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FSRBX vs. FITB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSRBX vs. FITB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Banking Portfolio (FSRBX) and Fifth Third Bancorp (FITB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSRBX achieves a 9.07% return, which is significantly lower than FITB's 15.56% return. Over the past 10 years, FSRBX has underperformed FITB with an annualized return of 11.81%, while FITB has yielded a comparatively higher 15.84% annualized return.


FSRBX

1D
0.17%
1M
4.95%
YTD
9.07%
6M
-1.07%
1Y
24.58%
3Y*
25.63%
5Y*
10.72%
10Y*
11.81%

FITB

1D
1.65%
1M
8.35%
YTD
15.56%
6M
13.13%
1Y
41.16%
3Y*
33.20%
5Y*
11.26%
10Y*
15.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSRBX vs. FITB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSRBX
Fidelity Select Banking Portfolio
9.07%11.11%30.13%8.48%-12.61%38.21%-11.73%35.60%-19.04%12.72%
FITB
Fifth Third Bancorp
15.56%14.75%27.20%10.41%-21.94%62.46%-5.43%35.20%-20.32%15.02%

Correlation

The correlation between FSRBX and FITB is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

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

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Mar 26, 1990

0.75

The correlation between FSRBX and FITB shifts across timeframes, from 0.75 (all time) to 0.90 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

FSRBX vs. FITB — Risk / Return Rank

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

FSRBX
FSRBX Risk / Return Rank: 1919
Overall Rank
FSRBX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
FSRBX Sortino Ratio Rank: 1616
Sortino Ratio Rank
FSRBX Omega Ratio Rank: 2020
Omega Ratio Rank
FSRBX Calmar Ratio Rank: 2323
Calmar Ratio Rank
FSRBX Martin Ratio Rank: 1818
Martin Ratio Rank

FITB
FITB Risk / Return Rank: 7979
Overall Rank
FITB Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FITB Sortino Ratio Rank: 7979
Sortino Ratio Rank
FITB Omega Ratio Rank: 8080
Omega Ratio Rank
FITB Calmar Ratio Rank: 7575
Calmar Ratio Rank
FITB Martin Ratio Rank: 7878
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. FITB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Banking Portfolio (FSRBX) and Fifth Third Bancorp (FITB). 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.


FSRBXFITBDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.63

Omega ratioGain probability vs. loss probability

1.22

1.29

-0.07

Calmar ratioReturn relative to maximum drawdown

1.64

1.95

-0.31

Martin ratioReturn relative to average drawdown

4.30

5.45

-1.15

FSRBX vs. FITB - Sharpe Ratio Comparison

The current FSRBX Sharpe Ratio is 1.13, which is comparable to the FITB Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of FSRBX and FITB, 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

FSRBX vs. FITB - Drawdown Comparison

The maximum FSRBX drawdown since its inception was -76.89%, smaller than the maximum FITB drawdown of -98.13%. Use the drawdown chart below to compare losses from any high point for FSRBX and FITB.


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Drawdown Indicators


FSRBXFITBDifference

Max Drawdown

Largest peak-to-trough decline

-76.89%

-98.13%

+21.24%

Max Drawdown (1Y)

Largest decline over 1 year

-15.60%

-21.21%

+5.61%

Max Drawdown (3Y)

Largest decline over 3 years

-26.05%

-29.95%

+3.90%

Max Drawdown (5Y)

Largest decline over 5 years

-41.95%

-51.68%

+9.73%

Max Drawdown (10Y)

Largest decline over 10 years

-51.23%

-64.06%

+12.83%

Current Drawdown

Current decline from peak

-1.90%

-2.05%

+0.15%

Average Drawdown

Average peak-to-trough decline

-13.25%

-31.42%

+18.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.94%

7.58%

-1.64%

Volatility

FSRBX vs. FITB - Volatility Comparison

The current volatility for Fidelity Select Banking Portfolio (FSRBX) is 6.16%, while Fifth Third Bancorp (FITB) has a volatility of 8.43%. This indicates that FSRBX experiences smaller price fluctuations and is considered to be less risky than FITB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSRBXFITBDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.16%

8.43%

-2.27%

Volatility (6M)

Calculated over the trailing 6-month period

17.28%

20.20%

-2.92%

Volatility (1Y)

Calculated over the trailing 1-year period

22.78%

25.95%

-3.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.82%

31.82%

-5.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.52%

36.30%

-6.78%

Dividends

FSRBX vs. FITB - Dividend Comparison

FSRBX's dividend yield for the trailing twelve months is around 2.19%, less than FITB's 2.93% yield.


PositionTTM20252024202320222021202020192018201720162015
FITB
Fifth Third Bancorp
2.93%3.29%3.41%3.94%3.84%2.62%3.92%3.06%3.14%1.98%1.97%2.59%
FSRBX
Fidelity Select Banking Portfolio
2.19%1.47%4.49%5.35%6.12%3.36%8.63%5.90%32.02%2.57%0.76%5.64%

Frequently Asked Questions


FSRBX and FITB have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FITB has higher volatility (8.43%) compared to FSRBX (6.16%). In terms of maximum drawdown, FSRBX dropped -76.89% vs FITB's -98.13%.

FITB currently has the higher Sharpe Ratio (1.60 vs 1.13), 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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