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FSRBX vs. FFSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSRBX vs. FFSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Banking Portfolio (FSRBX) and Fidelity Advisor Financial Services Fund Class I (FFSIX). The values are adjusted to include any dividend payments, if applicable.

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FSRBX vs. FFSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSRBX
Fidelity Select Banking Portfolio
-4.77%11.11%30.13%8.48%-12.61%38.21%-11.73%35.60%-19.04%12.72%
FFSIX
Fidelity Advisor Financial Services Fund Class I
-9.38%15.23%39.62%14.33%-8.71%33.30%0.06%34.10%-15.84%20.23%

Returns By Period

In the year-to-date period, FSRBX achieves a -4.77% return, which is significantly higher than FFSIX's -9.38% return. Over the past 10 years, FSRBX has underperformed FFSIX with an annualized return of 10.57%, while FFSIX has yielded a comparatively higher 13.01% annualized return.


FSRBX

1D
0.34%
1M
-4.63%
YTD
-4.77%
6M
-6.04%
1Y
11.19%
3Y*
20.44%
5Y*
7.34%
10Y*
10.57%

FFSIX

1D
1.00%
1M
-5.37%
YTD
-9.38%
6M
-5.85%
1Y
4.65%
3Y*
20.98%
5Y*
11.36%
10Y*
13.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSRBX vs. FFSIX - Expense Ratio Comparison

FSRBX has a 0.73% expense ratio, which is lower than FFSIX's 0.76% expense ratio.


Return for Risk

FSRBX vs. FFSIX — Risk / Return Rank

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

FSRBX
FSRBX Risk / Return Rank: 1818
Overall Rank
FSRBX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
FSRBX Sortino Ratio Rank: 1717
Sortino Ratio Rank
FSRBX Omega Ratio Rank: 2020
Omega Ratio Rank
FSRBX Calmar Ratio Rank: 1919
Calmar Ratio Rank
FSRBX Martin Ratio Rank: 1515
Martin Ratio Rank

FFSIX
FFSIX Risk / Return Rank: 1111
Overall Rank
FFSIX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
FFSIX Sortino Ratio Rank: 1111
Sortino Ratio Rank
FFSIX Omega Ratio Rank: 1111
Omega Ratio Rank
FFSIX Calmar Ratio Rank: 1010
Calmar Ratio Rank
FFSIX Martin Ratio Rank: 1010
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.

FSRBX vs. FFSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Banking Portfolio (FSRBX) and Fidelity Advisor Financial Services Fund Class I (FFSIX). 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.


FSRBXFFSIXDifference

Sharpe ratio

Return per unit of total volatility

0.45

0.27

+0.18

Sortino ratio

Return per unit of downside risk

0.74

0.49

+0.25

Omega ratio

Gain probability vs. loss probability

1.11

1.07

+0.04

Calmar ratio

Return relative to maximum drawdown

0.56

0.24

+0.32

Martin ratio

Return relative to average drawdown

1.46

0.74

+0.71

FSRBX vs. FFSIX - Sharpe Ratio Comparison

The current FSRBX Sharpe Ratio is 0.45, which is higher than the FFSIX Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of FSRBX and FFSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FSRBXFFSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

0.27

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.54

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.55

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.31

+0.11

Correlation

The correlation between FSRBX and FFSIX is 0.93, 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

FSRBX vs. FFSIX - Dividend Comparison

FSRBX's dividend yield for the trailing twelve months is around 1.55%, less than FFSIX's 7.66% yield.


TTM20252024202320222021202020192018201720162015
FSRBX
Fidelity Select Banking Portfolio
1.55%1.47%4.49%5.35%6.12%3.36%8.63%5.90%32.02%2.57%0.76%5.64%
FFSIX
Fidelity Advisor Financial Services Fund Class I
7.66%6.94%9.90%2.45%6.01%4.31%2.61%1.43%4.23%0.06%0.32%0.63%

Drawdowns

FSRBX vs. FFSIX - Drawdown Comparison

The maximum FSRBX drawdown since its inception was -76.89%, roughly equal to the maximum FFSIX drawdown of -75.57%. Use the drawdown chart below to compare losses from any high point for FSRBX and FFSIX.


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Drawdown Indicators


FSRBXFFSIXDifference

Max Drawdown

Largest peak-to-trough decline

-76.89%

-75.57%

-1.32%

Max Drawdown (1Y)

Largest decline over 1 year

-15.60%

-14.39%

-1.21%

Max Drawdown (5Y)

Largest decline over 5 years

-41.95%

-24.92%

-17.03%

Max Drawdown (10Y)

Largest decline over 10 years

-51.23%

-45.98%

-5.25%

Current Drawdown

Current decline from peak

-14.30%

-12.12%

-2.18%

Average Drawdown

Average peak-to-trough decline

-13.30%

-17.25%

+3.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.00%

4.61%

+1.39%

Volatility

FSRBX vs. FFSIX - Volatility Comparison

Fidelity Select Banking Portfolio (FSRBX) has a higher volatility of 4.78% compared to Fidelity Advisor Financial Services Fund Class I (FFSIX) at 4.54%. This indicates that FSRBX's price experiences larger fluctuations and is considered to be riskier than FFSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSRBXFFSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.78%

4.54%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

18.15%

12.42%

+5.73%

Volatility (1Y)

Calculated over the trailing 1-year period

27.49%

21.13%

+6.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.90%

21.15%

+5.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.52%

23.84%

+5.68%