FSRBX vs. FITB
FSRBX (Fidelity Select Banking Portfolio) is Financials Equities fund managed by Fidelity, while FITB (Fifth Third Bancorp) is a stock. Over the past 10 years, FSRBX returned 11.81%/yr vs 15.84%/yr for FITB. A 0.75 correlation means they provide meaningful diversification when combined.
Performance
FSRBX vs. FITB - Performance Comparison
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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%
FSRBX vs. FITB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
FSRBX
FITB
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.
| FSRBX | FITB | Difference | |
|---|---|---|---|
| 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 |
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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
| FSRBX | FITB | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.90% | -2.05% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -13.25% | -31.42% | +18.17% |
Ulcer IndexDepth 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
| FSRBX | FITB | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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