PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FSRBX vs. FITB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSRBX and FITB is 0.74, 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.


-0.50.00.51.0
Correlation: 0.7

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.

1,800.00%2,000.00%2,200.00%2,400.00%2,600.00%NovemberDecember2025FebruaryMarchApril
1,886.55%
1,881.91%
FSRBX
FITB

Key characteristics

Sharpe Ratio

FSRBX:

0.24

FITB:

0.11

Sortino Ratio

FSRBX:

0.54

FITB:

0.35

Omega Ratio

FSRBX:

1.07

FITB:

1.05

Calmar Ratio

FSRBX:

0.25

FITB:

0.10

Martin Ratio

FSRBX:

0.82

FITB:

0.33

Ulcer Index

FSRBX:

8.47%

FITB:

9.40%

Daily Std Dev

FSRBX:

29.34%

FITB:

28.40%

Max Drawdown

FSRBX:

-76.10%

FITB:

-98.13%

Current Drawdown

FSRBX:

-25.90%

FITB:

-27.67%

Returns By Period

In the year-to-date period, FSRBX achieves a -16.61% return, which is significantly higher than FITB's -17.85% return. Over the past 10 years, FSRBX has underperformed FITB with an annualized return of 1.98%, while FITB has yielded a comparatively higher 9.88% annualized return.


FSRBX

YTD

-16.61%

1M

-12.04%

6M

-15.84%

1Y

8.95%

5Y*

14.31%

10Y*

1.98%

FITB

YTD

-17.85%

1M

-10.92%

6M

-22.11%

1Y

4.69%

5Y*

20.35%

10Y*

9.88%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FSRBX vs. FITB — Risk-Adjusted Performance Rank

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

FSRBX
The Risk-Adjusted Performance Rank of FSRBX is 5656
Overall Rank
The Sharpe Ratio Rank of FSRBX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of FSRBX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of FSRBX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of FSRBX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of FSRBX is 5151
Martin Ratio Rank

FITB
The Risk-Adjusted Performance Rank of FITB is 5656
Overall Rank
The Sharpe Ratio Rank of FITB is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of FITB is 5050
Sortino Ratio Rank
The Omega Ratio Rank of FITB is 5050
Omega Ratio Rank
The Calmar Ratio Rank of FITB is 6060
Calmar Ratio Rank
The Martin Ratio Rank of FITB is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSRBX vs. FITB - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for FSRBX, currently valued at 0.24, compared to the broader market-1.000.001.002.003.00
FSRBX: 0.24
FITB: 0.11
The chart of Sortino ratio for FSRBX, currently valued at 0.54, compared to the broader market-2.000.002.004.006.008.00
FSRBX: 0.54
FITB: 0.35
The chart of Omega ratio for FSRBX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.00
FSRBX: 1.07
FITB: 1.05
The chart of Calmar ratio for FSRBX, currently valued at 0.25, compared to the broader market0.002.004.006.008.0010.00
FSRBX: 0.25
FITB: 0.10
The chart of Martin ratio for FSRBX, currently valued at 0.82, compared to the broader market0.0010.0020.0030.0040.0050.00
FSRBX: 0.82
FITB: 0.33

The current FSRBX Sharpe Ratio is 0.24, which is higher than the FITB Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of FSRBX and FITB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.24
0.11
FSRBX
FITB

Dividends

FSRBX vs. FITB - Dividend Comparison

FSRBX's dividend yield for the trailing twelve months is around 2.31%, less than FITB's 4.24% yield.


TTM20242023202220212020201920182017201620152014
FSRBX
Fidelity Select Banking Portfolio
2.31%2.37%2.96%2.74%1.81%2.47%1.87%2.44%0.94%0.76%3.69%4.30%
FITB
Fifth Third Bancorp
4.24%3.41%3.94%3.84%2.62%3.92%3.06%3.14%1.98%1.97%2.59%2.50%

Drawdowns

FSRBX vs. FITB - Drawdown Comparison

The maximum FSRBX drawdown since its inception was -76.10%, 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. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-25.90%
-27.67%
FSRBX
FITB

Volatility

FSRBX vs. FITB - Volatility Comparison

Fidelity Select Banking Portfolio (FSRBX) and Fifth Third Bancorp (FITB) have volatilities of 16.18% and 16.43%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
16.18%
16.43%
FSRBX
FITB
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab