17.03%
- 5Y*
- 14.82%
- 10Y*
- 13.33%
- ALL TIME*
- 11.50%
FSVLX
- 1D
- -0.41%
- 1M
- 3.00%
- 6M
- -1.04%
- YTD
- -11.79%
- 1Y
- -11.83%
- 3Y*
- 3.63%
- 5Y*
- -2.49%
- 10Y*
- 7.11%
- ALL TIME*
- 8.04%
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. FSVLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSPCX Fidelity Select Insurance Portfolio | 10.79% | 3.45% | 28.44% | 12.98% | 7.75% | 29.26% | 0.00% | 30.06% | -11.99% | 15.50% |
FSVLX Fidelity Select Fintech Portfolio | -11.79% | 0.26% | 22.04% | 24.55% | -29.75% | 22.31% | 2.25% | 34.18% | -10.51% | 23.13% |
Correlation
The correlation between FSPCX and FSVLX is 0.30, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.30 |
Correlation (3Y) Balances recent behavior with more history. | 0.42 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.52 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.64 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 1985 | 0.74 |
Over the past year, the correlation between FSPCX and FSVLX has dropped to 0.30 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.
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Return for Risk
FSPCX vs. FSVLX — Risk / Return Rank
FSPCX
FSVLX
FSPCX vs. FSVLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Insurance Portfolio (FSPCX) and Fidelity Select Fintech Portfolio (FSVLX). 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 | FSVLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.59 | ||
| Sortino ratioReturn per unit of downside risk | +2.19 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 0.91 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | -0.49 | +2.08 |
| Martin ratioReturn relative to average drawdown | 3.24 | -0.91 | +4.16 |
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Drawdowns
FSPCX vs. FSVLX - Drawdown Comparison
The maximum FSPCX drawdown since its inception was -69.48%, smaller than the maximum FSVLX drawdown of -83.84%. Use the drawdown chart below to compare losses from any high point for FSPCX and FSVLX.
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Drawdown Indicators
| FSPCX | FSVLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.48% | -83.84% | +14.36% |
Max Drawdown (1Y)Largest decline over 1 year | -9.98% | -29.85% | +19.87% |
Max Drawdown (3Y)Largest decline over 3 years | -11.69% | -31.70% | +20.01% |
Max Drawdown (5Y)Largest decline over 5 years | -16.65% | -42.62% | +25.97% |
Max Drawdown (10Y)Largest decline over 10 years | -43.68% | -51.70% | +8.02% |
Current DrawdownCurrent decline from peak | -2.17% | -18.18% | +16.01% |
Average DrawdownAverage peak-to-trough decline | -9.68% | -25.63% | +15.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.88% | 16.08% | -11.20% |
Volatility
FSPCX vs. FSVLX - Volatility Comparison
The current volatility for Fidelity Select Insurance Portfolio (FSPCX) is 7.17%, while Fidelity Select Fintech Portfolio (FSVLX) has a volatility of 7.58%. This indicates that FSPCX experiences smaller price fluctuations and is considered to be less risky than FSVLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSPCX | FSVLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.17% | 7.58% | -0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 12.93% | 19.59% | -6.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.55% | 23.53% | -6.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.63% | 24.89% | -7.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.13% | 25.87% | -5.74% |
FSPCX vs. FSVLX - Expense Ratio Comparison
FSPCX has a 0.62% expense ratio, which is lower than FSVLX's 0.81% expense ratio.
Dividends
FSPCX vs. FSVLX - Dividend Comparison
FSPCX's dividend yield for the trailing twelve months is around 4.25%, while FSVLX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSPCX Fidelity Select Insurance Portfolio | 4.25% | 3.35% | 8.72% | 8.48% | 0.74% | 8.40% | 8.80% | 6.90% | 32.69% | 12.52% | 2.81% | 3.11% |
FSVLX Fidelity Select Fintech Portfolio | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 19.25% | 1.93% | 1.77% | 8.59% | 1.58% | 3.84% | 10.51% |
Frequently Asked Questions
FSPCX and FSVLX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSVLX has higher volatility (7.58%) compared to FSPCX (7.17%). In terms of maximum drawdown, FSPCX dropped -69.48% vs FSVLX's -83.84%.
FSPCX currently has the higher Sharpe Ratio (0.96 vs -0.62), 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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