FSPCX vs. PRCOX
Compare and contrast key facts about Fidelity Select Insurance Portfolio (FSPCX) and T. Rowe Price U.S. Equity Research Fund (PRCOX).
FSPCX is managed by Fidelity. It was launched on Dec 16, 1985. PRCOX is managed by T. Rowe Price. It was launched on Nov 30, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSPCX or PRCOX.
Key characteristics
| FSPCX | PRCOX | |
|---|---|---|
| YTD Return | 30.40% | 28.13% |
| 1Y Return | 29.48% | 38.89% |
| 3Y Return (Ann) | 12.88% | 9.96% |
| 5Y Return (Ann) | 10.24% | 15.84% |
| 10Y Return (Ann) | 5.19% | 10.63% |
| Sharpe Ratio | 2.11 | 3.10 |
| Sortino Ratio | 2.78 | 4.10 |
| Omega Ratio | 1.39 | 1.58 |
| Calmar Ratio | 2.93 | 4.38 |
| Martin Ratio | 9.17 | 20.07 |
| Ulcer Index | 3.25% | 1.94% |
| Daily Std Dev | 14.16% | 12.55% |
| Max Drawdown | -69.12% | -58.69% |
| Current Drawdown | 0.00% | -0.22% |
Correlation
The correlation between FSPCX and PRCOX is 0.73, 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. PRCOX - Performance Comparison
In the year-to-date period, FSPCX achieves a 30.40% return, which is significantly higher than PRCOX's 28.13% return. Over the past 10 years, FSPCX has underperformed PRCOX with an annualized return of 5.19%, while PRCOX has yielded a comparatively higher 10.63% 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. PRCOX - Expense Ratio Comparison
FSPCX has a 0.78% expense ratio, which is higher than PRCOX's 0.42% expense ratio.
Risk-Adjusted Performance
FSPCX vs. PRCOX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Insurance Portfolio (FSPCX) and T. Rowe Price U.S. Equity Research Fund (PRCOX). 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. PRCOX - Dividend Comparison
FSPCX's dividend yield for the trailing twelve months is around 0.92%, more than PRCOX's 0.91% 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% |
PRCOX T. Rowe Price U.S. Equity Research Fund | 0.91% | 1.17% | 0.88% | 0.69% | 0.87% | 0.55% | 1.23% | 1.07% | 1.24% | 1.64% | 1.12% | 0.92% |
Drawdowns
FSPCX vs. PRCOX - Drawdown Comparison
The maximum FSPCX drawdown since its inception was -69.12%, which is greater than PRCOX's maximum drawdown of -58.69%. Use the drawdown chart below to compare losses from any high point for FSPCX and PRCOX. For additional features, visit the drawdowns tool.
Volatility
FSPCX vs. PRCOX - Volatility Comparison
Fidelity Select Insurance Portfolio (FSPCX) has a higher volatility of 5.40% compared to T. Rowe Price U.S. Equity Research Fund (PRCOX) at 3.89%. This indicates that FSPCX's price experiences larger fluctuations and is considered to be riskier than PRCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.