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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.


-0.50.00.51.00.7

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.

0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
23.89%
13.02%
FSRBX
FITB

Key characteristics

Sharpe Ratio

FSRBX:

1.71

FITB:

1.48

Sortino Ratio

FSRBX:

2.59

FITB:

2.20

Omega Ratio

FSRBX:

1.32

FITB:

1.27

Calmar Ratio

FSRBX:

1.47

FITB:

1.25

Martin Ratio

FSRBX:

9.01

FITB:

7.02

Ulcer Index

FSRBX:

4.77%

FITB:

5.20%

Daily Std Dev

FSRBX:

25.21%

FITB:

24.72%

Max Drawdown

FSRBX:

-76.10%

FITB:

-98.13%

Current Drawdown

FSRBX:

-4.92%

FITB:

-8.29%

Returns By Period

In the year-to-date period, FSRBX achieves a 6.99% return, which is significantly higher than FITB's 4.16% return. Over the past 10 years, FSRBX has underperformed FITB with an annualized return of 4.77%, while FITB has yielded a comparatively higher 12.65% annualized return.


FSRBX

YTD

6.99%

1M

6.48%

6M

23.89%

1Y

43.14%

5Y*

6.75%

10Y*

4.77%

FITB

YTD

4.16%

1M

3.82%

6M

13.02%

1Y

36.86%

5Y*

12.87%

10Y*

12.65%

*Annualized

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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 8181
Overall Rank
The Sharpe Ratio Rank of FSRBX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of FSRBX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of FSRBX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of FSRBX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of FSRBX is 8484
Martin Ratio Rank

FITB
The Risk-Adjusted Performance Rank of FITB is 8383
Overall Rank
The Sharpe Ratio Rank of FITB is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of FITB is 8383
Sortino Ratio Rank
The Omega Ratio Rank of FITB is 7979
Omega Ratio Rank
The Calmar Ratio Rank of FITB is 8282
Calmar Ratio Rank
The Martin Ratio Rank of FITB is 8686
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 1.71, compared to the broader market-1.000.001.002.003.004.001.711.48
The chart of Sortino ratio for FSRBX, currently valued at 2.59, compared to the broader market0.002.004.006.008.0010.0012.002.592.20
The chart of Omega ratio for FSRBX, currently valued at 1.32, compared to the broader market1.002.003.004.001.321.27
The chart of Calmar ratio for FSRBX, currently valued at 1.47, compared to the broader market0.005.0010.0015.0020.001.471.25
The chart of Martin ratio for FSRBX, currently valued at 9.01, compared to the broader market0.0020.0040.0060.0080.009.017.02
FSRBX
FITB

The current FSRBX Sharpe Ratio is 1.71, which is comparable to the FITB Sharpe Ratio of 1.48. 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 Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.71
1.48
FSRBX
FITB

Dividends

FSRBX vs. FITB - Dividend Comparison

FSRBX's dividend yield for the trailing twelve months is around 2.21%, less than FITB's 3.27% yield.


TTM20242023202220212020201920182017201620152014
FSRBX
Fidelity Select Banking Portfolio
2.21%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
3.27%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.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.92%
-8.29%
FSRBX
FITB

Volatility

FSRBX vs. FITB - Volatility Comparison

The current volatility for Fidelity Select Banking Portfolio (FSRBX) is 6.45%, while Fifth Third Bancorp (FITB) has a volatility of 7.37%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
6.45%
7.37%
FSRBX
FITB
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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.

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