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FSPCX vs. MAGS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSPCX vs. MAGS - Performance Comparison

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

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Returns By Period

In the year-to-date period, FSPCX achieves a -0.79% return, which is significantly higher than MAGS's -1.59% return.


FSPCX

1D
0.03%
1M
2.47%
YTD
-0.79%
6M
-0.60%
1Y
-0.58%
3Y*
14.50%
5Y*
11.71%
10Y*
12.26%

MAGS

1D
0.00%
1M
-7.06%
YTD
-1.59%
6M
-0.43%
1Y
23.92%
3Y*
31.29%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSPCX vs. MAGS - Yearly Performance Comparison


2026 (YTD)202520242023
FSPCX
Fidelity Select Insurance Portfolio
-0.79%3.45%28.44%15.76%
MAGS
Roundhill Magnificent Seven ETF
-1.59%22.99%63.97%35.74%

Correlation

The correlation between FSPCX and MAGS is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2023

0.04

The correlation between FSPCX and MAGS shifts across timeframes, from -0.06 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FSPCX vs. MAGS — Risk / Return Rank

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

FSPCX
FSPCX Risk / Return Rank: 44
Overall Rank
FSPCX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FSPCX Sortino Ratio Rank: 44
Sortino Ratio Rank
FSPCX Omega Ratio Rank: 44
Omega Ratio Rank
FSPCX Calmar Ratio Rank: 44
Calmar Ratio Rank
FSPCX Martin Ratio Rank: 44
Martin Ratio Rank

MAGS
MAGS Risk / Return Rank: 3333
Overall Rank
MAGS Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
MAGS Sortino Ratio Rank: 3434
Sortino Ratio Rank
MAGS Omega Ratio Rank: 3434
Omega Ratio Rank
MAGS Calmar Ratio Rank: 2929
Calmar Ratio Rank
MAGS Martin Ratio Rank: 3232
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. MAGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Insurance Portfolio (FSPCX) and Roundhill Magnificent Seven ETF (MAGS). 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.


FSPCXMAGSDifference
Sharpe ratioReturn per unit of total volatility

-1.15

Sortino ratioReturn per unit of downside risk

-1.53

Omega ratioGain probability vs. loss probability

1.01

1.20

-0.19

Calmar ratioReturn relative to maximum drawdown

-0.01

1.25

-1.26

Martin ratioReturn relative to average drawdown

-0.03

4.21

-4.23

FSPCX vs. MAGS - Sharpe Ratio Comparison

The current FSPCX Sharpe Ratio is -0.01, which is lower than the MAGS Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of FSPCX and MAGS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FSPCX vs. MAGS - Drawdown Comparison

The maximum FSPCX drawdown since its inception was -69.48%, which is greater than MAGS's maximum drawdown of -29.91%. Use the drawdown chart below to compare losses from any high point for FSPCX and MAGS.


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Drawdown Indicators


FSPCXMAGSDifference

Max Drawdown

Largest peak-to-trough decline

-69.48%

-29.91%

-39.57%

Max Drawdown (1Y)

Largest decline over 1 year

-9.98%

-18.62%

+8.64%

Max Drawdown (3Y)

Largest decline over 3 years

-11.69%

-29.91%

+18.22%

Max Drawdown (5Y)

Largest decline over 5 years

-16.65%

Max Drawdown (10Y)

Largest decline over 10 years

-43.68%

Current Drawdown

Current decline from peak

-5.50%

-8.50%

+3.00%

Average Drawdown

Average peak-to-trough decline

-9.70%

-4.72%

-4.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.98%

5.50%

-0.52%

Volatility

FSPCX vs. MAGS - Volatility Comparison

Fidelity Select Insurance Portfolio (FSPCX) and Roundhill Magnificent Seven ETF (MAGS) have volatilities of 5.74% and 5.86%, 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


FSPCXMAGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.74%

5.86%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

11.31%

15.07%

-3.76%

Volatility (1Y)

Calculated over the trailing 1-year period

15.53%

20.30%

-4.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.59%

25.97%

-8.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.12%

25.97%

-5.85%

FSPCX vs. MAGS - Expense Ratio Comparison

FSPCX has a 0.78% expense ratio, which is higher than MAGS's 0.29% expense ratio.


Dividends

FSPCX vs. MAGS - Dividend Comparison

FSPCX's dividend yield for the trailing twelve months is around 4.74%, more than MAGS's 1.50% yield.


PositionTTM20252024202320222021202020192018201720162015
FSPCX
Fidelity Select Insurance Portfolio
4.74%3.35%8.72%8.48%0.74%8.40%8.80%6.90%32.69%12.52%2.81%3.11%
MAGS
Roundhill Magnificent Seven ETF
1.50%1.48%0.81%0.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FSPCX and MAGS have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MAGS has higher volatility (5.86%) compared to FSPCX (5.74%). In terms of maximum drawdown, FSPCX dropped -69.48% vs MAGS's -29.91%.

MAGS currently has the higher Sharpe Ratio (1.14 vs -0.01), 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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