FSPCX vs. KIE
Compare and contrast key facts about Fidelity Select Insurance Portfolio (FSPCX) and SPDR S&P Insurance ETF (KIE).
FSPCX is managed by Fidelity. It was launched on Dec 16, 1985. KIE is a passively managed fund by State Street that tracks the performance of the S&P Insurance Select Industry Index. It was launched on Nov 8, 2005.
Performance
FSPCX vs. KIE - Performance Comparison
Loading graphics...
FSPCX vs. KIE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSPCX Fidelity Select Insurance Portfolio | -5.27% | 3.45% | 28.44% | 12.98% | 7.75% | 29.26% | 0.00% | 30.06% | -11.99% | 15.50% |
KIE SPDR S&P Insurance ETF | -8.09% | 8.12% | 26.95% | 12.18% | 3.48% | 22.75% | -3.04% | 27.19% | -5.99% | 12.83% |
Returns By Period
In the year-to-date period, FSPCX achieves a -5.27% return, which is significantly higher than KIE's -8.09% return. Over the past 10 years, FSPCX has outperformed KIE with an annualized return of 11.85%, while KIE has yielded a comparatively lower 10.95% annualized 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%
KIE
- 1D
- 1.08%
- 1M
- -4.90%
- YTD
- -8.09%
- 6M
- -6.32%
- 1Y
- -7.67%
- 3Y*
- 13.63%
- 5Y*
- 10.11%
- 10Y*
- 10.95%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FSPCX vs. KIE - Expense Ratio Comparison
FSPCX has a 0.78% expense ratio, which is higher than KIE's 0.35% expense ratio.
Return for Risk
FSPCX vs. KIE — Risk / Return Rank
FSPCX
KIE
FSPCX vs. KIE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Insurance Portfolio (FSPCX) and SPDR S&P Insurance ETF (KIE). 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.
| FSPCX | KIE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.45 | -0.39 | -0.06 |
Sortino ratioReturn per unit of downside risk | -0.50 | -0.41 | -0.09 |
Omega ratioGain probability vs. loss probability | 0.93 | 0.95 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | -0.80 | -0.58 | -0.23 |
Martin ratioReturn relative to average drawdown | -1.48 | -1.36 | -0.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FSPCX | KIE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.45 | -0.39 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.56 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.52 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.29 | +0.26 |
Correlation
The correlation between FSPCX and KIE is 0.95, 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.
Dividends
FSPCX vs. KIE - Dividend Comparison
FSPCX's dividend yield for the trailing twelve months is around 3.53%, more than KIE's 1.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
KIE SPDR S&P Insurance ETF | 1.68% | 1.57% | 1.48% | 1.45% | 1.90% | 1.95% | 1.85% | 1.76% | 1.83% | 1.56% | 1.55% | 1.65% |
Drawdowns
FSPCX vs. KIE - Drawdown Comparison
The maximum FSPCX drawdown since its inception was -69.48%, smaller than the maximum KIE drawdown of -75.30%. Use the drawdown chart below to compare losses from any high point for FSPCX and KIE.
Loading graphics...
Drawdown Indicators
| FSPCX | KIE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.48% | -75.30% | +5.82% |
Max Drawdown (1Y)Largest decline over 1 year | -11.69% | -12.25% | +0.56% |
Max Drawdown (5Y)Largest decline over 5 years | -16.65% | -15.68% | -0.97% |
Max Drawdown (10Y)Largest decline over 10 years | -43.68% | -44.31% | +0.63% |
Current DrawdownCurrent decline from peak | -9.77% | -9.42% | -0.35% |
Average DrawdownAverage peak-to-trough decline | -9.71% | -12.09% | +2.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.37% | 5.23% | +1.14% |
Volatility
FSPCX vs. KIE - Volatility Comparison
The current volatility for Fidelity Select Insurance Portfolio (FSPCX) is 4.28%, while SPDR S&P Insurance ETF (KIE) has a volatility of 4.78%. This indicates that FSPCX experiences smaller price fluctuations and is considered to be less risky than KIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FSPCX | KIE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.28% | 4.78% | -0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 11.12% | 11.49% | -0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.95% | 19.78% | -0.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.48% | 18.31% | -0.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.07% | 21.15% | -1.08% |