FSPCX vs. ITOT
Compare and contrast key facts about Fidelity Select Insurance Portfolio (FSPCX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
FSPCX is managed by Fidelity. It was launched on Dec 16, 1985. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSPCX or ITOT.
Key characteristics
| FSPCX | ITOT | |
|---|---|---|
| YTD Return | 30.40% | 26.18% |
| 1Y Return | 29.48% | 38.45% |
| 3Y Return (Ann) | 12.88% | 8.73% |
| 5Y Return (Ann) | 10.24% | 15.29% |
| 10Y Return (Ann) | 5.19% | 12.97% |
| Sharpe Ratio | 2.11 | 3.04 |
| Sortino Ratio | 2.78 | 4.05 |
| Omega Ratio | 1.39 | 1.57 |
| Calmar Ratio | 2.93 | 4.52 |
| Martin Ratio | 9.17 | 19.70 |
| Ulcer Index | 3.25% | 1.95% |
| Daily Std Dev | 14.16% | 12.63% |
| Max Drawdown | -69.12% | -55.21% |
| Current Drawdown | 0.00% | -0.45% |
Correlation
The correlation between FSPCX and ITOT is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
FSPCX vs. ITOT - Performance Comparison
In the year-to-date period, FSPCX achieves a 30.40% return, which is significantly higher than ITOT's 26.18% return. Over the past 10 years, FSPCX has underperformed ITOT with an annualized return of 5.19%, while ITOT has yielded a comparatively higher 12.97% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FSPCX vs. ITOT - Expense Ratio Comparison
FSPCX has a 0.78% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Risk-Adjusted Performance
FSPCX vs. ITOT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Insurance Portfolio (FSPCX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.
Dividends
FSPCX vs. ITOT - Dividend Comparison
FSPCX's dividend yield for the trailing twelve months is around 0.92%, less than ITOT's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSPCX Fidelity Select Insurance Portfolio | 0.92% | 1.11% | 0.74% | 1.29% | 1.61% | 1.40% | 2.17% | 1.21% | 1.15% | 1.97% | 6.93% | 8.51% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.20% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
Drawdowns
FSPCX vs. ITOT - Drawdown Comparison
The maximum FSPCX drawdown since its inception was -69.12%, which is greater than ITOT's maximum drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for FSPCX and ITOT. For additional features, visit the drawdowns tool.
Volatility
FSPCX vs. ITOT - Volatility Comparison
Fidelity Select Insurance Portfolio (FSPCX) has a higher volatility of 5.40% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 4.03%. This indicates that FSPCX's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.